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.

Language
Englisch

Bibliographic citation
Series: Quaderni di Dipartimento - EPMQ ; No. 181

Classification
Wirtschaft
Subject
Decomposable model
Fisher information matrix
Mixed parameterisation
Natural exponential family
Bayes-Statistik
Inferenzstatistik

Event
Geistige Schöpfung
(who)
Consonni, Guido
Leucari, Valentina
Event
Veröffentlichung
(who)
Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ)
(where)
Pavia
(when)
2005

Handle
Last update
10.03.2025, 11:43 AM CET

Data provider

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Object type

  • Arbeitspapier

Associated

  • Consonni, Guido
  • Leucari, Valentina
  • Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ)

Time of origin

  • 2005

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