Ntzoufras, Ioannis; Tarantola, Claudia - Dipartimento di Scienze Economiche e Aziendali, … - 2012
variables is required. For the latter, we estimate the marginal likelihood using Chib’s (1995) estimator. Additional … Dirichlet distributions. For models with DAG representation on the same vertex set, the posterior distribution and the marginal … likelihood is analytically available, while for the remaining ones a data augmentation scheme introducing additional latent …