• Corpus ID: 235731512

The Effect of the Prior and the Experimental Design on the Inference of the Precision Matrix in Gaussian Chain Graph Models

@article{Shen2021TheEO,
  title={The Effect of the Prior and the Experimental Design on the Inference of the Precision Matrix in Gaussian Chain Graph Models},
  author={Yunyi Shen and Claudia R. Sol{\'i}s-Lemus},
  journal={arXiv: Methodology},
  year={2021}
}
Here, we investigate whether (and how) experimental design could aid in the estimation of the precision matrix in a Gaussian chain graph model, especially the interplay between the design, the effect of the experiment and prior knowledge about the effect. We approximate the marginal posterior precision of the precision matrix via Laplace approximation under different priors: a flat prior, the conjugate prior Normal-Wishart, the unconfounded prior Normal-Matrix Generalized Inverse Gaussian (MGIG… 

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