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A new family of non-local priors for chain event graph model selection
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Collazo, Rodrigo A. and Smith, J. Q. (2015) A new family of non-local priors for chain event graph model selection. Bayesian Analysis, 11 (4). pp. 1165-1201. doi:10.1214/15-BA981 ISSN 1931-6690.
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Official URL: http://dx.doi.org/10.1214/15-BA981
Abstract
Chain Event Graphs (CEGs) are a rich and provenly useful class of graphical models. The class contains discrete Bayesian Networks as a special case and is able to depict directly the asymmetric context-specific statements in the model. But bespoke efficient algorithms now need to be developed to search the enormous CEG model space. In different contexts Bayes Factor scored search algorithm using non-local priors (NLPs) has recently proved very successful for searching other huge model spaces. Here we define and explore three different types of NLP that we customise to search CEG spaces. We demonstrate how one of these candidate NLPs provides a framework for search which is both robust and computationally efficient. It also avoids selecting an overfitting model as the standard conjugate methods sometimes do. We illustrate the efficacy of our methods with two examples. First we analyse a previously well-studied 5-year longitudinal study of childhood hospitalisation. The second much larger example selects between competing models of prisoners’ radicalisation in British prisons: because of its size an application beyond the scope of earlier Bayes Factor search algorithms.
Item Type: | Journal Article | ||||||
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Subjects: | Q Science > QA Mathematics | ||||||
Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||||
Library of Congress Subject Headings (LCSH): | Bayesian statistical decision theory , Children -- Diseases -- Mathematical models, Prisoners -- Mathematical models, Radicalization -- Mathematical models | ||||||
Journal or Publication Title: | Bayesian Analysis | ||||||
Publisher: | International Society for Bayesian Analysis | ||||||
ISSN: | 1931-6690 | ||||||
Official Date: | 30 November 2015 | ||||||
Dates: |
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Volume: | 11 | ||||||
Number: | 4 | ||||||
Page Range: | pp. 1165-1201 | ||||||
DOI: | 10.1214/15-BA981 | ||||||
Status: | Peer Reviewed | ||||||
Publication Status: | Published | ||||||
Access rights to Published version: | Restricted or Subscription Access | ||||||
Date of first compliant deposit: | 19 January 2017 | ||||||
Date of first compliant Open Access: | 19 January 2017 | ||||||
Funder: | Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq), Brazil. Marinha | ||||||
Grant number: | Grant number 229058/2013-2 | ||||||
Open Access Version: |
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