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

High-Dimensional Gaussian Graphical Model Selection: Walk Summability and Local Separation Criterion

We consider the problem of high-dimensional Gaussian graphical model selection. We identify a set of graphs for which an efficient estimation algorithm exists, and this algorithm is based on thresholding of empirical conditional covariances. Under a set of transparent conditions, we establish structural consistency (or sparsistency) for the proposed algorithm, when the number of samples n=omega(J_{min}^{-2} log p), where p is the number of variables and J_{min} is the minimum (absolute) edge potential of the graphical model. The sufficient conditions for sparsistency are based on the notion of walk-summability of the model and the presence of sparse local vertex separators in the underlying graph. We also derive novel non-asymptotic necessary conditions on the number of samples required for sparsistency

Graphical Markov models: overview

We describe how graphical Markov models started to emerge in the last 40 years, based on three essential concepts that had been developed independently more than a century ago. Sequences of joint or single regressions and their regression graphs are singled out as being best suited for analyzing longitudinal data and for tracing developmental pathways. Interpretations are illustrated using two sets of data and some of the more recent, important results for sequences of regressions are summarized.Comment: 22 pages, 9 figure

Heap Abstractions for Static Analysis

Heap data is potentially unbounded and seemingly arbitrary. As a consequence, unlike stack and static memory, heap memory cannot be abstracted directly in terms of a fixed set of source variable names appearing in the program being analysed. This makes it an interesting topic of study and there is an abundance of literature employing heap abstractions. Although most studies have addressed similar concerns, their formulations and formalisms often seem dissimilar and some times even unrelated. Thus, the insights gained in one description of heap abstraction may not directly carry over to some other description. This survey is a result of our quest for a unifying theme in the existing descriptions of heap abstractions. In particular, our interest lies in the abstractions and not in the algorithms that construct them. In our search of a unified theme, we view a heap abstraction as consisting of two features: a heap model to represent the heap memory and a summarization technique for bounding the heap representation. We classify the models as storeless, store based, and hybrid. We describe various summarization techniques based on k-limiting, allocation sites, patterns, variables, other generic instrumentation predicates, and higher-order logics. This approach allows us to compare the insights of a large number of seemingly dissimilar heap abstractions and also paves way for creating new abstractions by mix-and-match of models and summarization techniques.Comment: 49 pages, 20 figure

Graphical Markov models, unifying results and their interpretation

Graphical Markov models combine conditional independence constraints with graphical representations of stepwise data generating processes.The models started to be formulated about 40 years ago and vigorous development is ongoing. Longitudinal observational studies as well as intervention studies are best modeled via a subclass called regression graph models and, especially traceable regressions. Regression graphs include two types of undirected graph and directed acyclic graphs in ordered sequences of joint responses. Response components may correspond to discrete or continuous random variables and may depend exclusively on variables which have been generated earlier. These aspects are essential when causal hypothesis are the motivation for the planning of empirical studies. To turn the graphs into useful tools for tracing developmental pathways and for predicting structure in alternative models, the generated distributions have to mimic some properties of joint Gaussian distributions. Here, relevant results concerning these aspects are spelled out and illustrated by examples. With regression graph models, it becomes feasible, for the first time, to derive structural effects of (1) ignoring some of the variables, of (2) selecting subpopulations via fixed levels of some other variables or of (3) changing the order in which the variables might get generated. Thus, the most important future applications of these models will aim at the best possible integration of knowledge from related studies.Comment: 34 Pages, 11 figures, 1 tabl

Traffic on complex networks: Towards understanding global statistical properties from microscopic density fluctuations

We study the microscopic time fluctuations of traffic load and the global statistical properties of a dense traffic of particles on scale-free cyclic graphs. For a wide range of driving rates R the traffic is stationary and the load time series exhibits antipersistence due to the regulatory role of the superstructure associated with two hub nodes in the network. We discuss how the superstructure affects the functioning of the network at high traffic density and at the jamming threshold. The degree of correlations systematically decreases with increasing traffic density and eventually disappears when approaching a jamming density Rc. Already before jamming we observe qualitative changes in the global network-load distributions and the particle queuing times. These changes are related to the occurrence of temporary crises in which the network-load increases dramatically, and then slowly falls back to a value characterizing free flow