The G-Wishart Weighted Proposal Algorithm: Efficient Posterior Computation for Gaussian Graphical Models
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Publication:5057256
DOI10.1080/10618600.2022.2050250OpenAlexW3187416000MaRDI QIDQ5057256
Maria De Iorio, Willem van den Boom, Alexandros Beskos
Publication date: 16 December 2022
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2108.01308
exchange algorithmreversible jump MCMChyper inverse Wishart distributionlocally balanced proposalscalable Bayesian computations
Related Items (3)
Bayesian learning of graph substructures ⋮ Precision matrix estimation under the horseshoe-like prior-penalty dual ⋮ Accelerating Bayesian Structure Learning in Sparse Gaussian Graphical Models
Uses Software
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