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Use of Wishart Prior and Simple Extensions for Sparse Precision Matrix Estimation
A conjugate Wishart prior is used to present a simple and rapid procedure for computing the analytic posterior (mode and uncertainty) of the precision matrix elements of a Gaussian distribution. An interpretation of covariance estimates in terms of eigenvalues is presented, along with a simple decis...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2016
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4734711/ https://www.ncbi.nlm.nih.gov/pubmed/26828427 http://dx.doi.org/10.1371/journal.pone.0148171 |