Total positivity in exponential families with application to binary variables
From MaRDI portal
Publication:820806
Abstract: We study exponential families of distributions that are multivariate totally positive of order 2 (MTP2), show that these are convex exponential families, and derive conditions for existence of the MLE. Quadratic exponential familes of MTP2 distributions contain attractive Gaussian graphical models and ferromagnetic Ising models as special examples. We show that these are defined by intersecting the space of canonical parameters with a polyhedral cone whose faces correspond to conditional independence relations. Hence MTP2 serves as an implicit regularizer for quadratic exponential families and leads to sparsity in the estimated graphical model. We prove that the maximum likelihood estimator (MLE) in an MTP2 binary exponential family exists if and only if both of the sign patterns and are represented in the sample for every pair of variables; in particular, this implies that the MLE may exist with observations, in stark contrast to unrestricted binary exponential families where observations are required. Finally, we provide a novel and globally convergent algorithm for computing the MLE for MTP2 Ising models similar to iterative proportional scaling and apply it to the analysis of data from two psychological disorders.
Recommendations
- Total positivity properties of the bivariate diagonal natural exponential families
- Positive Dependence of a Class of Multivariate Exponential Distributions
- On a generalization of the positive exponential family of distributions and the estimation of reliability characteristics
- Exponential Families in Theory and Practice
- On empirical Bayes tests in a positive exponential family
- Estimation of P(X>Y) for the Positive Exponential Family of Distributions
- Modeling and Inference for Multivariate Binary Data with Positive Dependence
Cites work
- A general central limit theorem for FKG systems
- A likelihood ratio test for \(\text{MTP}_ 2\) within binary variables.
- A recursive algorithm for Markov random fields
- Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
- Correlation inequalities on some partially ordered sets
- Covariance selection and multivariate dependence
- Discrete Gaussian distributions via theta functions
- Estimation of positive definite M-matrices and structure learning for attractive Gaussian Markov random fields
- Exact sampling with coupled Markov chains and applications to statistical mechanics
- Geometry of log-concave density estimation
- High-dimensional Gaussian graphical model selection: walk summability and local separation criterion
- scientific article; zbMATH DE number 5957391 (Why is no real title available?)
- scientific article; zbMATH DE number 3513115 (Why is no real title available?)
- scientific article; zbMATH DE number 3602484 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- scientific article; zbMATH DE number 2150792 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- Learning with submodular functions: a convex optimization perspective
- Maximum likelihood estimation in Gaussian models under total positivity
- Maximum likelihood estimation of the latent class model through model boundary decomposition
- On the effective implementation of the iterative proportional fitting procedure
- On the toric algebra of graphical models
- Palindromic Bernoulli distributions
- Probabilistic Networks and Expert Systems
- Some notions of multivariate positive dependence
- Tensors of nonnegative rank two
- Total positivity in Markov structures
Cited in
(8)- A likelihood ratio test for \(\text{MTP}_ 2\) within binary variables.
- Total positivity properties of the bivariate diagonal natural exponential families
- Total positivity in Markov structures
- Some aspects of non-standard multivariate analysis
- Locally associated graphical models and mixed convex exponential families
- Dependence in elliptical partial correlation graphs
- Algebraic structures in statistical methodology. Abstracts from the workshop held December 4--10, 2022
- Total positivity in multivariate extremes
This page was built for publication: Total positivity in exponential families with application to binary variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q820806)
