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The implementation of the Bayesian paradigm to model comparison can be problematic. In particular, prior distributions on the parameter space of each candidate model require special care. While it is well known that improper priors cannot be used routinely for Bayesian model comparison, we claim...
Persistent link: https://www.econbiz.de/10010335266
The implementation of the Bayesian paradigm to model comparison can be problematic. In particular, prior distributions on the parameter space of each candidate model require special care. While it is well known that improper priors cannot be used routinely for Bayesian model comparison, we claim...
Persistent link: https://www.econbiz.de/10010343918
Given a multinomial decomposable graphical model, we identify several alternative parametrizations; in particular we consider conditional probabilities of clique-residuals given separators, as well as generalized log-odds-ratios. For each such parametrization, we construct the corresponding...
Persistent link: https://www.econbiz.de/10010576498