Efficient Gaussian graphical model determination under G-Wishart prior distributions
Efficient Gaussian graphical model determination under G-Wishart prior distributions
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 …