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Biometrika 2006 93(1):23-40; doi:10.1093/biomet/93.1.23
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© 2006 Biometrika Trust

Reference priors for discrete graphical models

Guido Consonni and Valentina Leucari

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.


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