The cost of using decomposable Gaussian graphical models for computational convenience
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References listed on IDEAS
- Aliye Atay-Kayis & Helène Massam, 2005. "A Monte Carlo method for computing the marginal likelihood in nondecomposable Gaussian graphical models," Biometrika, Biometrika Trust, vol. 92(2), pages 317-335, June.
- Alberto Roverato, 2002. "Hyper Inverse Wishart Distribution for Non-decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 29(3), pages 391-411.
- Frederick Wong, 2003. "Efficient estimation of covariance selection models," Biometrika, Biometrika Trust, vol. 90(4), pages 809-830, December.
- Mathias Drton & Michael Eichler, 2006. "Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(2), pages 247-257.
More about this item
KeywordsGraphical model; Covariance selection; Decomposable models; Regularization; Small-sample inference;
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