Efficient Gaussian graphical model determination under G-Wishart prior distributions

@inproceedings{Wang2012EfficientGG,
  title={Efficient Gaussian graphical model determination under G-Wishart prior distributions},
  author={Hao Wang},
  year={2012}
}
This paper proposes a new algorithm for Bayesian model determination in Gaussian graphical models under G-Wishart prior distributions. We first review recent development in sampling from G-Wishart distributions for given graphs, with a particular interest in the efficiency of the block Gibbs samplers and other competing methods. We generalize the maximum clique block Gibbs samplers to a class of flexible block Gibbs samplers and prove its convergence. This class of block Gibbs samplers… CONTINUE READING

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