Algorithm for Searching the Space of Gaussian Directed Acyclic
Graph Models Through Moment Fractional Bayes Factors
Description
We propose an objective Bayesian algorithm for searching the space
of Gaussian directed acyclic graph (DAG) models. The algorithm uses moment
fractional Bayes factors (MFBF) and is suitable for learning sparse graphs.
The algorithm is implemented using Armadillo, an open-source C++ linear
algebra library.