Publications [#257789] of Merlise Clyde
Papers Published
- Dominici, F; Parmigiani, G; Clyde, M. "Conjugate analysis of multivariate normal data with incomplete observations." Canadian Journal of Statistics 28.3 (January, 2000): 533-550. [doi]
(last updated on 2026/01/14)Abstract:
The authors discuss prior distributions that are conjugate to the multivariate normal likelihood when some of the observations are incomplete. They present a general class of priors for incorporating information about unidentified parameters in the covariance matrix. They analyze the special case of monotone patterns of missing data, providing an explicit recursive form for the posterior distribution resulting from a conjugate prior distribution. They develop an importance sampling and a Gibbs sampling approach to sample from a general posterior distribution and compare the two methods.