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Canonical representation of conditionally specified multivariate discrete distributions

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  • Ip, Edward H.
  • Wang, Yuchung J.

Abstract

Most work on conditionally specified distributions has focused on approaches that operate on the probability space, and the constraints on the probability space often make the study of their properties challenging. We propose decomposing both the joint and conditional discrete distributions into characterizing sets of canonical interactions, and we prove that certain interactions of a joint distribution are shared with its conditional distributions. This invariance opens the door for checking the compatibility between conditional distributions involving the same set of variables. We formulate necessary and sufficient conditions for the existence and uniqueness of discrete conditional models, and we show how a joint distribution can be easily computed from the pool of interactions collected from the conditional distributions. Hence, the methods can be used to calculate the exact distribution of a Gibbs sampler. Furthermore, issues such as how near compatibility can be reconciled are also discussed. Using mixed parametrization, we show that the proposed approach is based on the canonical parameters, while the conventional approaches are based on the mean parameters. Our advantage is partly due to the invariance that holds only for the canonical parameters.

Suggested Citation

  • Ip, Edward H. & Wang, Yuchung J., 2009. "Canonical representation of conditionally specified multivariate discrete distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(6), pages 1282-1290, July.
    • Handle: RePEc:eee:jmvana:v:100:y:2009:i:6:p:1282-1290
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    Citations

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    Cited by:

    1. Kuo, Kun-Lin & Song, Chwan-Chin & Jiang, Thomas J., 2017. "Exactly and almost compatible joint distributions for high-dimensional discrete conditional distributions," Journal of Multivariate Analysis, Elsevier, vol. 157(C), pages 115-123.
    2. Kuo, Kun-Lin & Wang, Yuchung J., 2011. "A simple algorithm for checking compatibility among discrete conditional distributions," Computational Statistics & Data Analysis, Elsevier, vol. 55(8), pages 2457-2462, August.
    3. Li, Xuan & Zhang, Wei, 2020. "Long-term assessment of a floating offshore wind turbine under environmental conditions with multivariate dependence structures," Renewable Energy, Elsevier, vol. 147(P1), pages 764-775.
    4. Berti, Patrizia & Dreassi, Emanuela & Rigo, Pietro, 2014. "Compatibility results for conditional distributions," Journal of Multivariate Analysis, Elsevier, vol. 125(C), pages 190-203.
    5. Dreassi, Emanuela & Rigo, Pietro, 2017. "A note on compatibility of conditional autoregressive models," Statistics & Probability Letters, Elsevier, vol. 125(C), pages 9-16.
    6. Wang, Yuchung J. & Kuo, Kun-Lin, 2010. "Compatibility of discrete conditional distributions with structural zeros," Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 191-199, January.
    7. Yao, Yi-Ching & Chen, Shih-chieh & Wang, Shao-Hsuan, 2014. "On compatibility of discrete full conditional distributions: A graphical representation approach," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 1-9.
    8. Kun-Lin Kuo & Yuchung J. Wang, 2023. "Analytical Computation of Pseudo-Gibbs Distributions for Dependency Networks," Methodology and Computing in Applied Probability, Springer, vol. 25(1), pages 1-17, March.
    9. Chen, Shyh-Huei & Ip, Edward H. & Wang, Yuchung J., 2011. "Gibbs ensembles for nearly compatible and incompatible conditional models," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1760-1769, April.

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