Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/87114 
Year of Publication: 
2005
Series/Report no.: 
Quaderni di Dipartimento - EPMQ No. 181
Publisher: 
Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ), Pavia
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.
Subjects: 
Decomposable model
Fisher information matrix
Mixed parameterisation
Natural exponential family
Document Type: 
Working Paper

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