Robust Bayesian graphical modeling using Dirichlet \(t\)-distributions

DOI10.1214/13-BA856zbMath1327.62143arXiv1207.1221WikidataQ57566395 ScholiaQ57566395MaRDI QIDQ899035

Mathias Drton, Michael Finegold

Publication date: 21 December 2015

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.1221

zbMATH Keywords

Markov chain Monte Carlo; Dirichlet process; Bayesian inference; graphical model; \(t\)-distribution

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H12: Estimation in multivariate analysis

62G35: Nonparametric robustness

62F15: Bayesian inference

60G57: Random measures

Uses Software

• R
• HdBCS