The correlation space of Gaussian latent tree models and model selection without fitting

We provide a complete description of possible covariance matrices consistent with a Gaussian latent tree model for any tree. We then present techniques for utilising these constraints to assess whether observed data is compatible with that Gaussian latent tree model. Our method does not require us first to fit such a tree. We demonstrate the usefulness of the inverse-Wishart distribution for performing preliminary assessments of tree-compatibility using semialgebraic constraints. Using results from Drton et al. (2008) we then provide the appropriate moments required for test statistics for assessing adherence to these equality constraints. These are shown to be effective even for small sample sizes and can be easily adjusted to test either the entire model or only certain macrostructures hypothesized within the tree. We illustrate our exploratory tetrad analysis using a linguistic application and our confirmatory tetrad analysis using a biological application.Comment: 15 page

Qualitative inequalities for squared partial correlations of a Gaussian random vector

We describe various sets of conditional independence relationships, sufficient for qualitatively comparing non-vanishing squared partial correlations of a Gaussian random vector. These sufficient conditions are satisfied by several graphical Markov models. Rules for comparing degree of association among the vertices of such Gaussian graphical models are also developed. We apply these rules to compare conditional dependencies on Gaussian trees. In particular for trees, we show that such dependence can be completely characterized by the length of the paths joining the dependent vertices to each other and to the vertices conditioned on. We also apply our results to postulate rules for model selection for polytree models. Our rules apply to mutual information of Gaussian random vectors as well.Comment: 21 pages, 13 figure

Model Selection for Graphical Markov Models

Ph.DDOCTOR OF PHILOSOPH

Gaussian latent tree model constraints for linguistics and other applications

The relationships between languages are often modelled as phylogenetic trees whereby there is a single shared ancestral language at the root and contemporary languages appear as leaves. These can be thought of as directed acyclic graphs with hidden variables, specifically Bayesian networks. However, from a statistical perspective there is often no formal assessment of the suitability of these latent tree models. A lot of the work that seeks to address this has focused on discrete variable models. However, when observations are instead considered as functional data, the high dimensional approximations are often better considered in a Gaussian context. The high dimensional data is often inefficiently stored and so the first challenge is to project this data to a low dimension while retaining the information of interest. One approach is to use the newly developed tool named separable-canonical variate analysis to form a basis. Extending the techniques for assessing latent tree model compatibility to beyond discrete variables, the complete set of Gaussian tree constraints are derived for the first time. This set comprises equations and inequality statements in terms of correlations of observed variables. These statements must in theory be adhered to for a Gaussian latent tree model to be appropriate for a given data set. Using the separable-canonical variate analysis basis to obtain a truncated representation, the suitability of a phylogenetic tree can then be plainly assessed. However, in practice it is desirable to allow for some sampling error and as such probabilistic tools are developed alongside the theoretical derivation of Gaussian tree constraints. The proposed methodology is implemented in an in-depth study of a real linguistic data set to assess the phylogenies of five Romance languages. This application is distinctive as the data set consists of acoustic recordings, these are treated as functional data, and moreover these are then being used to compare languages in a phylogenetic context. As a consequence a wide range of theory and tools are called upon from the multivariate and functional domains, and the powerful new separable-canonical function analysis and separable-canonical variate analysis are used. Utilising the newly derived Gaussian tree constraints for hidden variable models provides a first insight into features of spoken languages that appear to be tree-compatible