Probability based independence sampler for Bayesian quantitative learning in graphical log-linear marginal models
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Publication:2316984
DOI10.1214/18-BA1128zbMATH Open1421.62029arXiv1807.01152MaRDI QIDQ2316984FDOQ2316984
Authors: I. Ntzoufras, Claudia Tarantola, Monia Lupparelli 
Publication date: 7 August 2019
Published in: Bayesian Analysis (Search for Journal in Brave)
Abstract: Bayesian methods for graphical log-linear marginal models have not been developed in the same extent as traditional frequentist approaches. In this work, we introduce a novel Bayesian approach for quantitative learning for such models. These models belong to curved exponential families that are difficult to handle from a Bayesian perspective. Furthermore, the likelihood cannot be analytically expressed as a function of the marginal log-linear interactions, but only in terms of cell counts or probabilities. Posterior distributions cannot be directly obtained, and MCMC methods are needed. Finally, a well-defined model requires parameter values that lead to compatible marginal probabilities. Hence, any MCMC should account for this important restriction. We construct a fully automatic and efficient MCMC strategy for quantitative learning for graphical log-linear marginal models that handles these problems. While the prior is expressed in terms of the marginal log-linear interactions, we build an MCMC algorithm that employs a proposal on the probability parameter space. The corresponding proposal on the marginal log-linear interactions is obtained via parameter transformation. By this strategy, we achieve to move within the desired target space. At each step, we directly work with well-defined probability distributions. Moreover, we can exploit a conditional conjugate setup to build an efficient proposal on probability parameters. The proposed methodology is illustrated by a simulation study and a real dataset.
Full work available at URL: https://arxiv.org/abs/1807.01152
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Cited In (3)
- Probability based independence sampler for Bayesian quantitative learning in graphical log-linear marginal models
- Discussion to: Bayesian graphical models for modern biological applications by Y. Ni, V. Baladandayuthapani, M. Vannucci and F.C. Stingo
- Context-specific independencies in hierarchical multinomial marginal models
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