Building hyper Dirichlet processes for graphical models
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Abstract: Graphical models are used to describe the conditional independence relations in multivariate data. They have been used for a variety of problems, including log-linear models (Liu and Massam, 2006), network analysis (Holland and Leinhardt, 1981; Strauss and Ikeda, 1990; Wasserman and Pattison, 1996; Pattison and Wasserman, 1999; Robins et al., 1999);, graphical Gaussian models (Roverato and Whittaker, 1998; Giudici and Green, 1999; Marrelec and Benali, 2006), and genetics (Dobra et al., 2004). A distribution that satisfies the conditional independence structure of a graph is Markov. A graphical model is a family of distributions that is restricted to be Markov with respect to a certain graph. In a Bayesian problem, one may specify a prior over the graphical model. Such a prior is called a hyper Markov law if the random marginals also satisfy the independence constraints. Previous work in this area includes (Dempster, 1972; Dawid and Lauritzen, 1993; Giudici and Green, 1999; Letac and Massam, 2007). We explore graphical models based on a non-parametric family of distributions, developed from Dirichlet processes.
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Cited in
(7)- Hyper Markov laws in the statistical analysis of decomposable graphical models
- Sparse covariance estimation in heterogeneous samples
- Hierarchical normalized completely random measures for robust graphical modeling
- The hyper-Dirichlet process and its discrete approximations: The butterfly model
- Global prior distributions for the analysis of discrete graphical models
- Hyper Markov laws for correlation matrices
- On the prior and posterior distributions used in graphical modelling
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