Bayesian Analysis

Comment on Article by Scutari

Hao Wang

Full-text: Open access

Article information

Source
Bayesian Anal. Volume 8, Number 3 (2013), 543-548.

Dates
First available in Project Euclid: 9 September 2013

Permanent link to this document
http://projecteuclid.org/euclid.ba/1378729917

Digital Object Identifier
doi:10.1214/13-BA840

Mathematical Reviews number (MathSciNet)
MR3102223

Zentralblatt MATH identifier
1329.62149

Citation

Wang, Hao. Comment on Article by Scutari. Bayesian Anal. 8 (2013), no. 3, 543--548. doi:10.1214/13-BA840. http://projecteuclid.org/euclid.ba/1378729917.


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References

  • Atay-Kayis, A. and Massam, H. (2005). “The marginal likelihood for decomposable and non-decomposable graphical Gaussian models.” Biometrika, 92: 317–335.
  • Dawid, A. P. and Lauritzen, S. L. (1993). “Hyper-Markov laws in the statistical analysis of decomposable graphical models.” Annals of Statistics, 21: 1272–1317.
  • Dempster, A. (1972). “Covariance selection.” Biometrics, 28: 157–175.
  • Jones, B., Carvalho, C., Dobra, A., Hans, C., Carter, C., and West, M. (2005). “Experiments in stochastic computation for high-dimensional graphical models.” Statistical Science, 20: 388–400.
  • Scott, J. G. and Carvalho, C. M. (2008). “Feature-Inclusion Stochastic Search for Gaussian Graphical Models.” Journal of Computational and Graphical Statistics, 17(4): 790–808.
  • Wang, H. (2010). “Sparse seemingly unrelated regression modelling: Applications in finance and econometrics.” Computational Statistics & Data Analysis, 54(11): 2866–2877.
  • Wang, H. and Li, S. Z. (2012). “Efficient Gaussian graphical model determination under G-Wishart prior distributions.” Electronic Journal of Statistics, 6: 168–198.

See also

  • Related item: Marco Scutari (2013). On the Prior and Posterior Distributions Used in Graphical Modelling. Bayesian Anal. Vol. 8, Iss. 3, 505–532.