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The <i>G</i>-Wishart Weighted Proposal Algorithm: Efficient Posterior Computation for Gaussian Graphical Models - MaRDI portal

The <i>G</i>-Wishart Weighted Proposal Algorithm: Efficient Posterior Computation for Gaussian Graphical Models (Q5057256)

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scientific article; zbMATH DE number 7633315
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The <i>G</i>-Wishart Weighted Proposal Algorithm: Efficient Posterior Computation for Gaussian Graphical Models
scientific article; zbMATH DE number 7633315

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    The <i>G</i>-Wishart Weighted Proposal Algorithm: Efficient Posterior Computation for Gaussian Graphical Models (English)
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    16 December 2022
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    exchange algorithm
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    hyper inverse Wishart distribution
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    locally balanced proposal
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    reversible jump MCMC
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    scalable Bayesian computations
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