  Cultural values vary significantly around the world. Despite a large
heterogeneity, similarities across national cultures are present. This paper
studies cross-country culture heterogeneity via the joint inference of
country-specific copula graphical models from world-wide survey data. To this
end, a random graph generative model of the cultural networks is introduced,
with a latent space and proximity measures that embed cultural relatedness
across countries. Within-country heterogeneity is also accounted for, via
parametric modelling of the marginal distributions of each cultural trait. All
together, the different components of the model are able to identify several
dimensions of culture.
