Conjugate analysis of multivariate normal data with incomplete observations

DOI10.2307/3315963MaRDI QIDQ4527896zbMATH OpenOpenAlexFDO

Authors Francesca Dominici, Merlise A. Clyde, Giovanni Parmigiani

Publication date 29 January 2001

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/9589571f73d795973a42348990ff99657c8381c6

zbMATH Keywords

conjugate analysisdata missing at randomGibbs samplingimportance samplinginverse Wishart distributionmultivariate normal distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Bayesian inference (62F15) Probabilistic methods, stochastic differential equations (65C99)

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Cites work

• Bartlett's decomposition of the posterior distribution of the covariance for normal monotone ignorable missing data
• Bayesian Analysis of the Independent Multinormal Process. Neither Mean Nor Precision Known
• Bayesian Robust Multivariate Linear Regression With Incomplete Data
• Conjugate priors for exponential families
• Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
• Estimating normal means with a conjugate style dirichlet process prior
• scientific article; zbMATH DE number 3174866 (Why is no real title available?)
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 863796 (Why is no real title available?)
• Inference and missing data
• Inference for nonconjugate Bayesian Models using the Gibbs sampler
• Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing
• Missing data imputation using the multivariate \(t\) distribution
• Missing Variables in Bayesian Regression, II
• Sequential importance sampling for nonparametric Bayes models: The next generation
• Sequential Imputations and Bayesian Missing Data Problems
• The Calculation of Posterior Distributions by Data Augmentation
• Tools for statistical inference. Observed data and data augmentation methods

Cited in

(11)

• Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data
• The posterior distribution of the parameters of normal distributions with missing data and its sampling algorithm
• Sequential selection with unknown correlation structures
• scientific article; zbMATH DE number 4086757 (Why is no real title available?)
• Some applications of the analysis of multivariate normal data with missing observations
• scientific article; zbMATH DE number 503475 (Why is no real title available?)
• Prior-likelihood factorization and missing data
• Bayesian estimation of incomplete data using conditionally specified priors
• Inferring Phenotypic Trait Evolution on Large Trees With Many Incomplete Measurements
• Ranking and selection: a new sequential Bayesian procedure for use with common random numbers
• Bartlett's decomposition of the posterior distribution of the covariance for normal monotone ignorable missing data

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