BAYESIAN INFERENCE FOR LATENT CHAIN GRAPHS

Deng Lu, Maria de Iorio, Ajay Jasra, Gary L. Rosner

Research output: Contribution to journalArticlepeer-review

Abstract

In this article we consider Bayesian inference for partially observed Andersson-Madigan-Perlman (AMP) Gaussian chain graph (CG) models. Such models are of particular interest in applications such as biological networks and financial time series. The model itself features a variety of constraints which make both prior modeling and computational inference challenging. We develop a framework for the aforementioned challenges, using a sequential Monte Carlo (SMC) method for statistical inference. Our approach is illustrated on both simulated data as well as real case studies from university graduation rates and a pharmacokinetics study.
Original languageEnglish (US)
Pages (from-to)35-54
Number of pages20
JournalFoundations of Data Science
Volume2
Issue number1
DOIs
StatePublished - Mar 2020

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