Open Access
2010 Simulation of hyper-inverse Wishart distributions for non-decomposable graphs
Hao Wang, Carlos M. Carvalho
Electron. J. Statist. 4: 1470-1475 (2010). DOI: 10.1214/10-EJS591


We propose an efficient solution to the problem of direct sampling from a hyper-inverse Wishart distribution in non-decomposable graphs. The method relies on local computations based on the standard junction tree representation of graphs and distribution theoretical results of constraint Wishart matrices.


Download Citation

Hao Wang. Carlos M. Carvalho. "Simulation of hyper-inverse Wishart distributions for non-decomposable graphs." Electron. J. Statist. 4 1470 - 1475, 2010.


Published: 2010
First available in Project Euclid: 9 December 2010

zbMATH: 1329.60008
MathSciNet: MR2741209
Digital Object Identifier: 10.1214/10-EJS591

Keywords: Hyper-inverse Wishart , junction trees , non-decomposable graphs , posterior simulation

Rights: Copyright © 2010 The Institute of Mathematical Statistics and the Bernoulli Society

Back to Top