Bayesian Spanning Tree: Estimating the Backbone of the Dependence Graph

• Published in: arXiv.org
• Main Authors: Duan, Leo L, Dunson, David B
• Format: Paper
• Language: English
• Published: Ithaca Cornell University Library, arXiv.org 30.06.2021
• Subjects: Backbone; Bayesian analysis; Combinatorial analysis; Covariance; Data analysis; Electroencephalography; Estimation; Graph theory; Markov chains; Multivariate analysis; Robustness; Statistical inference

In multivariate data analysis, it is often important to estimate a graph characterizing dependence among (p) variables. A popular strategy uses the non-zero entries in a (p\times p) covariance or precision matrix, typically requiring restrictive modeling assumptions for accurate graph recovery. To i...