Compatibility of discrete conditional distributions with structural zeros
A general algorithm is provided for determining the compatibility among full conditionals of discrete random variables with structural zeros. The algorithm is scalable and it can be implemented in a fairly straightforward manner. A MATLAB program is included in the Appendix and therefore, it is now feasible to check the compatibility of multi-dimensional conditional distributions with constrained supports. Rather than the linear equations in the restricted domain of Arnold et al. (2002) [11] Tian et al. (2009) [16], the approach is odds-oriented and it is a discrete adaptation of the compatibility check of Besag (1994) [17]. The method naturally leads to the calculation of a compatible joint distribution or, in the absence of compatibility, a nearly compatible joint distribution. Besag's [5] factorization of a joint density in terms of conditional densities is used to justify the algorithm.
Year of publication: |
2010
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Authors: | Wang, Yuchung J. ; Kuo, Kun-Lin |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 101.2010, 1, p. 191-199
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Publisher: |
Elsevier |
Keywords: | Consecutive site Full conditionals Geometric average Incidence set Nearly compatible Odds Path |
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