On graphical models and convex geometry

DOI10.1016/J.CSDA.2023.107800MaRDI QIDQ6096656zbMATH OpenOpenAlexFDO

Authors Haim Y. Bar, Martin T. Wells

Publication date 15 September 2023

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2106.14255

zbMATH Keywords

convex geometrycorrelation matrix estimationexpectation maximization (EM) algorithmgraphical modelsGrassmann manifoldhigh-dimensional inferencenetwork modelsphase transitionquasi-orthogonalitytwo-group model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Abstract: We introduce a mixture-model of beta distributions to identify significant correlations among $P$ predictors when $P$ is large. The method relies on theorems in convex geometry, which we use to show how to control the error rate of edge detection in graphical models. Our `betaMix' method does not require any assumptions about the network structure, nor does it assume that the network is sparse. The results in this article hold for a wide class of data generating distributions that include light-tailed and heavy-tailed spherically symmetric distributions.

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Cited in

(5)

• Convex models of high dimensional discrete data
• Remarks on Laplacian of graphical models in various graphs
• Algebraic geometry of Bayesian networks
• Axiomatic Geometry of Conditional Models
• scientific article; zbMATH DE number 2189929 (Why is no real title available?)

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