Bayesian Covariance Matrix Estimation using a Mixture of Decomposable Graphical Models
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References listed on IDEAS
- S. P. Brooks & P. Giudici & G. O. Roberts, 2003. "Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 3-39.
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More about this item
KeywordsCovariance selection; Graphical models; Reduced conditional sampling; Variable selection;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-06-13 (All new papers)
- NEP-ECM-2008-06-13 (Econometrics)
- NEP-ORE-2008-06-13 (Operations Research)
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