Markov chain Monte Carlo model determination for hierarchical and graphical log-linear models
层级与图式对数线性模型的 MCMC 模型选择
We use reversible jump Markov chain Monte Carlo methods (Green, 1995) to develop strategies for calculating posterior probabilities of hierarchical, graphical or decomposable log-linear models for high-dimensional contingency tables. Even for tables of moderate size, these sets of models may be very large. The choice of suitable prior distributions for model parameters is also discussed in detail, and two examples are presented. For the first example, a three-way table, the…