Reference priors for discrete graphical models

Guido Consonni, Valentina Leucari · Biometrika · 2006

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.

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