Structural Markov graph laws for Bayesian model uncertainty
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Publication:2515492
Abstract: This paper considers the problem of defining distributions over graphical structures. We propose an extension of the hyper Markov properties of Dawid and Lauritzen [Ann. Statist. 21 (1993) 1272-1317], which we term structural Markov properties, for both undirected decomposable and directed acyclic graphs, which requires that the structure of distinct components of the graph be conditionally independent given the existence of a separating component. This allows the analysis and comparison of multiple graphical structures, while being able to take advantage of the common conditional independence constraints. Moreover, we show that these properties characterise exponential families, which form conjugate priors under sampling from compatible Markov distributions.
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Cited in
(12)- Parallel Sampling of Decomposable Graphs Using Markov Chains on Junction Trees
- Combinatorial and algebraic perspectives on the marginal independence structure of Bayesian networks
- On the prior and posterior distributions used in graphical modelling
- Graphical posterior predictive classification: Bayesian model averaging with particle Gibbs
- Bayesian graphical model determination using decision theory
- Graphical models via univariate exponential family distributions
- Model Uncertainty and Correctability for Directed Graphical Models
- Spectral Clustering, Bayesian Spanning Forest, and Forest Process
- Implementing a Metropolis sampler on decomposable graph distributions using a variety of graph representations that maintain decomposability
- Stratified exponential families: Graphical models and model selection
- Building hyper Dirichlet processes for graphical models
- Bayesian learning of weakly structural Markov graph laws using sequential Monte Carlo methods
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