Electronic Journal of Statistics

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

Hao Wang and Carlos M. Carvalho

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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.

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

First available in Project Euclid: 9 December 2010

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


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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