Bayesian precision and covariance matrix estimation for graphical Gaussian models with edge and vertex symmetries

DOI10.1093/BIOMET/ASX084MaRDI QIDQ5384591zbMATH OpenOpenAlexFDO

Authors Hélène Massam, Qiong Li, Xin Gao

Publication date 24 June 2019

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1506.04347

zbMATH Keywords

covariance estimationsymmetryconjugate priorprecision matrixconditional independencecoloured graph

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cited in

(5)

• Assessing the multivariate normal approximation of the maximum likelihood estimator from high-dimensional, heterogeneous data
• Bayesian model selection approach for coloured graphical Gaussian models
• Model selection in the space of Gaussian models invariant by symmetry
• Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator
• Estimation of means in graphical Gaussian models with symmetries

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