178 research outputs found
Computational aspects of DNA mixture analysis
Statistical analysis of DNA mixtures is known to pose computational
challenges due to the enormous state space of possible DNA profiles. We propose
a Bayesian network representation for genotypes, allowing computations to be
performed locally involving only a few alleles at each step. In addition, we
describe a general method for computing the expectation of a product of
discrete random variables using auxiliary variables and probability propagation
in a Bayesian network, which in combination with the genotype network allows
efficient computation of the likelihood function and various other quantities
relevant to the inference. Lastly, we introduce a set of diagnostic tools for
assessing the adequacy of the model for describing a particular dataset
Unifying Markov Properties for Graphical Models
Several types of graphs with different conditional independence
interpretations --- also known as Markov properties --- have been proposed and
used in graphical models. In this paper we unify these Markov properties by
introducing a class of graphs with four types of edges --- lines, arrows, arcs,
and dotted lines --- and a single separation criterion. We show that
independence structures defined by this class specialize to each of the
previously defined cases, when suitable subclasses of graphs are considered. In
addition, we define a pairwise Markov property for the subclass of chain mixed
graphs which includes chain graphs with the LWF interpretation, as well as
summary graphs (and consequently ancestral graphs). We prove the equivalence of
this pairwise Markov property to the global Markov property for compositional
graphoid independence models.Comment: 31 Pages, 6 figures, 1 tabl
Discussion: Latent variable graphical model selection via convex optimization
Discussion of "Latent variable graphical model selection via convex
optimization" by Venkat Chandrasekaran, Pablo A. Parrilo and Alan S. Willsky
[arXiv:1008.1290].Comment: Published in at http://dx.doi.org/10.1214/12-AOS980 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org
Markov properties for mixed graphs
In this paper, we unify the Markov theory of a variety of different types of
graphs used in graphical Markov models by introducing the class of loopless
mixed graphs, and show that all independence models induced by -separation
on such graphs are compositional graphoids. We focus in particular on the
subclass of ribbonless graphs which as special cases include undirected graphs,
bidirected graphs, and directed acyclic graphs, as well as ancestral graphs and
summary graphs. We define maximality of such graphs as well as a pairwise and a
global Markov property. We prove that the global and pairwise Markov properties
of a maximal ribbonless graph are equivalent for any independence model that is
a compositional graphoid.Comment: Published in at http://dx.doi.org/10.3150/12-BEJ502 the Bernoulli
(http://isi.cbs.nl/bernoulli/) by the International Statistical
Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm
Estimation of means in graphical Gaussian models with symmetries
We study the problem of estimability of means in undirected graphical
Gaussian models with symmetry restrictions represented by a colored graph.
Following on from previous studies, we partition the variables into sets of
vertices whose corresponding means are restricted to being identical. We find a
necessary and sufficient condition on the partition to ensure equality between
the maximum likelihood and least-squares estimators of the mean.Comment: Published in at http://dx.doi.org/10.1214/12-AOS991 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org
Total positivity in exponential families with application to binary variables
We study exponential families of distributions that are multivariate totally
positive of order 2 (MTP2), show that these are convex exponential families,
and derive conditions for existence of the MLE. Quadratic exponential familes
of MTP2 distributions contain attractive Gaussian graphical models and
ferromagnetic Ising models as special examples. We show that these are defined
by intersecting the space of canonical parameters with a polyhedral cone whose
faces correspond to conditional independence relations. Hence MTP2 serves as an
implicit regularizer for quadratic exponential families and leads to sparsity
in the estimated graphical model. We prove that the maximum likelihood
estimator (MLE) in an MTP2 binary exponential family exists if and only if both
of the sign patterns and are represented in the sample for
every pair of variables; in particular, this implies that the MLE may exist
with observations, in stark contrast to unrestricted binary exponential
families where observations are required. Finally, we provide a novel and
globally convergent algorithm for computing the MLE for MTP2 Ising models
similar to iterative proportional scaling and apply it to the analysis of data
from two psychological disorders
Harmonic analysis of symmetric random graphs
summary:This note attempts to understand graph limits as defined by Lovasz and Szegedy in terms of harmonic analysis on semigroups. This is done by representing probability distributions of random exchangeable graphs as mixtures of characters on the semigroup of unlabeled graphs with node-disjoint union, thereby providing an alternative derivation of de Finetti's theorem for random exchangeable graphs
Inference in Graphical Gaussian Models with Edge and Vertex Symmetries with the gRc Package for R
In this paper we present the R package gRc for statistical inference in graphical Gaussian models in which symmetry restrictions have been imposed on the concentration or partial correlation matrix. The models are represented by coloured graphs where parameters associated with edges or vertices of same colour are restricted to being identical. We describe algorithms for maximum likelihood estimation and discuss model selection issues. The paper illustrates the practical use of the gRc package.
Linear Estimating Equations for Exponential Families with Application to Gaussian Linear Concentration Models
In many families of distributions, maximum likelihood estimation is
intractable because the normalization constant for the density which enters
into the likelihood function is not easily available. The score matching
estimator of Hyv\"arinen (2005) provides an alternative where this
normalization constant is not required. The corresponding estimating equations
become linear for an exponential family. The score matching estimator is shown
to be consistent and asymptotically normally distributed for such models,
although not necessarily efficient. Gaussian linear concentration models are
examples of such families. For linear concentration models that are also linear
in the covariance we show that the score matching estimator is identical to the
maximum likelihood estimator, hence in such cases it is also efficient.
Gaussian graphical models and graphical models with symmetries form
particularly interesting subclasses of linear concentration models and we
investigate the potential use of the score matching estimator for this case
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