Graphical models with marginals in the exponential family
Methodology
2025-05-01 v1
Abstract
Graphical models encode conditional independence statements of a multivariate distribution via a graph. Traditionally, the marginal distributions in a graphical model are assumed to be Gaussian. In this paper, we propose a three-level hierarchical model that functions as the hyper-Markov law that enables a graphical model with marginals in the exponential family with quadratic variance function. Inference on the model parameters is made using a Bayesian approach. We perform a simulation study and real data analyses to illustrate the usefulness of our models.
Keywords
Cite
@article{arxiv.2504.21122,
title = {Graphical models with marginals in the exponential family},
author = {Luis E. Nieto-Barajas and Simón Lunagómez},
journal= {arXiv preprint arXiv:2504.21122},
year = {2025}
}