A conjugate prior for discrete hierarchical log-linear models
Abstract
In Bayesian analysis of multi-way contingency tables, the selection of a prior distribution for either the log-linear parameters or the cell probabilities parameters is a major challenge. In this paper, we define a flexible family of conjugate priors for the wide class of discrete hierarchical log-linear models, which includes the class of graphical models. These priors are defined as the Diaconis--Ylvisaker conjugate priors on the log-linear parameters subject to "baseline constraints" under multinomial sampling. We also derive the induced prior on the cell probabilities and show that the induced prior is a generalization of the hyper Dirichlet prior. We show that this prior has several desirable properties and illustrate its usefulness by identifying the most probable decomposable, graphical and hierarchical log-linear models for a six-way contingency table.
Cite
@article{arxiv.0711.1609,
title = {A conjugate prior for discrete hierarchical log-linear models},
author = {Hélène Massam and Jinnan Liu and Adrian Dobra},
journal= {arXiv preprint arXiv:0711.1609},
year = {2009}
}
Comments
Published in at http://dx.doi.org/10.1214/08-AOS669 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)