On the non-local priors for sparsity selection in high-dimensional Gaussian DAG models
We consider sparsity selection for the Cholesky factor L of the inverse covariance matrix in high-dimensional Gaussian DAG models. The sparsity is induced over the space of L via non-local priors, namely the product moment (pMOM) prior [Johnson, V., & Rossell, D. (2012). Bayesian model selection...
| প্রধান লেখক: | , |
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| বিন্যাস: | প্রবন্ধ |
| ভাষা: | English |
| প্রকাশিত: |
Taylor & Francis Group
2021-10-01
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| মালা: | Statistical Theory and Related Fields |
| বিষয়গুলি: | |
| অনলাইন ব্যবহার করুন: | http://dx.doi.org/10.1080/24754269.2021.1963182 |