The combination of graphical models and reference analysis represents a powerful tool for Bayesian inference in highly multivariate settings. It is typically difficult to derive reference priors in complex problems. In this paper we present a suitable mixed parameterisation for a discrete decomposable graphical model and derive the corresponding reference prior.
Consonni, G., Leucari, V., Reference priors for discrete graphical models, <<BIOMETRIKA>>, 2006; 93 (--): 23-40. [doi:10.1093/biomet/93.1.23] [http://hdl.handle.net/10807/14763]
Reference priors for discrete graphical models
Consonni, Guido;Leucari, Valentina
2006
Abstract
The combination of graphical models and reference analysis represents a powerful tool for Bayesian inference in highly multivariate settings. It is typically difficult to derive reference priors in complex problems. In this paper we present a suitable mixed parameterisation for a discrete decomposable graphical model and derive the corresponding reference prior.
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