Bayesian Structure Learning in Undirected Gaussian Graphical Models: Literature Review with Empirical Comparison
无向高斯图模型的贝叶斯结构学习:文献综述与经验比较
Gaussian graphical models provide a powerful framework to reveal the conditional dependency structure between multivariate variables. The process of uncovering the conditional dependency network is known as structure learning. Bayesian methods can measure the uncertainty of conditional relationships and include prior information. However, frequentist methods are often preferred due to the computational burden of the Bayesian approach. Over the last decade, Bayesian methods…