March 2018
Intermediate to advanced
480 pages
13h 46m
English
As is the case for model selection, when the number of possible DAGs is large, we cannot average over all DAGs. In these situations, we heuristically search for high-probability DAGs, and then we average over them. In particular, in the gene expression example, because there are thousands of variables, we could not average over all DAGs. Approximate model averaging is discussed next.
Next we discuss how we can heuristically search for high-probability structures and then average over them using the Markov Chain Monte Carlo (MCMC) method.
Recall our two examples of model averaging (Examples 11.14 and 11.15). The first involved computing a conditional probability ...
Read now
Unlock full access