• Title of article

    Parametrizations and reference priors for multinomial decomposable graphical models

  • Author/Authors

    Consonni، نويسنده , , Guido and Massam، نويسنده , , Hélène، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2012
  • Pages
    17
  • From page
    380
  • To page
    396
  • Abstract
    Given a multinomial decomposable graphical model, we identify several alternative parametrizations; in particular we consider conditional probabilities of clique-residuals given separators, as well as generalized log-odds-ratios. For each such parametrization, we construct the corresponding reference prior for suitable groupings of the parameters. Each one of the reference priors we obtain is conjugate to the likelihood and is proper. Furthermore, all these priors are equivalent, in the sense that they can be deduced from each other by a change of variable. We also derive estimators of cell-probabilities based on the reference prior. Finally, we discuss in detail a parametrization associated to a collection of variables representing a cut for the statistical model, and derive the corresponding reference prior.
  • Keywords
    log-linear model , Multinomial model , Reference prior , clique , Conjugate family , Contingency table , Cut , Natural exponential family
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2012
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1565687