Parameter Priors for Directed Acyclic Graphical Models and the Characteriration of Several Probability Distributions
Abstract
We show that the only parameter prior for complete Gaussian DAG models that satisfies global parameter independence, complete model equivalence, and some weak regularity assumptions, is the normal-Wishart distribution. Our analysis is based on the following new characterization of the Wishart distribution: let W be an n × n, n > 3, positive-definite symmetric matrix of random variables and f(W) be a pdf of W. Then, f(W) is a Wishart distribution if and only if W11 - W12W22-1, is independent of {W12, W22) for every block partitioning W11, W12, W12, W22 of W. Similar characterizations of the normal and normal-Wishart distributions are provided as well. We also show how to construct a prior for every DAG model over X from the prior of a single regression model.
Cite
Text
Geiger and Heckerman. "Parameter Priors for Directed Acyclic Graphical Models and the Characteriration of Several Probability Distributions." Conference on Uncertainty in Artificial Intelligence, 1999. doi:10.1214/AOS/1035844981Markdown
[Geiger and Heckerman. "Parameter Priors for Directed Acyclic Graphical Models and the Characteriration of Several Probability Distributions." Conference on Uncertainty in Artificial Intelligence, 1999.](https://mlanthology.org/uai/1999/geiger1999uai-parameter/) doi:10.1214/AOS/1035844981BibTeX
@inproceedings{geiger1999uai-parameter,
title = {{Parameter Priors for Directed Acyclic Graphical Models and the Characteriration of Several Probability Distributions}},
author = {Geiger, Dan and Heckerman, David},
booktitle = {Conference on Uncertainty in Artificial Intelligence},
year = {1999},
pages = {216-225},
doi = {10.1214/AOS/1035844981},
url = {https://mlanthology.org/uai/1999/geiger1999uai-parameter/}
}