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Objective priors for generative star-shape models

Author

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  • Liang, Ye
  • Sun, Dongchu

Abstract

With sparse structures and conditional independence, one could estimate the precision matrix of Gaussian graphical models more efficiently. Sun and Sun (2005) 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.

Suggested Citation

  • Liang, Ye & Sun, Dongchu, 2012. "Objective priors for generative star-shape models," Statistics & Probability Letters, Elsevier, vol. 82(5), pages 991-997.
    • Handle: RePEc:eee:stapro:v:82:y:2012:i:5:p:991-997
    DOI: 10.1016/j.spl.2012.02.008
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    References listed on IDEAS

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    1. Dongchu Sun & Xiaoqian Sun, 2005. "Estimation of the multivariate normal precision and covariance matrices in a star-shape model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(3), pages 455-484, September.
    2. Carlos M. Carvalho & Hélène Massam & Mike West, 2007. "Simulation of hyper-inverse Wishart distributions in graphical models," Biometrika, Biometrika Trust, vol. 94(3), pages 647-659.
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