Parameter priors for directed acyclic graphical models and the characterization of several probability distributions

DOI10.1214/AOS/1035844981MaRDI QIDQ79791zbMATH OpenOpenAlexFDO

Authors Dan Geiger, David Heckerman, Dan Geiger, David Heckerman

Publication date 1 October 2002

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

Full work available at URL https://arxiv.org/abs/2105.03248

zbMATH Keywords

Bayesian networkdirected acyclic graphical modelDirichlet distributionGaussian DAG modellearninglinear regression modelnormal distributionWishart distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Applications of graph theory (05C90) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Directed graphs (digraphs), tournaments (05C20) Functional equations and inequalities (39B99) Bayesian problems; characterization of Bayes procedures (62C10)

Abstract: We develop simple methods for constructing parameter priors for model choice among Directed Acyclic Graphical (DAG) models. In particular, we introduce several assumptions that permit the construction of parameter priors for a large number of DAG models from a small set of assessments. We then present a method for directly computing the marginal likelihood of every DAG model given a random sample with no missing observations. We apply this methodology to Gaussian DAG models which consist of a recursive set of linear regression models. We show that the only parameter prior for complete Gaussian DAG models that satisfies our assumptions is the normal-Wishart distribution. Our analysis is based on the following new characterization of the Wishart distribution: let $W$ be an $nimesn$, $nge3$, positive-definite symmetric matrix of random variables and $f(W)$ be a pdf of $W$. Then, f$(W)$ is a Wishart distribution if and only if $W_{11}-W_{12}{W}_{22}^{-1}W{\text{'}}_{12}$ is independent of $W_{12},W_{22}$ for every block partitioning $W_{11},W_{12},W{\text{'}}_{12},W_{22}$ of $W$. Similar characterizations of the normal and normal-Wishart distributions are provided as well.

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Cited in

(58)

• Continuity approximation in hybrid Bayesian networks structure learning
• High-dimensional covariance estimation for Gaussian directed acyclic graph models with given order
• Being Bayesian about learning Bayesian networks from ordinal data
• Bayesian sample size determination for causal discovery
• Bayesian learning of multiple directed networks from observational data
• Bayesian graphical modeling for heterogeneous causal effects
• Addendum on the scoring of Gaussian directed acyclic graphical models
• Wishart distributions for decomposable covariance graph models
• The use of unlabeled data in predictive modeling
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• Posterior graph selection and estimation consistency for high-dimensional Bayesian DAG models
• Bayesian Model Selection of Gaussian Directed Acyclic Graph Structures
• A review of Gaussian Markov models for conditional independence
• On the exact and approximate distributions of the product of a Wishart matrix with a normal vector
• Sensitivity to hyperprior parameters in Gaussian Bayesian networks
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• NetVIX -- a network volatility index of financial markets
• On the robustness of Bayesian networks to learning from non-conjugate sampling
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• Estimating Bayesian networks for high-dimensional data with complex mean structure and random effects
• Being Bayesian about learning Gaussian Bayesian networks from incomplete data
• On the invariance of conditioning procedures for the specification of prior distributions for nested DAG models
• Objective Bayesian search of Gaussian directed acyclic graphical models for ordered variables with non-local priors
• Modeling risk contagion in the Italian zonal electricity market
• A characterization of the bivariate Wishart distribution
• Causal structure learning: a combinatorial perspective
• Objective Bayes model selection of Gaussian interventional essential graphs for the identification of signaling pathways
• Wishart distributions for decomposable graphs
• Hyper Inverse Wishart Distribution for Non-decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models
• Efficient Sampling and Structure Learning of Bayesian Networks
• Bayesian approaches for large biological networks
• Model averaging for sparse seemingly unrelated regression using Bayesian networks among the errors
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• Discovering causal graphs with cycles and latent confounders: an exact branch-and-bound approach
• Sparse graphical models for exploring gene expression data
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• A loss‐based prior for Gaussian graphical models
• Distribution of the product of a singular Wishart matrix and a normal vector
• Parameter priors for directed acyclic graphical models and the characterization of several probability distributions
• BiDAG
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• Bayesian graphical models for modern biological applications
• Compatible priors for model selection of high-dimensional Gaussian DAGs
• Parametrizations and reference priors for multinomial decomposable graphical models
• More on connections between Wishart and matrix GIG distributions
• Structural learning and estimation of joint causal effects among network-dependent variables
• Kshirsagar-Tan independence property of beta matrices and related characterizations

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