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Bayesian Inference for General Gaussian Graphical Models With Application to Multivariate Lattice Data

We introduce efficient Markov chain Monte Carlo methods for inference and model determination in multivariate and matrix-variate Gaussian graphical models. Our framework is based on the G-Wishart prior for the precision matrix associated with graphs that can be decomposable or non-decomposable. We e...

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Detalhes bibliográficos
Publicado no:J Am Stat Assoc
Main Authors: Dobra, Adrian, Lenkoski, Alex, Rodriguez, Abel
Formato: Artigo
Idioma:Inglês
Publicado em: 2012
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC4767185/
https://ncbi.nlm.nih.gov/pubmed/26924867
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1198/jasa.2011.tm10465
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