116,664 research outputs found
Structure estimation for discrete graphical models: Generalized covariance matrices and their inverses
We investigate the relationship between the structure of a discrete graphical
model and the support of the inverse of a generalized covariance matrix. We
show that for certain graph structures, the support of the inverse covariance
matrix of indicator variables on the vertices of a graph reflects the
conditional independence structure of the graph. Our work extends results that
have previously been established only in the context of multivariate Gaussian
graphical models, thereby addressing an open question about the significance of
the inverse covariance matrix of a non-Gaussian distribution. The proof
exploits a combination of ideas from the geometry of exponential families,
junction tree theory and convex analysis. These population-level results have
various consequences for graph selection methods, both known and novel,
including a novel method for structure estimation for missing or corrupted
observations. We provide nonasymptotic guarantees for such methods and
illustrate the sharpness of these predictions via simulations.Comment: Published in at http://dx.doi.org/10.1214/13-AOS1162 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org
Multivariate Bernoulli distribution
In this paper, we consider the multivariate Bernoulli distribution as a model
to estimate the structure of graphs with binary nodes. This distribution is
discussed in the framework of the exponential family, and its statistical
properties regarding independence of the nodes are demonstrated. Importantly
the model can estimate not only the main effects and pairwise interactions
among the nodes but also is capable of modeling higher order interactions,
allowing for the existence of complex clique effects. We compare the
multivariate Bernoulli model with existing graphical inference models - the
Ising model and the multivariate Gaussian model, where only the pairwise
interactions are considered. On the other hand, the multivariate Bernoulli
distribution has an interesting property in that independence and
uncorrelatedness of the component random variables are equivalent. Both the
marginal and conditional distributions of a subset of variables in the
multivariate Bernoulli distribution still follow the multivariate Bernoulli
distribution. Furthermore, the multivariate Bernoulli logistic model is
developed under generalized linear model theory by utilizing the canonical link
function in order to include covariate information on the nodes, edges and
cliques. We also consider variable selection techniques such as LASSO in the
logistic model to impose sparsity structure on the graph. Finally, we discuss
extending the smoothing spline ANOVA approach to the multivariate Bernoulli
logistic model to enable estimation of non-linear effects of the predictor
variables.Comment: Published in at http://dx.doi.org/10.3150/12-BEJSP10 the Bernoulli
(http://isi.cbs.nl/bernoulli/) by the International Statistical
Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm
Generalized Permutohedra from Probabilistic Graphical Models
A graphical model encodes conditional independence relations via the Markov
properties. For an undirected graph these conditional independence relations
can be represented by a simple polytope known as the graph associahedron, which
can be constructed as a Minkowski sum of standard simplices. There is an
analogous polytope for conditional independence relations coming from a regular
Gaussian model, and it can be defined using multiinformation or relative
entropy. For directed acyclic graphical models and also for mixed graphical
models containing undirected, directed and bidirected edges, we give a
construction of this polytope, up to equivalence of normal fans, as a Minkowski
sum of matroid polytopes. Finally, we apply this geometric insight to construct
a new ordering-based search algorithm for causal inference via directed acyclic
graphical models.Comment: Appendix B is expanded. Final version to appear in SIAM J. Discrete
Mat
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