Parsimonious graphical dependence models constructed from vines

DOI10.1002/CJS.11481MaRDI QIDQ4960932zbMATH OpenOpenAlexFDO

Authors Harry Joe

Publication date 24 April 2020

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/cjs.11481

zbMATH Keywords

Bayesian networkcopulafactor modelinverse correlation matrixlatent variablesMarkov treemixture of conditional distributionsparsimonious dependence

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Probabilistic graphical models (62H22)

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(7)

• Parsimonious parameterization of correlation matrices using truncated vines and factor analysis
• Vines -- a new graphical model for dependent random variables.
• Approximate likelihood with proxy variables for parameter estimation in high-dimensional factor copula models
• Probability density decomposition for conditionally dependent random variables modeled by vines
• High-dimensional factor copula models with estimation of latent variables
• Factor tree copula models for item response data
• FactorCopulaModel

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