Canonical representation of conditionally specified multivariate discrete distributions

  • Authors:
  • Edward H. Ip;Yuchung J. Wang

  • Affiliations:
  • Department of Biostatistical Sciences, Wake Forest University School of Medicine, Winston-Salem, NC 27157, USA and Department of Social Sciences & Health Policy, Wake Forest University School of M ...;Department of Mathematical Sciences, Rutgers University, Camden, NJ 08102, USA

  • Venue:
  • Journal of Multivariate Analysis
  • Year:
  • 2009

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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.