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Reversible MCMC on Markov equivalence classes of sparse directed acyclic graphs
Sparse graphical model Reversible Markov chain Markov equivalence class
2016/1/20
Graphical models are popular statistical tools which are used to represent dependent or causal complex systems. Statistically equivalent causal or directed graphical models are said to belong to a Mar...
Reversible MCMC on Markov equivalence classes of sparse directed acyclic graphs
Sparse graphical model Reversible Markovchain Markov equivalence class.
2012/11/23
Graphical models are popular statistical tools which are used to represent dependent or causal complex systems. Statistically equivalent causal or directed graphical models are said to belong to a Mar...
Trajectory averaging for stochastic approximation MCMC algorithms
Trajectory averaging MCMC algorithms
2010/11/18
The subject of stochastic approximation was founded by Robbins and Monro [Ann. Math. Statist. 22 (1951) 400--407]. After five decades of continual development, it has developed into an important area...