A new prior for discrete DAG models with a restricted set of directions

DOI10.1214/15-AOS1396zbMATH Open1341.62153arXiv1412.0972OpenAlexW2963015507MaRDI QIDQ292874FDOQ292874

Authors: Jacek Wesołowski, Hélène Massam 

Publication date: 9 June 2016

Published in: The Annals of Statistics (Search for Journal in Brave)

Abstract: In this paper, we first develop a new family of conjugate prior distributions for the cell parameters of discrete graphical models Markov with respect to a set P of moral directed acyclic graphs with skeleton a given decomposable graph G. Such families arise when the set of conditional independences between discrete variables is given and can be represented by a decomposable graph and additionally, the direction of certain edges is imposed by the practitioner. This family, which we call the P-Dirichlet, is a generalization of the hyper Dirichlet given in Dawid and Lauritzen (1993): it keeps the strong directed hyper Markov property for every DAG in P but increases the flexibility in the choice of its parameters, i.e. the hyper parameters. Our second contribution is a characterization of the P-Dirichlet, which yields, as a corollary, a characterization of the hyper Dirichlet and a characterization of the Dirichlet also. Like that given by Geiger and Heckerman (1997), our characterization of the Dirichlet is based on local and global independence of the probability parameters but we need not make the assumption of the existence of a positive density function. We use the method of moments for our proofs.

Full work available at URL: https://arxiv.org/abs/1412.0972

Recommendations

• Global prior distributions for the analysis of discrete graphical models
• Parameter priors for directed acyclic graphical models and the characterization of several probability distributions
• A conjugate prior for discrete hierarchical log-linear models
• Prior distributions for Gaussian graphical models: a comparison between the directed and undirected case
• On the invariance of conditioning procedures for the specification of prior distributions for nested DAG models

zbMATH Keywords

characterizationconjugate priorsBayesian learningdirected strong hyper Markovhyper Dirichlet distributionlocal and global independence

Mathematics Subject Classification ID

Bayesian inference (62F15) Contingency tables (62H17) Statistical distribution theory (62E99)

Cites Work

• Conjugate priors for exponential families
• Regularity property of the functional equation of the Dirichlet distribution
• Hyper Markov laws in the statistical analysis of decomposable graphical models
• A characterization of Markov equivalence classes for acyclic digraphs
• A characterization of the Dirichlet distribution through global and local parameter independence
• Learning Bayesian networks: The combination of knowledge and statistical data
• Title not available (Why is that?)
• Flexible covariance estimation in graphical Gaussian models
• Regularity properties of functional equations in several variables.
• A new characterization of the Dirichlet distribution through neutrality
• Dirichlet distribution through neutralities with respect to two partitions
• Two characterizations of the Dirichlet distribution
• The Dirichlet distribution and process through neutralities
• A new prior for discrete DAG models with a restricted set of directions
• Structural properties of the generalized Dirichlet distributions
• Moments method approach to characterizations of Dirichlet tables through neutralities
• A Characterization of the Dirichlet Distribution
• A reconstruction algorithm for the essential graph

Cited In (3)

• A new prior for discrete DAG models with a restricted set of directions
• The hyper-Dirichlet process and its discrete approximations: The butterfly model
• Global prior distributions for the analysis of discrete graphical models

This page was built for publication: A new prior for discrete DAG models with a restricted set of directions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q292874)