Sampling from Gaussian graphical models using subgraph perturbations
The problem of efficiently drawing samples from a Gaussian graphical model or Gaussian Markov random field is studied. We introduce the subgraph perturbation sampling algorithm, which makes use of any pre-existing tractable inference algorithm for a subgraph by perturbing this algorithm so as to yie...
| Main Authors: | , , |
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| Other Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Institute of Electrical and Electronics Engineers (IEEE),
2014-10-21T17:02:47Z.
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| Subjects: | |
| Online Access: | Get fulltext |