Bayesian estimation of the precision matrix with monotone missing data

DOI10.1007/S10986-020-09493-7MaRDI QIDQ831324zbMATH OpenOpenAlexFDO

Authors Emna Ghorbel, Kaouthar Kammoun, Mahdi Louati

Publication date 11 May 2021

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10986-020-09493-7

zbMATH Keywords

conjugate priorWishart distributionBayesian estimationCholesky decompositionRiesz distributionmaximum a posterior distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Missing data (62D10) Laplace transform (44A10)

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Cites work

• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 3637090 (Why is no real title available?)
• scientific article; zbMATH DE number 715155 (Why is no real title available?)
• scientific article; zbMATH DE number 1134987 (Why is no real title available?)
• A note on the moments of the Riesz distribution
• Empirical Bayes estimation of the multivariate normal covariance matrix
• Improved estimation of a multinormal precision matrix
• Improved minimax estimation of a normal precision matrix
• Maximum likelihood estimator of the scale parameter for the Riesz distribution
• Mixture of the Riesz distribution with respect to a multivariate Poisson
• Mixture of the Riesz distribution with respect to the generalized multivariate gamma distribution
• Moment for the inverse Riesz distributions
• Multivariate empirical Bayes and estimation of covariance matrices
• Multivariate stable exponential families and Tweedie scale
• On Riesz and Wishart distributions associated with decomposable undirected graphs
• On linear lon-odds and estimation of discriminant coefficients
• Riesz exponential families on symmetric cones
• The multiparameter \(t'\) distribution

Cited in

(6)

• Estimation of the parameters of a Wishart extension on symmetric matrices
• Estimation of Dirichlet process priors with monotone missing data
• An extension of the non-central Wishart distribution with integer shape vector
• The posterior distribution of the parameters of normal distributions with missing data and its sampling algorithm
• Bayesian Inference on Multivariate Normal Covariance and Precision Matrices in a Star-Shaped Model with Missing Data
• An expectation maximization algorithm for the hidden Markov models with multiparameter student-t observations

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