Objective priors for generative star-shape models

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• 作者：Ye Liang ; ^{ye.liang@mizzou.edu} ; Dongchu Sun
• 关键词：Precision matrix ; Conditional independence ; Haar measure ; The Jeffreys prior ; Reference prior
• 刊名：Statistics and Probability Letters
• 出版年：2012
• 期刊代码：56_01677152
• 类别：mt
• 出版时间：May, 2012
• 卷：82
• 期：5
• 页码：991-997
• 文件大小：466 K

摘要

With sparse structures and conditional independence, one could estimate the precision matrix of Gaussian graphical models more efficiently. studied objective priors for star-shape graphical models. We consider a generative star-shape model. Objective priors such as invariance priors, the Jeffreys prior and reference priors are derived for the proposed model. Closed form expressions of posterior distributions are derived based on a family of priors including the studied objective priors.