Bayesian Sparse Covariance Structure Analysis for Correlated Count Data

• URL: http://arxiv.org/abs/2006.03241v1
• Date: Fri, 5 Jun 2020 05:34:35 GMT
• Title: Bayesian Sparse Covariance Structure Analysis for Correlated Count Data
• Authors: Sho Ichigozaki, Takahiro Kawashima and Hayaru Shouno
• Abstract summary: We assume a Gaussian Graphical Model for the latent variables which dominate the potential risks of crimes. We apply the proposed model for estimation of the sparse inverse covariance of the latent variable and evaluate the partial correlation coefficients.
• Score: 3.867363075280544
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: In this paper, we propose a Bayesian Graphical LASSO for correlated countable data and apply it to spatial crime data. In the proposed model, we assume a Gaussian Graphical Model for the latent variables which dominate the potential risks of crimes. To evaluate the proposed model, we determine optimal hyperparameters which represent samples better. We apply the proposed model for estimation of the sparse inverse covariance of the latent variable and evaluate the partial correlation coefficients. Finally, we illustrate the results on crime spots data and consider the estimated latent variables and the partial correlation coefficients of the sparse inverse covariance.

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