Bayesian analysis of matrix normal graphical models
نویسندگان
چکیده
منابع مشابه
Bayesian analysis of matrix normal graphical models.
We present Bayesian analyses of matrix-variate normal data with conditional independencies induced by graphical model structuring of the characterizing covariance matrix parameters. This framework of matrix normal graphical models includes prior specifications, posterior computation using Markov chain Monte Carlo methods, evaluation of graphical model uncertainty and model structure search. Ext...
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ژورنال
عنوان ژورنال: Biometrika
سال: 2009
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/asp049