The G-Wishart Weighted Proposal Algorithm: Efficient Posterior Computation for Gaussian Graphical Models

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

zbMATH Keywords

exchange algorithmreversible jump MCMChyper inverse Wishart distributionlocally balanced proposalscalable Bayesian computations

Mathematics Subject Classification ID

Statistics (62-XX)

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

• glasso
• SSS
• LaplacesDemon
• BDgraph
• HdBCS
• GHS

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