Total positivity in Markov structures

DOI10.1214/16-AOS1478zbMATH Open1414.60010arXiv1510.01290WikidataQ57394002 ScholiaQ57394002MaRDI QIDQ2012931FDOQ2012931

Authors: Kayvan Sadeghi, Caroline Uhler, Nanny Wermuth, Piotr Zwiernik, Shaun M. Fallat, Steffen Lauritzen 

Publication date: 3 August 2017

Published in: The Annals of Statistics (Search for Journal in Brave)

Abstract: We discuss properties of distributions that are multivariate totally positive of order two (MTP2) related to conditional independence. In particular, we show that any independence model generated by an MTP2 distribution is a compositional semigraphoid which is upward-stable and singleton-transitive. In addition, we prove that any MTP2 distribution satisfying an appropriate support condition is faithful to its concentration graph. Finally, we analyze factorization properties of MTP2 distributions and discuss ways of constructing MTP2 distributions; in particular we give conditions on the log-linear parameters of a discrete distribution which ensure MTP2 and characterize conditional Gaussian distributions which satisfy MTP2.

Full work available at URL: https://arxiv.org/abs/1510.01290

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zbMATH Keywords

associationgraphical modelsconcentration graphpositive dependenceMarkov propertyfaithfulnessconditional Gaussian distributionlog-linear interactions

Mathematics Subject Classification ID

Multivariate analysis (62H99) Inequalities; stochastic orderings (60E15) Positive matrices and their generalizations; cones of matrices (15B48)

Cited In (28)

• Total positivity in exponential families with application to binary variables
• Model-preserving sensitivity analysis for families of Gaussian distributions
• Total positivity in multivariate extremes
• Dependence in elliptical partial correlation graphs
• Game-theoretic derivation of upper hedging prices of multivariate contingent claims and submodularity
• Positive Dependence and Weak Convergence
• Faithfulness of probability distributions and graphs
• Stochastic ordering in multivariate extremes
• Total Positivity of Markov Chains and the Failure Rate Character of Some First Passage Times
• The geometry of gaussoids
• Variational analysis of constrained M-estimators
• Palindromic Bernoulli distributions
• A total positivity property of the Marchenko-Pastur Law
• The combinatorics of hopping particles and positivity in Markov chains
• Maximum likelihood estimation in Gaussian models under total positivity
• Supermodular and directionally convex comparison results for general factor models
• A multitest procedure for testing MTP2 for Gaussian distributions
• Learning graph Laplacian with MCP
• Convolutions of totally positive distributions with applications to kernel density estimation
• Mean residual life processes and associated submartingales
• Bimonotone subdivisions of point configurations in the plane
• A note on faithfulness and total positivity
• Locally associated graphical models and mixed convex exponential families
• Coordinate-wise transformation of probability distributions to achieve a Stein-type identity
• Gaussian Markov random fields and totally positive matrices
• Explicit, identical maximum likelihood estimates for some cyclic Gaussian and cyclic Ising models
• A generalization of multivariate total positivity of order two with an application to a Bayesian learning procedure
• Estimation of Monge matrices

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