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
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