Lecture 10: Missing Data

Readings

• A First Course in Bayesian Statistical Methods by Peter D. Hoff

  • Section 7.1 Multivariate normal
  • Section 7.2 Semi-conjugate prior for the mean
  • Section 7.3 Inverse-Wishart

• Bayesian Data Analysis (Third Edition) by Andrew Gelman, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Donald Rubin

  • Section 3.6 Multivariate Normal
  • Chapter 21: Missing Data

• The Bayesian Choice (Second Edition) by Christian Robert

Sun, D. and Berger, J.O (2006) Objective Bayesian Analysis for the Multivariate Normal Model with Discussion. Proc. Valencia / ISBA 8th World Meeting on Bayesian Statistics Benidorm (Alicante, Spain)

Mulder, J. Pericchi, L.R. (2018) The Matrix-F Prior for Estimating and Testing Covariance Matrices. _Bayesian Analysis, 13: 1193-1214