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A Metropolis-Hastings based method for sampling from the \(G\)-Wishart distribution in Gaussian graphical models - MaRDI portal

A Metropolis-Hastings based method for sampling from the \(G\)-Wishart distribution in Gaussian graphical models (Q1952170)

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scientific article; zbMATH DE number 6166810
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English
A Metropolis-Hastings based method for sampling from the \(G\)-Wishart distribution in Gaussian graphical models
scientific article; zbMATH DE number 6166810

    Statements

    A Metropolis-Hastings based method for sampling from the \(G\)-Wishart distribution in Gaussian graphical models (English)
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    28 May 2013
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    Gaussian graphical models
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    \(G\)-Wishart distribution
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    Metropolis-Hastings algorithm
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    non-decomposable graphs
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    deviance information criterion
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