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Graphical Modelling and Hierarchical Models

In: An Introduction to Bayesian Inference, Methods and Computation

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  • Nick Heard

    (Imperial College London)

Abstract

In many contexts, straightforward exchangeability can be a useful simplifying assumption for specifying the joint probability distribution of random variables. But sometimes an individual will require more complex structures of statistical dependence between random quantities to properly represent their beliefs. Graphical models provide a useful framework for characterising joint distributions for random variables, putting primary focus on characterising uncertainty in the dependency structure amongst the variables. Much of the material in this chapter is drawn from Barber (2012) and related resources. Before introducing graphical models, some basic graph concepts and definitions are required to provide a language for relating probability distributions to graphs.

Suggested Citation

  • Nick Heard, 2021. "Graphical Modelling and Hierarchical Models," Springer Books, in: An Introduction to Bayesian Inference, Methods and Computation, chapter 3, pages 23-32, Springer.
  • Handle: RePEc:spr:sprchp:978-3-030-82808-0_3
    DOI: 10.1007/978-3-030-82808-0_3
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