Reference priors for discrete graphical models
Dipartimento di Economia Politica e Metodi Quantitativi, University of Pavia, Via S. Felice 5, 27100 Pavia, Italy guido.consonni{at}unipv.it, vl{at}dimat.unipv.it
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.
Key Words: Decomposable model; Fisher information matrix; Mixed parameterisation; Natural exponential family
Received January 2005. Revised July 2005.