Robust Bayesian Graphical Modeling Using Dirichlet t-Distributions
Robust Bayesian Graphical Modeling Using Dirichlet t-Distributions
Bayesian graphical modeling provides an appealing way to obtain uncertainty estimates when inferring network structures, and much recent progress has been made for Gaussian models. For more robust inferences, it is natural to consider extensions to t-distribution models. We argue that the classical multivariate t-distribution, defined using a single latent …