Building hyper Dirichlet processes for graphical models

DOI10.1214/08-EJS269zbMATH Open1326.62012arXiv0807.3410MaRDI QIDQ1951978FDOQ1951978

Authors: Daniel Heinz 

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Abstract: Graphical models are used to describe the conditional independence relations in multivariate data. They have been used for a variety of problems, including log-linear models (Liu and Massam, 2006), network analysis (Holland and Leinhardt, 1981; Strauss and Ikeda, 1990; Wasserman and Pattison, 1996; Pattison and Wasserman, 1999; Robins et al., 1999);, graphical Gaussian models (Roverato and Whittaker, 1998; Giudici and Green, 1999; Marrelec and Benali, 2006), and genetics (Dobra et al., 2004). A distribution that satisfies the conditional independence structure of a graph is Markov. A graphical model is a family of distributions that is restricted to be Markov with respect to a certain graph. In a Bayesian problem, one may specify a prior over the graphical model. Such a prior is called a hyper Markov law if the random marginals also satisfy the independence constraints. Previous work in this area includes (Dempster, 1972; Dawid and Lauritzen, 1993; Giudici and Green, 1999; Letac and Massam, 2007). We explore graphical models based on a non-parametric family of distributions, developed from Dirichlet processes.

Full work available at URL: https://arxiv.org/abs/0807.3410

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zbMATH Keywords

covariance selectionnonparametric priorhyper Markov lawdecomposable graphical distributionstick-breaking measure

Mathematics Subject Classification ID

Graphical methods in statistics (62A09) Nonparametric inference (62G99) Stochastic processes (60G99)

Cites Work

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Cited In (6)

• Hierarchical normalized completely random measures for robust graphical modeling
• On the prior and posterior distributions used in graphical modelling
• The hyper-Dirichlet process and its discrete approximations: The butterfly model
• Hyper Markov laws for correlation matrices
• Global prior distributions for the analysis of discrete graphical models
• Sparse covariance estimation in heterogeneous samples

Uses Software

• HdBCS

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