Quaderni di Dipartimento, EPMQ, Università degli Studi di Pavia 181
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.
Decomposable model Fisher information matrix Mixed parameterisation Natural exponential family