Mixed graphical models with missing data and the partial imputation EM algorithm

DOI10.1111/1467-9469.00199MaRDI QIDQ2742758zbMATH OpenOpenAlexFDO

Authors Zhi Geng, Kang Wan, Feng Tao

Publication date 23 September 2001

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

Full work available at URL https://doi.org/10.1111/1467-9469.00199

zbMATH Keywords

conditional Gaussian distributionsdecompositionsgraphical modelsmaximum likelihood estimatesmissing data

Mathematics Subject Classification ID

Applications of graph theory (05C90) Distribution theory (60E99) Graphical methods in statistics (62A09)

Review text

The following model is considered. Let \(G =(V, E)\) denote a graph, where \(E\) is the set of edges, \(V\) the set of vertices, and \(V\) is partitioned as \(V = \Delta \cup \Gamma\) into a dot set \(\Delta\) and a circle set \(F.\) A dot denotes a discrete variable and a circle denotes a continuous variable. Thus the random variables are \(X_V = (X_v)_{v\in V}.\) The absence of an edge between a pair of vertices means that the corresponding variable pair is independent conditionally on the other variables which is the pairwise Markov property with respect to \(G.\) The authors use a set of hyperedges to represent an observed data pattern. A normal graph represents a graphical model and a hypergraph represents an observed data pattern.NEWLINENEWLINENEWLINEIn terms of mixed graphs the decomposition of mixed graphical models with incomplete date is discussed. The authors present a partial imputation method which can be used in the EM algorithm and the Gibbs sampler to speed up their convergence. For a given mixed graphical model and an observed data pattern a large graph decomposes into several small ones so that the original likelihood can be factorized into a product of likelihoods with distinct parameters for small graphs. For the case where a graph cannot be decomposed due to its observed data pattern the authors impute missing data partially such that the graph can be decomposed.

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(11)

• Accelerating the convergence of the EM algorithm using the vector algorithm
• On improved EM algorithm and confidence interval construction for incomplete r c tables
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• Grouped Dirichlet distribution: A new tool for incomplete categorical data analysis
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