Discrete chain graph models

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Publication:605020

DOI10.3150/08-BEJ172zbMATH Open1452.62348arXiv0909.0843OpenAlexW3106392352WikidataQ57566427 ScholiaQ57566427MaRDI QIDQ605020FDOQ605020


Authors: Mathias Drton Edit this on Wikidata


Publication date: 12 November 2010

Published in: Bernoulli (Search for Journal in Brave)

Abstract: The statistical literature discusses different types of Markov properties for chain graphs that lead to four possible classes of chain graph Markov models. The different models are rather well understood when the observations are continuous and multivariate normal, and it is also known that one model class, referred to as models of LWF (Lauritzen--Wermuth--Frydenberg) or block concentration type, yields discrete models for categorical data that are smooth. This paper considers the structural properties of the discrete models based on the three alternative Markov properties. It is shown by example that two of the alternative Markov properties can lead to non-smooth models. The remaining model class, which can be viewed as a discrete version of multivariate regressions, is proven to comprise only smooth models. The proof employs a simple change of coordinates that also reveals that the model's likelihood function is unimodal if the chain components of the graph are complete sets.


Full work available at URL: https://arxiv.org/abs/0909.0843




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