Discrete parametric graphical models with Dirichlet type priors
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Publication:6508440
arXiv2301.06058MaRDI QIDQ6508440FDOQ6508440
Authors: Bartosz Kołodziejek, Jacek Wesołowski, Xiao Lin Zeng
Abstract: We present two discrete parametric graphical models on finite decomposable graphs: the graph negative multinomial and the graph multinomial distributions. These models interpolate between the product of univariate negative multinomial and negative multinomial distributions, and between the product of binomial and multinomial distributions. We derive their Markov decomposition and present probabilistic models leading to both. Additionally, we introduce graphical versions of the Dirichlet distribution and inverted Dirichlet distribution, which serve as conjugate priors for the two discrete graphical Markov models. We derive explicit normalizing constants for both graphical Dirichlet laws, analyze their independence structure, and demonstrate that this implies strong hyper Markov property for the Bayesian models. We also provide characterization theorems for the generalized Dirichlet distributions via strong hyper Markov property. Finally we apply our findings to develop a Bayesian model selection procedure for the graphical negative multinomial model with respective Dirichlet-type priors.
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