Multivariate Bernoulli distribution

DOI10.3150/12-BEJSP10zbMATH Open1440.62227arXiv1206.1874OpenAlexW3106158933MaRDI QIDQ373541FDOQ373541

Authors: Bin Dai, Shilin Ding, Grace Wahba 

Publication date: 17 October 2013

Published in: Bernoulli (Search for Journal in Brave)

Abstract: In this paper, we consider the multivariate Bernoulli distribution as a model to estimate the structure of graphs with binary nodes. This distribution is discussed in the framework of the exponential family, and its statistical properties regarding independence of the nodes are demonstrated. Importantly the model can estimate not only the main effects and pairwise interactions among the nodes but also is capable of modeling higher order interactions, allowing for the existence of complex clique effects. We compare the multivariate Bernoulli model with existing graphical inference models - the Ising model and the multivariate Gaussian model, where only the pairwise interactions are considered. On the other hand, the multivariate Bernoulli distribution has an interesting property in that independence and uncorrelatedness of the component random variables are equivalent. Both the marginal and conditional distributions of a subset of variables in the multivariate Bernoulli distribution still follow the multivariate Bernoulli distribution. Furthermore, the multivariate Bernoulli logistic model is developed under generalized linear model theory by utilizing the canonical link function in order to include covariate information on the nodes, edges and cliques. We also consider variable selection techniques such as LASSO in the logistic model to impose sparsity structure on the graph. Finally, we discuss extending the smoothing spline ANOVA approach to the multivariate Bernoulli logistic model to enable estimation of non-linear effects of the predictor variables.

Full work available at URL: https://arxiv.org/abs/1206.1874

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zbMATH Keywords

Lassogeneralized linear modelsBernoulli distributionsmoothing spline

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Estimation in multivariate analysis (62H12) Probabilistic graphical models (62H22) Generalized linear models (logistic models) (62J12)

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Cited In (24)

• Some representations of the multivariate Bernoulli and binomial distributions
• Stochastic programs with binary distributions: structural properties of scenario trees and algorithms
• On the bias and variance of odds ratio, relative risk and false discovery proportion
• Generalized binary vector autoregressive processes
• On finite-population Bayesian inferences for 2^K factorial designs with binary outcomes
• Computational and analytical bounds for multivariate Bernoulli distributions
• The nonlinear structure of linkage disequilibrium
• Probabilistic forecasting of wind power ramp events using autoregressive logit models
• High dimensional Bernoulli distributions: algebraic representation and applications
• Estimating high-dimensional covariance and precision matrices under general missing dependence
• A MANOVA test for multivariate lognormal observations with a spike at zero, with application to ecological niches of South Africa
• Sufficient dimension reduction and prediction in regression: asymptotic results
• Bayesian geostatistical modeling for discrete-valued processes
• A model-based approach for clustering of multivariate semicontinuous data with application to dietary pattern analysis and intervention
• Confidence intervals of prediction accuracy measures for multivariable prediction models based on the bootstrap-based optimism correction methods
• A two-species occupancy model with a continuous-time detection process reveals spatial and temporal interactions
• Generalized mixed \(\delta\)-shock models with random interarrival times and magnitude of shocks
• Learning binary undirected graph in low dimensional regime
• Bayesian information criterion approximations to Bayes factors for univariate and multivariate logistic regression models
• Bernoulli vector autoregressive model
• On Construction and Estimation of Stationary Mixture Transition Distribution Models
• A portmanteau test for the iid hypothesis
• A trivariate Bernoulli regression model
• Minimax-regret sample design in anticipation of missing data, with application to panel data

Uses Software

• gss
• glmnet

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