Consistent model selection of discrete Bayesian networks from incomplete data

DOI10.1214/13-EJS802MaRDI QIDQ1951147zbMATH OpenFDO

Authors Nikolay Balov

Publication date 29 May 2013

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1105.4507, https://projecteuclid.org/euclid.ejs/1366031050

zbMATH Keywords

model selectionpenalized maximum likelihoodBayesian networksmissing completely at randomcategorical data

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Estimation in multivariate analysis (62H12) Graphical methods in statistics (62A09)

Abstract: A maximum likelihood based model selection of discrete Bayesian networks is considered. The model selection is performed through scoring function $S$, which, for a given network $G$ and $n$-sample $D_n$, is defined to be the maximum log-likelihood $l$ minus a penalization term $lambd{a}_{n}h$ proportional to network complexity $h(G)$, ${\displaystyle }$ S(G|D_n) = l(G|D_n) - lambda_n h(G). ${\displaystyle }$ The data is allowed to have missing values at random that has prompted, to improve the efficiency of estimation, a replacement of the standard log-likelihood with the sum of sample average node log-likelihoods. The latter avoids the exclusion of most partially missing data records and allows the comparison of models fitted to different samples. Provided that a discrete Bayesian network is identifiable for a given missing data distribution, we show that if the sequence $lambd{a}_n$ converges to zero at a slower rate than $n^{-1/2}$ then the estimation is consistent. Moreover, we establish that BIC model selection ($lambd{a}_n=0.5log(n)/n$) applied to the node-average log-likelihood is in general not consistent. This is in contrast to the complete data case where BIC is known to be consistent. The conclusions are confirmed by numerical examples.

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Cited in

(9)

• Greedy structure learning from data that contain systematic missing values
• Bayesian Selection of Decomposable Models With Incomplete Data
• Bayesian network models for incomplete and dynamic data
• Being Bayesian about learning Gaussian Bayesian networks from incomplete data
• Normative selection of Bayesian networks
• Testing for causal effect for binary data when propensity scores are estimated through Bayesian networks
• Learning Bayesian networks from incomplete data with the node-average likelihood
• scientific article; zbMATH DE number 5957252 (Why is no real title available?)
• Strong limit theorems for the Bayesian scoring criterion in Bayesian networks

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