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Bayesian Inference For Nondecomposable Graphical Gaussian Models.

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

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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:
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

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