Bayesian covariance matrix estimation using a mixture of decomposable graphical models

Statistics and Computing

Volumn 19, Issue 3, 2009, Pages 303-316

  Armstrong, Helen ^a   Carter, Christopher K ^b   Wong, Kin Foon Kevin ^c   Kohn, Robert ^b  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

^b UNIVERSITY OF NEW SOUTH WALES   (Australia)

^c MASSACHUSETTS GENERAL HOSPITAL   (United States)

Author keywords

Covariance selection; Reduced conditional sampling; Variable selection

Indexed keywords

EID: 67650692782     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11222-008-9093-8     Document Type: Article

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