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pro vyhledávání: '"Fan Qun Li"'
Autor:
Xin Sheng Zhang, Fan Qun Li
Publikováno v:
Acta Mathematica Sinica, English Series. 35:619-631
In this paper, we consider the estimation of a high dimensional precision matrix of Gaussian graphical model. Based on the re-parameterized likelihood, we obtain the full conditional distribution of all parameters in Cholesky factor. Furthermore, by
Autor:
Xin-sheng Zhang, Fan-qun Li
Publikováno v:
Acta Mathematicae Applicatae Sinica, English Series. 33:485-496
In this paper, we consider the problem of estimating a high dimensional precision matrix of Gaussian graphical model. Taking advantage of the connection between multivariate linear regression and entries of the precision matrix, we propose Bayesian L