Bayesian graphical lasso models and eficient posterior computation

Bayesian Analysis

Volumn 7, Issue 4, 2012, Pages 867-886

  Wang, Hao ^a  

^a UNIVERSITY OF SOUTH CAROLINA   (United States)

Author keywords

Adaptive graphical lasso; Block gibbs sampler; Constrained parameter spaces; Covariance matrix estimation; Double exponential distribution; Graphical lasso

Indexed keywords

EID: 84872506599     PISSN: 19360975     EISSN: 19316690     Source Type: Journal    
DOI: 10.1214/12-BA729     Document Type: Article

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