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
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Englisch
- Bibliographic citation
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Series: Quaderni di Dipartimento - EPMQ ; No. 181
- Classification
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Wirtschaft
- Subject
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Decomposable model
Fisher information matrix
Mixed parameterisation
Natural exponential family
Bayes-Statistik
Inferenzstatistik
- Event
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Geistige Schöpfung
- (who)
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Consonni, Guido
Leucari, Valentina
- Event
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Veröffentlichung
- (who)
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Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ)
- (where)
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Pavia
- (when)
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2005
- Handle
- Last update
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10.03.2025, 11:43 AM CET
Data provider
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
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