Electronic Journal of Statistics

Simulation of hyper-inverse Wishart distributions for non-decomposable graphs

Hao Wang and Carlos M. Carvalho

Full-text: Open access

Abstract

We propose an efficient solution to the problem of direct sampling from a hyper-inverse Wishart distribution in non-decomposable graphs. The method relies on local computations based on the standard junction tree representation of graphs and distribution theoretical results of constraint Wishart matrices.

Article information

Source
Electron. J. Statist., Volume 4 (2010), 1470-1475.

Dates
First available in Project Euclid: 9 December 2010

Permanent link to this document
https://projecteuclid.org/euclid.ejs/1291903546

Digital Object Identifier
doi:10.1214/10-EJS591

Mathematical Reviews number (MathSciNet)
MR2741209

Zentralblatt MATH identifier
1329.60008

Keywords
Hyper-inverse Wishart junction trees non-decomposable graphs posterior simulation

Citation

Wang, Hao; Carvalho, Carlos M. Simulation of hyper-inverse Wishart distributions for non-decomposable graphs. Electron. J. Statist. 4 (2010), 1470--1475. doi:10.1214/10-EJS591. https://projecteuclid.org/euclid.ejs/1291903546


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References

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