In this paper we discuss a class of models of marginal independence for a set of categorical variables called discrete covariance graph models. These models, introduced by Drton & Richardson (2005) in the binary case, are a useful addition to standard graphical log-linear models which are represented by an undirected graph and encode conditional independencies, Lauritzen (1996).
Parameterization and fitting of discrete covariance graph models / M. LUPPARELLI; G.M. MARCHETTI. - STAMPA. - (2006), pp. 68-69. ( Convengo organizzato dal dipartimento di economia finanza e statistica di Perugia Perugia settembre 2006).
Parameterization and fitting of discrete covariance graph models
M. LUPPARELLI;G.M. MARCHETTI
2006
Abstract
In this paper we discuss a class of models of marginal independence for a set of categorical variables called discrete covariance graph models. These models, introduced by Drton & Richardson (2005) in the binary case, are a useful addition to standard graphical log-linear models which are represented by an undirected graph and encode conditional independencies, Lauritzen (1996).
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