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A general algorithm for covariance modeling of discrete data

Popovic, Gordana C.; Hui, Francis; Warton, David I.

Description

We propose an algorithm that generalizes to discrete data any given covariance modeling algorithm originally intended for Gaussian responses, via a Gaussian copula approach. Covariance modeling is a powerful tool for extracting meaning from multivariate data, and fast algorithms for Gaussian data, such as factor analysis and Gaussian graphical models, are widely available. Our algorithm makes these tools generally available to analysts of discrete data and can combine any likelihood-based...[Show more]

CollectionsANU Research Publications
Date published: 2018-05
Type: Journal article
URI: http://hdl.handle.net/1885/139057
Source: Journal of Multivariate Analysis
DOI: 10.1016/j.jmva.2017.12.002

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