Profile likelihood in directed graphical models from BUGS output

摘要

This paper presents a method for using output of the computer program BUGS to obtain approximate profile likelihood functions of parameters or functions of parameters in directed graphical models with incomplete data. The method also provides a tool to approximate integrated likelihood functions. The prior distributions specified in BUGS do not have a significant impact on the profile likelihood functions and we consider the method as a desirable supplement to BUGS that enables us to do both Bayesian and likelihood based analyses in directed graphical models.