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Graph_sampler: a simple tool for fully Bayesian analyses of DAG-models

Author

Listed:
  • Sagnik Datta

    (Sorbonne Universités, Université de Technologie de Compiègne)

  • Ghislaine Gayraud

    (Sorbonne Universités, Université de Technologie de Compiègne)

  • Eric Leclerc

    (The University of Tokyo)

  • Frederic Y. Bois

    (INERIS DRC/VIVA/METO Parc ALATA)

Abstract

Bayesian networks (BNs) are widely used graphical models usable to draw statistical inference about directed acyclic graphs. We presented here Graph_sampler a fast free C language software for structural inference on BNs. Graph_sampler uses a fully Bayesian approach in which the marginal likelihood of the data and prior information about the network structure are considered. This new software can handle both the continuous as well as discrete data and based on the data type two different models are formulated. The software also provides a wide variety of structure prior which can depict either the global or local properties of the graph structure. Now based on the type of structure prior selected, we considered a wide range of possible values for the prior making it either informative or uninformative. We proposed a new and much faster jumping kernel strategy in the Metropolis–Hastings algorithm. The source C code distributed is very compact, fast, uses low memory and disk storage. We performed out several analyses based on different simulated data sets and synthetic as well as real networks to discuss the performance of Graph_sampler.

Suggested Citation

  • Sagnik Datta & Ghislaine Gayraud & Eric Leclerc & Frederic Y. Bois, 2017. "Graph_sampler: a simple tool for fully Bayesian analyses of DAG-models," Computational Statistics, Springer, vol. 32(2), pages 691-716, June.
    • Handle: RePEc:spr:compst:v:32:y:2017:i:2:d:10.1007_s00180-017-0719-1
    DOI: 10.1007/s00180-017-0719-1
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    References listed on IDEAS

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    1. Scutari, Marco, 2010. "Learning Bayesian Networks with the bnlearn R Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 35(i03).
    2. Boettcher, Susanne G. & Dethlefsen, Claus, 2003. "deal: A Package for Learning Bayesian Networks," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 8(i20).
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