On graphical models and convex geometry
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Publication:6096656
DOI10.1016/J.CSDA.2023.107800arXiv2106.14255OpenAlexW3173804270MaRDI QIDQ6096656FDOQ6096656
Authors: Haim Y. Bar, Martin T. Wells 
Publication date: 15 September 2023
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Abstract: We introduce a mixture-model of beta distributions to identify significant correlations among predictors when is large. The method relies on theorems in convex geometry, which we use to show how to control the error rate of edge detection in graphical models. Our `betaMix' method does not require any assumptions about the network structure, nor does it assume that the network is sparse. The results in this article hold for a wide class of data generating distributions that include light-tailed and heavy-tailed spherically symmetric distributions.
Full work available at URL: https://arxiv.org/abs/2106.14255
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high-dimensional inferencegraphical modelsGrassmann manifoldphase transitionconvex geometrynetwork modelsquasi-orthogonalitytwo-group modelexpectation maximization (EM) algorithmcorrelation matrix estimation
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