Bayesian Inference for General Gaussian Graphical Models With Application to Multivariate Lattice Data
一般高斯图模型的贝叶斯推断及其在多变量格点数据中的应用
We introduce efficient Markov chain Monte Carlo methods for inference and model determination in multivariate and matrix-variate Gaussian graphical models. Our framework is based on the G-Wishart prior for the precision matrix associated with graphs that can be decomposable or non-decomposable. We extend our sampling algorithms to a novel class of conditionally autoregressive models for sparse estimation in multivariate lattice data, with a special emphasis on the analysis…