Introduction to graphical modelling.
The author significantly improved, updated, and extended the contents of the first edition of this book from 1995, see the review Zbl 0856.62004. Two new chapters are included: Chapter 7 describes the use of various types of directed graphs, and Chapter 8 surveys the field of causal inference, with particular reference to graphical modelling. Also, the treatment of mean linearity and CG-regression has been expanded, the description of MIM was updated, and an appendix describing various estimation algorithms has been added. Briefly, about the contents of the book: the emphasis falls on model structure, more precisely, on conditional independence structures. Various families of models that can be specified in terms of pairwise conditional independence are examined. Using the equivalence between pairwise and global Markov properties, the structure of such models is easily represented as independence graphs. Chapter 2 describes the family of loglinear models for discrete data. For loglinear models, the pairwise conditional independences are equivalent to zero two-factor interactions. The chapter focuses on the aspects relevant to graphical modelling. Chapter 3 describes the treatment of graphical Gaussian models for continuous data. In this case, the pairwise conditional independences correspond to zero partial correlations, and these models are linked to other multivariate normal models such as multivariate regression and recursive equation models. Chapter 4 constitutes the core of this book, exposing the models for mixed discrete and continuous data, models obtained from the combination of those included in chapters 2 and 3. A central question, that is important to model interpretation, refers to the situation when complex models with many variables can be broken down into a sequence of simpler models with fewer variables. Other topics examined here are related to conditional models, CG-regression models, and the use of the models in connection with latent variables (or missing data) and discriminant analysis. Chapter 5 surveys hypothesis testing for mixed models. There are described asymptotic likelihood ratio tests (requiring large samples), F-tests (that are valid for small samples), and exact conditional tests (which are valid under relaxed distributional assumptions). Chapter 6 exposes methods for model selection and criticism. It is important to assess the selected models critically, and various techniques to do this are included. The (new) Chapter 7 considers graphs with directed edges and associated models. Particularly useful in many applications proved to be chain graphs. Other types of examined graphs include local independence graphs, reciprocal graphs, and covariance graphs. The (new) Chapter 8 attempts to address the question of interpreting graphical models in terms of causal inference. Two competing statistical accounts of causality are described and compared, the key concepts involved being those of confounding and randomization. The examples worked within the book are using the graphical modelling system MIM 3.1 and Windows, a program (language) whose instructions are described in Appendices A and B, and which can be downloaded from the MIM Web Site at www.hypergraph.dk. Appendix C provides results on symmetry tests, while Appendix D exposes some estimation algorithms.
- Bayesian model determination for multivariate ordinal and binary data
- A refinement of the common cause principle
- Testing coefficients of AR and bilinear time series models by a graphical approach
- Estimation of high-dimensional graphical models using regularized score matching
- A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
- Bayesian propagation of record linkage uncertainty into population size estimation of human rights violations
- Recent developments in high dimensional covariance estimation and its related issues, a review
- Modelling discrete longitudinal data using acyclic probabilistic finite automata
- Faithfulness and learning hypergraphs from discrete distributions
- Conditional independence graph for nonlinear time series and its application to international financial markets
- Local structure recovery of chain graphs after marginalization
- An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation
- Sequences of regressions and their independences
- Implications of faithfulness in graphical models
- A Bartlett-type correction for likelihood ratio tests with application to testing equality of Gaussian graphical models
- Identifiability of Gaussian linear structural equation models with homogeneous and heterogeneous error variances
- Detection of hubs in complex networks by the Laplacian matrix
- Sparse directed acyclic graphs incorporating the covariates
- Relaxing the assumptions of knockoffs by conditioning
- Reconstruction of a directed acyclic graph with intervention
- Review on statistical methods for gene network reconstruction using expression data
- Network exploration via the adaptive LASSO and SCAD penalties
- A nonparametric test for block-diagonal covariance structure in high dimension and small samples
- Loss function, unbiasedness, and optimality of Gaussian graphical model selection
- Selecting the tuning parameter in penalized Gaussian graphical models
- Model-based clustering with sparse covariance matrices
- Inferring gene-gene interactions and functional modules using sparse canonical correlation analysis
- \textit{Graph\_sampler}: a simple tool for fully Bayesian analyses of DAG-models
- Robust sparse Gaussian graphical modeling
- Structure learning of sparse directed acyclic graphs incorporating the scale-free property
- Wishart distributions for decomposable covariance graph models
- Robust concentration graph model selection
- An estimation of distribution algorithm for nurse scheduling
- A SINful approach to Gaussian graphical model selection
- Robust Gaussian graphical modeling
- High-dimensional graphs and variable selection with the Lasso
- Power of edge exclusion tests for graphical log-linear models
- Bayesian inference for graphical factor analysis models
- Decomposition of two classes of structural models
- Log-multiplicative association models as item response models
- On the impact of contaminations in graphical Gaussian models
- Bayesian analysis of nonparanormal graphical models using rank-likelihood
- Graphical models for event history analysis based on local independence
- A Characterization of the Log-Density Smoothing Spline ANOVA Model
- Learning Oncogenic Pathways from Binary Genomic Instability Data
- Identification of consistent functional genetic modules
- Graphical models with R.
