Parametric Modelling of Multivariate Count Data Using Probabilistic Graphical Models

Multivariate count data are defined as the number of items of different categories issued from sampling within a population, which individuals are grouped into categories. The analysis of multivariate count data is a recurrent and crucial issue in numerous modelling problems, particularly in the fields of biology and ecology (where the data can represent, for example, children counts associated with multitype branching processes), sociology and econometrics. We focus on I) Identifying categories that appear simultaneously, or on the contrary that are mutually exclusive. This is achieved by identifying conditional independence relationships between the variables; II)Building parsimonious parametric models consistent with these relationships; III) Characterising and testing the effects of covariates on the joint distribution of the counts. To achieve these goals, we propose an approach based on graphical probabilistic models, and more specifically partially directed acyclic graphs

Graphs for margins of Bayesian networks

Directed acyclic graph (DAG) models, also called Bayesian networks, impose conditional independence constraints on a multivariate probability distribution, and are widely used in probabilistic reasoning, machine learning and causal inference. If latent variables are included in such a model, then the set of possible marginal distributions over the remaining (observed) variables is generally complex, and not represented by any DAG. Larger classes of mixed graphical models, which use multiple edge types, have been introduced to overcome this; however, these classes do not represent all the models which can arise as margins of DAGs. In this paper we show that this is because ordinary mixed graphs are fundamentally insufficiently rich to capture the variety of marginal models. We introduce a new class of hyper-graphs, called mDAGs, and a latent projection operation to obtain an mDAG from the margin of a DAG. We show that each distinct marginal of a DAG model is represented by at least one mDAG, and provide graphical results towards characterizing when two such marginal models are the same. Finally we show that mDAGs correctly capture the marginal structure of causally-interpreted DAGs under interventions on the observed variables

Sequences of regressions and their independences

Ordered sequences of univariate or multivariate regressions provide statistical models for analysing data from randomized, possibly sequential interventions, from cohort or multi-wave panel studies, but also from cross-sectional or retrospective studies. Conditional independences are captured by what we name regression graphs, provided the generated distribution shares some properties with a joint Gaussian distribution. Regression graphs extend purely directed, acyclic graphs by two types of undirected graph, one type for components of joint responses and the other for components of the context vector variable. We review the special features and the history of regression graphs, derive criteria to read all implied independences of a regression graph and prove criteria for Markov equivalence that is to judge whether two different graphs imply the same set of independence statements. Knowledge of Markov equivalence provides alternative interpretations of a given sequence of regressions, is essential for machine learning strategies and permits to use the simple graphical criteria of regression graphs on graphs for which the corresponding criteria are in general more complex. Under the known conditions that a Markov equivalent directed acyclic graph exists for any given regression graph, we give a polynomial time algorithm to find one such graph.Comment: 43 pages with 17 figures The manuscript is to appear as an invited discussion paper in the journal TES