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Abstract Details
Activity Number:
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373
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Type:
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Invited
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Date/Time:
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Tuesday, July 31, 2012 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Bayesian Statistical Science
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Abstract - #303488 |
Title:
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Bayes Factors and the Geometry of Discrete Loglinear Models
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Author(s):
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Helene M Massam*+ and Gerard Letac
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Companies:
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York University and Universite Paul Sabatier
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Address:
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4700 Keele Street, Toronto, ON, M4N2A8, Canada
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Keywords:
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discrete loglinear models ;
Bayes factors ;
geometry ;
characteristic function ;
faces of a polyhedron
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Abstract:
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We consider the class of hierarchical loglinear models for discrete data with multinomial sampling. We assume that the Diaconis-Ylvisaker conjugate prior is the prior distribution on the loglinear parameters. Under these conditions, the Bayes factor between two models is a function of their prior and posterior normalizing constants under each model. These constants are functions of the data and of the hyperparameters $(m,\alpha)$, which can be interpreted respectively as marginal counts and the total count of a fictive contingency table.
Both constants are finite when $\alpha$ is positive and $m$ and the data are in the interior $C$ of the support of the multinomial distribution. We will always assume that $m$ which is a prior hyperparameter of our choice satisfies this condition and we study what happens when $\alpha\rightarrow 0$ and the data is on the boundary of $C$. We will see that the behaviour of the Bayes factor is dictated by the dimension of the face of $C$ to which the data belongs. We will also emphasize the role played by the characteristic function of $C$, a new object in the toolbox of exponential families.
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