Armstrong, Helen; Carter, Christopher K.; Wong, Kevin K. F. - School of Economics, UNSW Business School - 2007
; Reduced conditional sampling; Vari-
able selection
2 Armstrong et al.
1. Introduction
Estimating a covariance matrix … a Markov chain Monte Carlo
sampling scheme when p is moderate to large because there are 2
p(p−1)/2
possible graphs
with … sampling
scheme for decomposable graphs presented in our article is extremely efficient because the
concentration matrix is …