2020/08/11 by Steffen L. Lauritzen, Lauritzen, Steffen, Piotr Zwiernik +1 · 3 citations
Computer Science · Decision Sciences · Mathematics · #62H05 #62H12 #62H22 #Bayesian Modeling and Causal Inference #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Multi-Criteria Decision Making #Statistical Methods and Inference #Statistics Theory (math.ST)
paper · pdf · doi:10.48550/arxiv.2008.04688
openalex publication_date 2020/08/11 · openalex created_date 2022/07/26 · openalex updated_date 2026/07/28
The notion of multivariate total positivity has proved to be useful in finance and psychology but may be too restrictive in other applications. In this paper we propose a concept of local association, where highly connected components in a graphical model are positively associated and study its properties. Our main motivation comes from gene expression data, where graphical models have become a popular exploratory tool. The models are instances of what we term mixed convex exponential families and we show that a mixed dual likelihood estimator has simple exact properties for such families as well as asymptotic properties similar to the maximum likelihood estimator. We further relax the positivity assumption by penalizing negative partial correlations in what we term the positive graphical lasso. Finally, we develop a GOLAZO algorithm based on block-coordinate descent that applies to a number of optimization procedures that arise in the context of graphical models, including the estimation problems described above. We derive results on existence of the optimum for such problems.