This thesis explains to statisticians what graphical models are and how to use them for statistical inference; in particular, how to use decomposable graphical models for efficient inference in covariance selection and multivariate regression problems. The first aim of the thesis is to show that decomposable graphical models are worth using within a Bayesian framework. The second aim is to make the techniques of graphical models fully accessible to statisticians. To achieve these aims the thesis makes a number of statistical contributions. First, it proposes a new prior for decomposable graphs and a simulation methodology for estimating this prior. Second, it proposes a number of Markov chain Monte Carlo sampling schemes based on graphical techniques. The thesis also presents some new graphical results, and some existing results are reproved to make them more readily understood. Appendix 8.1 contains all the programs written to carry out the inference discussed in the thesis, together with both a summary of the theory on which they are based and a line by line description of how each routine works.
| Identifer | oai:union.ndltd.org:ADTP/215876 |
| Date | January 2005 |
| Creators | Armstrong, Helen, School of Mathematics, UNSW |
| Publisher | Awarded by:University of New South Wales. School of Mathematics |
| Source Sets | Australiasian Digital Theses Program |
| Language | English |
| Detected Language | English |
| Rights | Copyright Helen Armstrong, http://unsworks.unsw.edu.au/copyright |
Page generated in 0.006 seconds