Objective priors for generative star-shape models

Ye Liang and Dongchu Sun

Statistics & Probability Letters, 2012, vol. 82, issue 5, 991-997

Abstract: With sparse structures and conditional independence, one could estimate the precision matrix of Gaussian graphical models more efficiently. Sun and Sun (2005) studied objective priors for star-shape graphical models. We consider a generative star-shape model. Objective priors such as invariance priors, the Jeffreys prior and reference priors are derived for the proposed model. Closed form expressions of posterior distributions are derived based on a family of priors including the studied objective priors.

Keywords: Precision matrix; Conditional independence; Haar measure; The Jeffreys prior; Reference prior (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1016/j.spl.2012.02.008

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