- scientific article; zbMATH DE number 992990 (Why is no real title available?)
- Palindromic Bernoulli distributions
- Bayesian network structure learning with permutation tests
- scientific article; zbMATH DE number 4211299 (Why is no real title available?)
- On Block Ordering of Variables in Graphical Modelling
- Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property
- A Multiple-Record Systems Estimation Method that Takes Observed and Unobserved Heterogeneity into Account
- Binary Models for Marginal Independence
- Parameterizations and Fitting of Bi‐directed Graph Models to Categorical Data
- A localization approach to improve iterative proportional scaling in Gaussian graphical models
- Graphical Models for Marked Point Processes Based on Local Independence
- A computational algebraic-geometry method for conditional-independence inference
- MIM
- scientific article; zbMATH DE number 4126504 (Why is no real title available?)
- scientific article; zbMATH DE number 1264885 (Why is no real title available?)
- scientific article; zbMATH DE number 1275839 (Why is no real title available?)
- Reference priors for linear models with general covariance structures
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- Graphical modelling of multivariate time series
- The log-linear group-lasso estimator and its asymptotic properties
- Labelled Graphical Models
- Nonparametric Bayes inference for concave distribution functions
- Multiple testing and error control in Gaussian graphical model selection
- scientific article; zbMATH DE number 6982922 (Why is no real title available?)
- On semiparametric exponential family graphical models
- Collapsibility of Graphical CG-Regression Models
- Joint Response Graphs and Separation Induced by Triangular Systems
- scientific article; zbMATH DE number 768006 (Why is no real title available?)
- Context-specific graphical models for discrete longitudinal data
- Atmospheric CO₂ and global temperatures: the strength and nature of their dependence
- Uniformly most powerful unbiased test for conditional independence in Gaussian graphical model
- A note on faithfulness and total positivity
- HIGH-ORDER CONDITIONAL DISTANCE COVARIANCE WITH CONDITIONAL MUTUAL INDEPENDENCE
- Structured learning of time-varying networks with application to \(\mathrm{PM}_{2.5}\) data
- Testing diagonality of high-dimensional covariance matrix under non-normality
- AMP chain graphs: minimal separators and structure learning algorithms
- The uncertainty of a selected graphical model
- Gaussian Markov random field spatial models in GAMLSS
- Identifying modularity structure of a genetic network in gene expression profile data
- Effectiveness of combinations of Gaussian graphical models for model building
- A computationally fast alternative to cross-validation in penalized Gaussian graphical models
- Nonparametric graphical models
- Graphical chain models for the analysis of complex genetic diseases: an application to hypertension
- Alternating Direction Methods for Latent Variable Gaussian Graphical Model Selection
- Empirical comparison study of approximate methods for structure selection in binary graphical models
- Graphical Models with R. S.Højsgaard, D.Edwards, and S.Lauritzen (2012). Berlin: Springer. 182 pages, ISBN: 978‐1‐4614‐2298‐3.
- Graphical Models for Composable Finite Markov Processes
- A Unified Approach to the Characterization of Equivalence Classes of DAGs, Chain Graphs with no Flags and Chain Graphs
- Structure learning of contextual Markov networks using marginal pseudo-likelihood
- A focused information criterion for graphical models
- A skew Gaussian decomposable graphical model
- Estimation of nonparanormal graphical models based on ranked set sampling (RSS)
- Determining full conditional independence by low-order conditioning
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