#### 649 Citations

General dependence structures for some models based on exponential families with quadratic variance functions

- Mathematics
- 2021

We describe a procedure to introduce general dependence structures on a set of random variables. These include order-q moving average-type structures, as well as seasonal, periodic, spatial and… Expand

Conjugate Priors and Posterior Inference for the Matrix Langevin Distribution on the Stiefel Manifold

- Mathematics
- 2020

Directional data emerges in a wide array of applications, ranging from atmospheric sciences to medical imaging. Modeling such data, however, poses unique challenges by virtue of their being… Expand

A Bayesian Approach for Analyzing Data on the Stiefel Manifold

- Mathematics
- 2019

Directional data emerges in a wide array of applications, ranging from atmospheric sciences to medical imaging. Modeling such data, however, poses unique challenges by virtue of their being… Expand

A Bayesian Mixture Model for Clustering on the Stiefel Manifold

- Mathematics
- 2017

Analysis of a Bayesian mixture model for the Matrix Langevin distribution on the Stiefel manifold is presented. The model exploits a particular parametrization of the Matrix Langevin distribution,… Expand

Bayesian Hierarchical Models With Conjugate Full-Conditional Distributions for Dependent Data From the Natural Exponential Family

- Mathematics
- 2017

Abstract We introduce a Bayesian approach for analyzing (possibly) high-dimensional dependent data that are distributed according to a member from the natural exponential family of distributions.… Expand

The Scaled Beta2 Distribution as a Robust Prior for Scales

- Mathematics
- 2017

We put forward the Scaled Beta2 (SBeta2) as a flexible and tractable family for modeling scales in both hierarchical and non-hierarchical settings. Various sensible alternatives to the overuse of… Expand

Bayesian Inference in Large-scale Problems

- Computer Science
- 2016

Bayesian Inference in Large-scale Problems by James E. Johndrow Department of Statistical Science Duke University Date: Approved: David B. Dunson, Supervisor

Bayesian approach to cubic natural exponential families

- Mathematics
- 2012

In this paper, we extend to the Letac–Mora class of real cubic natural exponential families the properties and characterization results related to the Bayesian theory established for the Morris class… Expand

A conjugate prior for discrete hierarchical log-linear models

- Mathematics
- 2009

In the Bayesian analysis of contingency table data, the selection of a prior distribution for either the log-linear parameters or the cell probabilities parameter is a major challenge. Though the… Expand

A Monte Carlo method to compute the marginal likelihood in non decomposable graphical Gaussian models

- 2003

A centered Gaussian model Markov with respect to an undirected graph G is characterized by the parameter set of its precision matrices which is the cone M+(G) of positive definite matrices with… Expand

#### References

SHOWING 1-10 OF 17 REFERENCES

Regularity Conditions For Exact Credibility

- Economics
- 1975

Conditions under which the natural conjugate prior is not zero on its boundary are given, correcting an argument about conditions for exact credibility given in another paper.

Credible Means are exact Bayesian for Exponential Families

- Mathematics
- 1974

The credibility formula used in casualty insurance experience rating is known to be exact for certain prior-likelihood distributions, and is the minimum least-squares unbiased estimator for all… Expand

Stein's Estimation Rule and Its Competitors- An Empirical Bayes Approach

- Mathematics
- 1973

Abstract Stein's estimator for k normal means is known to dominate the MLE if k ≥ 3. In this article we ask if Stein's estimator is any good in its own right. Our answer is yes: the positive part… Expand

On the Posterior Mean and Variance of a Population Mean

- Mathematics
- 1970

Abstract This note shows that under a certain class of prior distributions of the vector, X = (X 1, …, XN ), of the unknown finite population values, the posterior mean and variance of the population… Expand

A Note on the Posterior Mean of a Population Mean

- Mathematics
- 1969

SUMMARY It is a well-known result, see for example Lindley (1965) and Raiffa and Schlaifer (1961), that if x is the mean of a sample of independent observations distributed N(ju, a2) where qr2 is… Expand