Arbeitspapier
Reference priors for discrete graphical models
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.
- Sprache
-
Englisch
- Erschienen in
-
Series: Quaderni di Dipartimento - EPMQ ; No. 181
Klassifikation
Wirtschaft
Thema
Decomposable model
Fisher information matrix
Mixed parameterisation
Natural exponential family
Bayes-Statistik
Inferenzstatistik
Fisher information matrix
Mixed parameterisation
Natural exponential family
Bayes-Statistik
Inferenzstatistik
Ereignis
Geistige Schöpfung
(wer)
Consonni, Guido
Leucari, Valentina
Leucari, Valentina
Ereignis
Veröffentlichung
(wer)
Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ)
(wo)
Pavia
(wann)
2005
- Handle
- Letzte Aktualisierung
-
12.07.2024, 13:21 MESZ
Objekttyp
- Arbeitspapier
Beteiligte
- Consonni, Guido
- Leucari, Valentina
- Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ)
Entstanden
- 2005
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