Consonni, Guido; La Rocca, Luca - Dipartimento di Scienze Economiche e Aziendali, … - 2011
We propose an objective Bayesian method for the comparison of all Gaussian directed acyclic graphical models defined on a given set of variables. The method, which is based on the notion of fractional Bayes factor, requires a single default (typically improper) prior on the space of...