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  • 标题:Bayesian Inference For Nondecomposable Graphical Gaussian Models
  • 本地全文:下载
  • 作者:Petros Dellaportas ; Athens University Of Economics,Business ; Greece Paolo Giudici
  • 期刊名称:Sankhya. Series A, mathematical statistics and probability
  • 印刷版ISSN:0976-836X
  • 电子版ISSN:0976-8378
  • 出版年度:2003
  • 卷号:65
  • 期号:01
  • 页码:43--55
  • 出版社:Indian Statistical Institute
  • 摘要:In this paper we propose a method to calculate the posterior probability of a nondecomposable graphical Gaussian model. Our proposal is based on a new device to sample from Wishart distributions, conditional on the graphical constraints. As a result, our methodology allows Bayesian model selection within the {\em whole} class of graphical Gaussian models, including nondecomposable ones.
  • 关键词:Importance sampling, partial correlation coefficient, sampling from conditional Wishart distibution.
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