Penalized estimation of directed acyclic graphs from discrete data
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Publication:139756
DOI10.48550/ARXIV.1403.2310zbMATH Open1430.62018arXiv1403.2310OpenAlexW3104592923MaRDI QIDQ139756FDOQ139756
Authors: Jiaying Gu, Fei Fu, Qing Zhou, Jiaying Gu, Fei Fu, Qing Zhou 
Publication date: 10 March 2014
Published in: Statistics and Computing (Search for Journal in Brave)
Abstract: Bayesian networks, with structure given by a directed acyclic graph (DAG), are a popular class of graphical models. However, learning Bayesian networks from discrete or categorical data is particularly challenging, due to the large parameter space and the difficulty in searching for a sparse structure. In this article, we develop a maximum penalized likelihood method to tackle this problem. Instead of the commonly used multinomial distribution, we model the conditional distribution of a node given its parents by multi-logit regression, in which an edge is parameterized by a set of coefficient vectors with dummy variables encoding the levels of a node. To obtain a sparse DAG, a group norm penalty is employed, and a blockwise coordinate descent algorithm is developed to maximize the penalized likelihood subject to the acyclicity constraint of a DAG. When interventional data are available, our method constructs a causal network, in which a directed edge represents a causal relation. We apply our method to various simulated and real data sets. The results show that our method is very competitive, compared to many existing methods, in DAG estimation from both interventional and high-dimensional observational data.
Full work available at URL: https://arxiv.org/abs/1403.2310
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structure learningcoordinate descentdiscrete Bayesian networkgroup norm penaltymulti-logit regression
Computational methods for problems pertaining to statistics (62-08) Applications of graph theory (05C90) Graphical methods in statistics (62A09)
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Cited In (13)
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- Model selection and local geometry
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- Concave penalized estimation of sparse Gaussian Bayesian networks
- Partitioned hybrid learning of Bayesian network structures
- Estimation of sparse directed acyclic graphs for multivariate counts data
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- Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs
- \(\ell_{0}\)-penalized maximum likelihood for sparse directed acyclic graphs
- Structure learning of sparse directed acyclic graphs incorporating the scale-free property
- Inferring large graphs using \(\ell_1\)-penalized likelihood
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