Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/87114
Authors: 
Consonni, Guido
Leucari, Valentina
Year of Publication: 
2005
Series/Report no.: 
Quaderni di Dipartimento, EPMQ, Università degli Studi di Pavia 181
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

Files in This Item:
File
Size
300.23 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.