Dellaportas, Petros; and Giudici, Paolo; and Roberts, Gareth (2003) Bayesian Inference For Nondecomposable Graphical Gaussian Models. Sankhya - Series A, 65 (1). pp. 43-55. ISSN 0581-572X
Full text not available from this repository.Abstract
In this paper we propose a method to calculate the posterior probability of a nondecomposable graphical Gaussian model. Our proposal is based on a new device to sample from Wishart distributions, conditional on the graphical constraints. As a result, our methodology allows Bayesian model selection within the {\em whole} class of graphical Gaussian models, including nondecomposable ones.
| Item Type: | Article |
|---|---|
| Journal or Publication Title: | Sankhya - Series A |
| Uncontrolled Keywords: | Importance sampling ; partial correlation coefficient ; sampling from conditional Wishart distibution. |
| Subjects: | Q Science > QA Mathematics |
| Departments: | UNSPECIFIED |
| ID Code: | 10018 |
| Deposited By: | Mrs Yaling Zhang |
| Deposited On: | 25 Jun 2008 16:40 |
| Refereed?: | Yes |
| Published?: | Published |
| Last Modified: | 26 Jul 2012 14:42 |
| Identification Number: | |
| URI: | http://eprints.lancs.ac.uk/id/eprint/10018 |
Actions (login required)
| View Item |
