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

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.