Experiments in Stochastic Computation for High-Dimensional Graphical Models
Experiments in Stochastic Computation for High-Dimensional Graphical Models
We discuss the implementation, development and performance of methods of stochastic computation in Gaussian graphical models. We view these methods from the perspective of high-dimensional model search, with a particular interest in the scalability with dimension of Markov chain Monte Carlo (MCMC) and other stochastic search methods. After reviewing the …