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Restricted Covariance Priors with Applications in Spatial Statistics

We present a Bayesian model for area-level count data that uses Gaussian random effects with a novel type of G-Wishart prior on the inverse variance– covariance matrix. Specifically, we introduce a new distribution called the truncated G-Wishart distribution that has support over precision matrices...

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Bibliographic Details
Published in:Bayesian Anal
Main Authors: Smith, Theresa R., Wakefield, Jon, Dobra, Adrian
Format: Artigo
Language:Inglês
Published: 2015
Subjects:
Online Access:https://ncbi.nlm.nih.gov/pmc/articles/PMC4705859/
https://ncbi.nlm.nih.gov/pubmed/26753014
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/14-BA927
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