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Reference priors for discrete graphical models

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  • Guido Consonni
  • Valentina Leucari

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. Copyright 2006, Oxford University Press.

Suggested Citation

  • Guido Consonni & Valentina Leucari, 2006. "Reference priors for discrete graphical models," Biometrika, Biometrika Trust, vol. 93(1), pages 23-40, March.
    • Handle: RePEc:oup:biomet:v:93:y:2006:i:1:p:23-40
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    File URL: http://hdl.handle.net/10.1093/biomet/93.1.23
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    Cited by:

    1. Ip, Edward H. & Wang, Yuchung J., 2008. "A note on cuts for contingency tables," Journal of Multivariate Analysis, Elsevier, vol. 99(10), pages 2356-2363, November.
    2. Consonni, Guido & Massam, Hélène, 2012. "Parametrizations and reference priors for multinomial decomposable graphical models," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 380-396.

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