Showing 2018Show all
3 papers · 1 filter
stat.ME2018
A Loss-Based Prior for Gaussian Graphical Models
Laurentiu Catalin Hinoveanu, Fabrizio Leisen, Cristiano Villa
Gaussian graphical models play an important role in various areas such as genetics, finance, statistical physics and others. They are a powerful modelling tool which allows one to…
stat.ME2018
On a Loss-based prior for the number of components in mixture models
Clara Grazian, Cristiano Villa, Brunero Liseo
We propose a prior distribution for the number of components of a finite mixture model. The novelty is that the prior distribution is obtained by considering the loss one would inc…
stat.ME2018
Loss-based approach to two-piece location-scale distributions with applications to dependent data
Fabrizio Leisen, Luca Rossini, Cristiano Villa
Two-piece location-scale models are used for modeling data presenting departures from symmetry. In this paper, we propose an objective Bayesian methodology for the tail parameter o…