IDEAS home Printed from https://ideas.repec.org/a/bla/jorssb/v66y2004i1p47-61.html
   My bibliography  Save this article

Compatible prior distributions for directed acyclic graph models

Author

Listed:
  • Alberto Roverato
  • Guido Consonni

Abstract

Summary. The application of certain Bayesian techniques, such as the Bayes factor and model averaging, requires the specification of prior distributions on the parameters of alternative models. We propose a new method for constructing compatible priors on the parameters of models nested in a given directed acyclic graph model, using a conditioning approach. We define a class of parameterizations that is consistent with the modular structure of the directed acyclic graph and derive a procedure, that is invariant within this class, which we name reference conditioning.

Suggested Citation

  • Alberto Roverato & Guido Consonni, 2004. "Compatible prior distributions for directed acyclic graph models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(1), pages 47-61, February.
    • Handle: RePEc:bla:jorssb:v:66:y:2004:i:1:p:47-61
    DOI: 10.1111/j.1467-9868.2004.00431.x
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/j.1467-9868.2004.00431.x
    Download Restriction: no
    File URL: https://libkey.io/10.1111/j.1467-9868.2004.00431.x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Natalie Commeau & Marie Cornu & Isabelle Albert & Jean‐Baptiste Denis & Eric Parent, 2012. "Hierarchical Bayesian Models to Assess Between‐ and Within‐Batch Variability of Pathogen Contamination in Food," Risk Analysis, John Wiley & Sons, vol. 32(3), pages 395-415, March.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jorssb:v:66:y:2004:i:1:p:47-61. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/rssssea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.