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:
Journal Article
Journal or Publication Title:
Sankhya - Series A
Uncontrolled Keywords:
/dk/atira/pure/researchoutput/libraryofcongress/qa
Subjects:
ID Code:
81961
Deposited By:
Deposited On:
27 Dec 2016 00:00
Refereed?:
Yes
Published?:
Published
Last Modified:
23 Mar 2020 00:27