Simple Marginally Noninformative Prior Distributions for Covariance Matrices

Keywords

Wishart distribution, Mathematics, Covariance, Hyperparameter, Estimation of covariance matrices

References

• Modeling covariance matrices in terms of standard deviations and correlations, with application to shrinkageJohn Barnard, Robert McCulloch, Xiao Li Meng — 2000
• Mean field variational bayes for elaborate distributionsM. P. Wand, John T. Ormerod, Simone A. Padoan — 2011
• Conservative prior distributions for variance parameters in hierarchical modelsPaul Gustafson, Shahadut Hossain, Ying C. MacNab — 2006
• Analysis of longitudinal dataBarry J. Everitt — 1998
• A pathway to matrix-variate gamma and normal densitiesA. M. Mathai — 2005
• Domain-Level Covariance Analysis for Multilevel Survey Data With Structured NonresponseA. James O’Malley, Alan M. Zaslavsky — 2008
• Generalized Beta Mixtures of GaussiansArtin Armagan, David B. Dunson, Merlise A. Clyde — 2011
• Variational inference for marginal longitudinal semiparametric regressionMarianne Menictas, M. P. Wand — 2013
• Bayesian inference in statistical analysisCedric A. B. Smith, George E. P. Box, George C. Tiao — 1973
• Prior distributions for variance parameters in hierarchical modelsAndrew Gelman — 2004
• Analysis of Longitudinal DataPeter J. Diggle, Patrick J. Heagerty, Kung‐Yee Liang — 2002
• Sparse Estimation of a Covariance MatrixA. U.S. — 2010
• BUGS - Bayesian inference Using Gibbs Sampling Version 0.50D. Spiegelhalter, Andrew Thomas, N. G. Best — 1995

Cited by

• Estimation and Inference for Spatial and Spatio-Temporal Mixed Effects ModelsCasey M. Jelsema — 2013
• A marginalized two-part model for longitudinal semicontinuous dataValerie A. Smith, Brian Neelon, John S. Preisser — 2017
• Penalising Model Component Complexity: A Principled, Practical Approach to Constructing PriorsDaniel Simpson, Håvard Rue, Andrea Riebler — 2014
• Mixed methods for mixed modelsVincent Dorie — 2014
• Estimating the Effects of Habitat and Biological Interactions in an Avian CommunityRobert M. Dorazio, Edward F. Connor, Robert A. Askins — 2015
• Scalable Bayes via Barycenter in Wasserstein SpaceSanvesh Srivastava, Cheng Li, David B. Dunson — 2015
• Bayesian inference for a covariance matrixI. Álvarez, Jarad Niemi, Matt Simpson — 2014
• Dissolution Curve Comparisons Through the F2 Parameter, a Bayesian Extension of the f2 StatisticSteven Novick, Yan Shen, Harry Yang — 2015
• Real-Time Semiparametric RegressionJ. Luts, Tamara Broderick, M. P. Wand — 2012
• Bayesian estimation of varying-coefficient models with missing data, with application to the Singapore Longitudinal Aging StudyZhipeng Huang, Jialiang Li, David J. Nott — 2015
• A Stochastic Variational Framework for Fitting and Diagnosing Generalized Linear Mixed ModelsLinda S. L. Tan, David J. Nott — 2012
• The Sensitivity of the Number of Clusters in a Gaussian Mixture Model to Prior DistributionsCristian Cruz, William Lima Leão, David Rohde — 2013
• The Choice of Prior Distribution for a Covariance Matrix in Multivariate Meta-Analysis: A Simulation StudySandra Hurtado Rúa, Madhu Mazumdar, Robert L. Strawderman — 2015
• Variational methods for fitting complex Bayesian mixed effects models to health dataCathy Yuen Yi Lee, M. P. Wand — 2016
• Variational inference for marginal longitudinal semiparametric regressionMarianne Menictas, M. P. Wand — 2013
• Bayesian Exploratory Factor AnalysisGabriella Conti, Sylvia Frühwirth‐Schnatter, James J. Heckman — 2014
• Stochastic variational inference for large-scale discrete choice models using adaptive batch sizesLinda S. L. Tan — 2014
• A joint Bayesian approach for the analysis of response measured at a primary endpoint and longitudinal measurementsZeynep Kalaylıoğlu, Haydar Demirhan — 2017
• Bayesian inference for generalized linear mixed models with predictors subject to detection limits: an approach that leverages information from auxiliary variablesYue Yu, Xiaofeng Wang — 2016
• Quantifying demographic uncertainty: Bayesian methods for integral projection modelsBret D. Elderd, Tom E. X. Miller — 2015

Related papers

• Exponential and bayesian conjugate families: Review and extensionsEduardo Gutiérrez‐Peña, A. F. M. Smith, José M. Bernardo — 1997
• Conjugate Exponential Family Priors For Exponential Family LikelihoodsBarry C. Arnold, Enrique Castillo, José Marı́a Sarabia — 1993
• Enriched standard conjugate priors and the right invariant prior for Wishart distributionsHidemasa Oda, Fumiyasu Komaki — 2021
• Nonnegative-definite independence distribution-preserving covariance structures for the sample covariance matrix : theory and methodsDean M. Young, Laura A. Thompson, Danny W. Turner — 2003
• Imprecise conjugate prior densities for the one-parameter exponential family of distributionsFrank P. A. Coolen — 1993
• The Wishart distributions on homogeneous conesSteen A. Andersson, Gregory Gerard Wojnar — 2004
• Conjugate Parameterizations for Natural Exponential FamiliesEduardo Gutiérrez‐Peña, A. F. M. Smith — 1995