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Document type:
Zeitschriftenaufsatz 
Author(s):
Finegold, Michael; Drton, Mathias 
Title:
Robust Bayesian Graphical Modeling Using Dirichlet $t$ -Distributions 
Abstract:
Bayesian graphical modeling provides an appealing way to obtain uncertainty estimates when inferring network structures, and much recent progress has been made for Gaussian models. For more robust inferences, it is natural to consider extensions to t-distribution models. We argue that the classical multivariate t-distribution, defined using a single latent Gamma random variable to rescale a Gaussian random vector, is of little use in more highly multivariate settings, and propose other, more fle...    »
 
Keywords:
Bayesian inference, Dirichlet process, graphical model, Markov chain Monte Carlo, t-distribution 
Dewey Decimal Classification:
510 Mathematik 
Journal title:
Bayesian Analysis 
Year:
2014 
Journal volume:
Year / month:
2014-09 
Quarter:
3. Quartal 
Month:
Sep 
Journal issue:
Pages contribution:
521-550 
Language:
en 
Fulltext / DOI:
Publisher:
Institute of Mathematical Statistics 
E-ISSN:
1936-0975 
Date of publication:
05.09.2014