Wednesday 12 Mar 2014MCMC strategies for the analysis of discrete graphical models of marginal independence

Claudia Tarantola - University of Pavia

Plymouth University, BGB018 14:00-15:00

We present and compare di erent MCMC strategies for the analysis of marginal log-linear models with a bi-directed graph representation. We consider two alternative parameterisations: one based on cell-probabilities (pi-parameterisation), and the other based on the marginal log-linear parameters (lambda-parameterisation). Working with the pi-parameterisation it is possible to perform a conjugate and conditional conjugate analysis based on product of Dirichlet priors (Ntzoufras and Tarantola, 2013). On the other hand, with the lambda-parameterisation a conjugate analysis is not feasible and more sophisticated techniques are required. An application to real data will be presented.

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