ISSN:
1573-1375
Keywords:
Bayes linear analysis
;
BAYES-LIN
;
dynamic linear models
;
generalised conditional independence
;
junction tree
;
local computation
;
object-oriented statistical computing
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract This paper concerns the geometric treatment of graphical models using Bayes linear methods. We introduce Bayes linear separation as a second order generalised conditional independence relation, and Bayes linear graphical models are constructed using this property. A system of interpretive and diagnostic shadings are given, which summarise the analysis over the associated moral graph. Principles of local computation are outlined for the graphical models, and an algorithm for implementing such computation over the junction tree is described. The approach is illustrated with two examples. The first concerns sales forecasting using a multivariate dynamic linear model. The second concerns inference for the error variance matrices of the model for sales, and illustrates the generality of our geometric approach by treating the matrices directly as random objects. The examples are implemented using a freely available set of object-oriented programming tools for Bayes linear local computation and graphical diagnostic display.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1008977409172
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