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2017 | 132 | 3 | 1112-1117
Article title

Gibbs Sampling in Inference of Copula Gaussian Graphical Model Adapted to Biological Networks

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EN
Abstracts
EN
Markov chain Monte Carlo methods (MCMC) are iterative algorithms that are used in many Bayesian simulation studies, where the inference cannot be easily obtained directly through the defined model. Reversible jump MCMC methods belong to a special type of MCMC methods, in which the dimension of parameters can change in each iteration. In this study, we suggest Gibbs sampling in place of RJMCMC, to decrease the computational demand of the calculation of high dimensional systems. We evaluate the performance of the suggested algorithm in three real benchmark datasets, by comparing the accuracy and the computational demand with its strong alternatives, namely, birth-death MCMC, RJMCMC and QUIC algorithms. From the comparative analyses, we detect that Gibbs sampling improves the computational cost of RJMCMC without losing the accuracy.
Keywords
EN
Publisher

Year
Volume
132
Issue
3
Pages
1112-1117
Physical description
Dates
published
2017-09
Contributors
  • Middle East Technical University, Department of Statistics, Ankara, Turkey
author
  • Middle East Technical University, Department of Statistics, Ankara, Turkey
References
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Document Type
Publication order reference
Identifiers
YADDA identifier
bwmeta1.element.bwnjournal-article-app132z3-iip079kz
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