What is your Prior Worth? Effective Sample Size and Sample Size Planning for Gaussian Graphical Models

Giuseppe Arena; Lourens Waldorp; Maarten Marsman

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arXiv · 2606.22687

What is your Prior Worth? Effective Sample Size and Sample Size Planning for Gaussian Graphical Models

Giuseppe Arena·Lourens Waldorp·Maarten Marsman

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Abstract

In Bayesian analysis, the prior effective sample size (ESS) expresses the information carried by a prior distribution in units of observations, quantifying how much independent information the prospective data must provide to outweigh an informative prior elicited from a previous study. For network models such as Gaussian graphical models (GGMs), the prior ESS is not straightforward to compute. The Wishart and G-Wishart priors induce dependence among the entries of the precision matrix, and their informativeness has never been expressed in an interpretable, observation-equivalent unit. As a result, researchers eliciting an informative prior for a GGM have had no principled basis for sample size planning. In this paper, we close this gap by formalizing a pre-data ESS for GGMs under the Wishart and G-Wishart priors. We adapt five ESS estimators to the GGM setting and compute each through two aggregation schemes: a global ESS measure based on a determinant ratio, and a parameterwise version based on a Cholesky decomposition. Building on these measures, we introduce two complementary planning strategies: the Data-to-Prior Information Ratio (DPIR), which determines the sample size at which the data dominate the prior, and a GGM extension of Bayes Factor Design Analysis (BFDA), which determines the sample size required for conclusive edge-based evidence. Simulation studies show that the two procedures target complementary design goals and that the ESS estimators differ systematically in their sensitivity to network structure and geometry. We conclude by outlining extensions to other graphical models, including time-dependent variants, as well as to matrix-variate mixture priors.

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Giuseppe Arena, Lourens Waldorp, Maarten Marsman. 2026-07-16. What is your Prior Worth? Effective Sample Size and Sample Size Planning for Gaussian Graphical Models. https://arxiv.org/abs/2606.22687

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