The mode oriented stochastic search (MOSS) algorithm for log-linear models with conjugate priors |
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| Authors: | Adrian Dobra Héléne Massam |
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| Institution: | 1. Department of Statistics, University of Washington, Seattle, WA 98155-4322, USA;2. Department of Biobehavioral Nursing and Health Systems, School of Nursing, University of Washington, Seattle, WA 98155-4322, USA;3. Department of Mathematics and Statistics, York University, 4700 Keele Street, Toronto, ON, M3J 1P3, Canada |
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| Abstract: | We describe a novel stochastic search algorithm for rapidly identifying regions of high posterior probability in the space of decomposable, graphical and hierarchical log-linear models. Our approach is based on the Diaconis–Ylvisaker conjugate prior for log-linear parameters. We discuss the computation of Bayes factors through Laplace approximations and the Bayesian iterative proportional fitting algorithm for sampling model parameters. We use our model determination approach in a sparse eight-way contingency table. |
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