A new algorithm for the maximum likelihood estimation of graphical log-linear models
A \(p\)-dimensional contingency table \(\Omega\) formed by the variables \(V=\{V_{1},\ldots, V_{p}\}\) is the Cartesian product of the sets of indices of the variables in \(V\). A log-linear model \(LL(\Gamma)\) is defined by a class \(\Gamma\) of subsets of \(V\) and it is assumed that \(P(\omega)=\prod_{\gamma\in\Gamma}g_{\gamma}(\omega_{\gamma})\), where \(g_{\gamma}:\Omega_{\gamma}\to R,\;\omega_{\gamma}\in\Omega_{\gamma}\), is a marginal cell of the marginal table defined by the subset of variables \(V_{\gamma},\;\gamma\in\Gamma\). A class \(\Gamma\) which does not contain comparable subsets is called a generating class. A generating class \(\Gamma\) or log-linear model \(LL(\Gamma)\) generated by \(\Gamma\) is called graphical if there are no subsets \(W\subset V\) for which \(| W|\geq 3\) and every \(W'\subset W\) with \(| W'|=| W|-1\) is a generator. Let the first order interaction graph of \(\Gamma\) be denoted by \(G(\Gamma)\). The author proves the following result: Let \(\Gamma\) be a graphical generating class. A distribution \(P\) belongs to \(LL(\Gamma)\) if and only if for every maximal complete subgraph \(W\) of \(\bar G(\Gamma)\) the joint conditional distribution of the variables in \(W\), given all other variables, is independent on \(P\). Then an algorithm to compute maximum likelihood estimates under graphical log-linear models is proposed and a proof of convergence is given.
- scientific article; zbMATH DE number 4211299
- Multigraph representations of hierarchical loglinear models
- scientific article; zbMATH DE number 3984350
- Maximum likelihood estimation in log-linear models
- Maximum Likelihood Methods for Log-Linear Models When Expected Frequencies are Subjected to Linear Constraints
- Bayesian graphical model determination using decision theory
- Polyhedral conditions for the nonexistence of the MLE for hierarchical log-linear models
- On the toric algebra of graphical models
- Graphical and Recursive Models for Contingency Tables
- Context-specific independence in graphical log-linear models
- New Algorithms for Evaluating the Log-Likelihood Function Derivatives in the AI-REML Method
- scientific article; zbMATH DE number 3949516 (Why is no real title available?)
- Markov Graphs
- Algorithm 762: LLDRLF, log-likelihood and some derivatives for log-F models
- The admissibility of the maximum likelihood estimator for decomposable log-linear interaction models for contingency tables
- CANONICAL REPRESENTATION OF LOG-LINEAR MODELS
- Linear Response Algorithms for Approximate Inference in Graphical Models
- Context-specific and local independence in Markovian dependence structures
- Computing maximum likelihood estimates for Gaussian graphical models with Macaulay2
- A class of statistical models to weaken independence in two-way contingency tables
- Log-linear modeling using conditional log-linear structures
- Conditional log-linear structures for log-linear modelling
This page was built for publication: A new algorithm for the maximum likelihood estimation of graphical log-linear models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1297879)
