The application of certain Bayesian techniques, such as the Bayes factor and model averaging, requires the specification of prior distributions on the parameters of alternative models. We propose a new method for constructing compatible priors on the parameters of models nested in a given directed acyclic graph model, using a conditioning approach.We define a class of parameterizations that is consistent with the modular structure of the directed acyclic graph and derive a procedure, that is invariant within this class, which we name reference conditioning.
Compatible prior distributions for DAG models
ROVERATO, ALBERTO;
2004
Abstract
The application of certain Bayesian techniques, such as the Bayes factor and model averaging, requires the specification of prior distributions on the parameters of alternative models. We propose a new method for constructing compatible priors on the parameters of models nested in a given directed acyclic graph model, using a conditioning approach.We define a class of parameterizations that is consistent with the modular structure of the directed acyclic graph and derive a procedure, that is invariant within this class, which we name reference conditioning.File in questo prodotto:
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