Bayesian analysis of structural equation models using parameter expansion - Archive ouverte HAL
Chapitre D'ouvrage Année : 2012

Bayesian analysis of structural equation models using parameter expansion

Résumé

Structural Equation Models with latent variables (SEM) are hypothetical constructs used to represent causality relationships in data, where the observed correlation structure is transferred into the correlation structure of latent variables. In this paper a Bayesian analysis of SEM is proposed using parameter expansion to overcome identi fiability issues. An original use of posterior draws from latent variables is proposed to model expert knowledge in uncertainty analysis.
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Dates et versions

hal-01125864 , version 1 (02-04-2020)

Identifiants

  • HAL Id : hal-01125864 , version 1
  • PRODINRA : 313055

Citer

Séverine Demeyer, Jean-Louis Foulley, Nicolas Fischer, Gilbert Saporta. Bayesian analysis of structural equation models using parameter expansion. Mireille Gettler Summa; Leon Bottou; Bernard Goldfarb; Fionn Murtagh; Catherine Pardoux; Myriam Touati. Statistical learning and data science, Chapman Hall/CRC, pp.135-145, 2012, 978-1-4398-6763-1. ⟨hal-01125864⟩
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