Bayesian MAP model selection of chain event graphs

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Publication:548650

DOI10.1016/J.JMVA.2011.03.008zbMATH Open1216.62039arXiv0904.0977OpenAlexW2121589081MaRDI QIDQ548650FDOQ548650

Jim Q. Smith, Guy Freeman

Publication date: 29 June 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Abstract: The class of chain event graph models is a generalisation of the class of discrete Bayesian networks, retaining most of the structural advantages of the Bayesian network for model interrogation, propagation and learning, while more naturally encoding asymmetric state spaces and the order in which events happen. In this paper we demonstrate how with complete sampling, conjugate closed form model selection based on product Dirichlet priors is possible, and prove that suitable homogeneity assumptions characterise the product Dirichlet prior on this class of models. We demonstrate our techniques using two educational examples.


Full work available at URL: https://arxiv.org/abs/0904.0977




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