[Forum SIS] Seminario di Claudia Tarantola

[Paola Vicard]

************** AVVISO DI SEMINARIO***************

Mercoledì 20 febbraio 2013 alle ore 14,30
presso l'Aula 21 del Dipartimento di Economia,
Università Roma Tre, Via Silvio D’Amico 77

Claudia Tarantola
Università degli Studi di Pavia

terrà un seminario dal titolo:

CONJUGATE AND CONDITIONAL CONJUGATE BAYESIAN ANALYSIS OF DISCRETE 
GRAPHICAL MODELS OF MARGINAL INDEPENDENCE

Abstract:
A conjugate and conditional conjugate Bayesian analysis is presented for 
bi-directed discrete graphical models, which are used to describe and 
estimate marginal associations between categorical variables. To achieve 
this, each bi-directed graph is re-expressed by a Markov equivalent, 
over the observed margin, directed acyclic graph (DAG). This DAG 
equivalent model is obtained using the same vertex set or with the 
addition of some latent variables when required. It is characterised by 
a minimal set of marginal and conditional probability parameters. Hence 
compatible priors based on products of Dirichlet distributions can be 
applied. 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 variables is required. For the latter, the 
marginal likelihood is estimated using Chib's (1995) estimator. 
Additional implementation details including identifiability of such 
models are discussed. Moreover, analytic details concerning the 
computation of the posterior distributions of the marginal log-linear 
parameters are provided. The computation is achieved via a simple 
transformation of the simulated values of the probability parameters of 
the bi-directed model under study. The marginal log-linear 
parameterisation provides a straightforward interpretation in terms of 
log-odds ratios on specific marginals quantifying the associations 
between variables involved in the corresponding marginal. The proposed 
methodology is illustrated using a popular 4-way dataset.

Joint work with Ioannis Ntzoufras (AUEB, Athens, GR)



Tutti gli interessati sono invitati a partecipare.

-- 
Paola Vicard
Dipartimento di Economia
Università Roma Tre
Via Silvio D'Amico 77
00145 Roma, Italia
E-mail: vicard a uniroma3.it
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