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A new class of colored Gaussian graphical models with explicit normalizing constants

Chojecki, Adam et al.
arXiv (All) · Papers
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probabilitystatistics-theory
We study Bayesian model selection in colored Gaussian graphical models (CGGMs), which combine sparsity of conditional independencies with symmetry constraints encoded by vertex- and edge-colored graphs. A key computational bottleneck in Bayesian inference for CGGMs is the evaluation of the Diaconis-
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