A normal-inverse-Wishart (NIW) Bayesian synthesizer for multivariate normal data with application to polygenic risk scores

Rasmus Rask Kragh Jørgensen, Anne Krogh Nøhr, Jan Reiter Sørensen +2

Bayesian synthesis, which generates synthetic data by sampling from the posterior predictive distribution, is a popular approach for privatizing sensitive personal data. However, h…