A positive-definiteness-assured block Gibbs sampler for Bayesian graphical models with shrinkage priors - Oya, Sakae; Nakatsuma, Teruo (Japanese journal of statistics and data science, 2022)
Keywords: Chemistry and Earth Sciences; Computer Science; Economics; Finance; Health Sciences; Humanities; Insurance; Law; Management; Mathematics and Statistics; Medicine; Original Paper; Physics; Statistical Theory and Methods; Statistics; Statistics and Computing/Statistics Programs; Statistics for Business; Statistics for Engineering; Statistics for Life Sciences; Statistics for Social Sciences; Gibbs sampler; Graphical model; Hit-and-run algorithm; Precision matrix; Positive definiteness