Conjugate analysis of multivariate normal data with incomplete observations
From MaRDI portal
Publication:4527896
DOI10.2307/3315963zbMath0958.62028OpenAlexW2015303556MaRDI QIDQ4527896
Merlise A. Clyde, Francesca Dominici, Giovanni Parmigiani
Publication date: 29 January 2001
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/9589571f73d795973a42348990ff99657c8381c6
importance samplingGibbs samplingmultivariate normal distributionconjugate analysisinverse Wishart distributiondata missing at random
Bayesian inference (62F15) Exact distribution theory in statistics (62E15) Probabilistic methods, stochastic differential equations (65C99)
Related Items
Inferring Phenotypic Trait Evolution on Large Trees With Many Incomplete Measurements, Sequential Selection with Unknown Correlation Structures, Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Bartlett's decomposition of the posterior distribution of the covariance for normal monotone ignorable missing data
- Tools for statistical inference. Observed data and data augmentation methods
- Conjugate priors for exponential families
- Missing data imputation using the multivariate \(t\) distribution
- Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing
- The Calculation of Posterior Distributions by Data Augmentation
- Inference for nonconjugate Bayesian Models using the Gibbs sampler
- Missing Variables in Bayesian Regression, II
- Inference and missing data
- Sequential importance sampling for nonparametric Bayes models: The next generation
- Sequential Imputations and Bayesian Missing Data Problems
- Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
- Bayesian Robust Multivariate Linear Regression With Incomplete Data
- Estimating normal means with a conjugate style dirichlet process prior
- Bayesian Analysis of the Independent Multinormal Process. Neither Mean Nor Precision Known