Claudia Tarantola (University of Pavia)

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Claudia Tarantola (University of Pavia)

March 12, 2014 @ 2:00 pm - 3:00 pm UTC+0

Title: MCMC strategies for the analysis of discrete graphical models of marginal independence
Abstract: We present and compare different 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.

Joint work with Ioannis Ntzoufras (AUEB, GR)

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Date:
March 12, 2014
Time:
2:00 pm - 3:00 pm UTC+0
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