[BUCH][B] Introduction to graphical modelling
D Edwards - 2000 - books.google.com
Graphic modelling is a form of multivariate analysis that uses graphs to represent models.
These graphs display the structure of dependencies, both associational and causal …
These graphs display the structure of dependencies, both associational and causal …
Ancestral graph Markov models
This paper introduces a class of graphical independence models that is closed under
marginalization and conditioning but that contains all DAG independence models. This class …
marginalization and conditioning but that contains all DAG independence models. This class …
[BUCH][B] Multivariate dependencies: Models, analysis and interpretation
DR Cox, N Wermuth - 2014 - taylorfrancis.com
Large observational studies involving research questions that require the measurement of
several features on each individual arise in many fields including the social and medical …
several features on each individual arise in many fields including the social and medical …
Markov properties for acyclic directed mixed graphs
T Richardson - Scandinavian Journal of Statistics, 2003 - Wiley Online Library
We consider acyclic directed mixed graphs, in which directed edges (x→ y) and bi‐directed
edges (x↔ y) may occur. A simple extension of Pearl's d‐separation criterion, called m …
edges (x↔ y) may occur. A simple extension of Pearl's d‐separation criterion, called m …
Model selection for Gaussian concentration graphs
M Drton, MD Perlman - Biometrika, 2004 - academic.oup.com
A multivariate Gaussian graphical Markov model for an undirected graph G, also called a
covariance selection model or concentration graph model, is defined in terms of the Markov …
covariance selection model or concentration graph model, is defined in terms of the Markov …
Alternative Markov properties for chain graphs
SA Andersson, D Madigan… - Scandinavian journal of …, 2001 - Wiley Online Library
Graphical Markov models use graphs to represent possible dependences among statistical
variables. Lauritzen, Wermuth, and Frydenberg (LWF) introduced a Markov property for …
variables. Lauritzen, Wermuth, and Frydenberg (LWF) introduced a Markov property for …
Multiple testing and error control in Gaussian graphical model selection
M Drton, MD Perlman - 2007 - projecteuclid.org
Graphical models provide a framework for exploration of multivariate dependence patterns.
The connection between graph and statistical model is made by identifying the vertices of …
The connection between graph and statistical model is made by identifying the vertices of …
Scaling it up: Stochastic search structure learning in graphical models
H Wang - 2015 - projecteuclid.org
Gaussian concentration graph models and covariance graph models are two classes of
graphical models that are useful for uncovering latent dependence structures among …
graphical models that are useful for uncovering latent dependence structures among …
Estimation of a covariance matrix with zeros
We consider estimation of the covariance matrix of a multivariate random vector under the
constraint that certain covariances are zero. We first present an algorithm, which we call …
constraint that certain covariances are zero. We first present an algorithm, which we call …
Information science and statistics
Untitled Page 1 Page 2 Information Science and Statistics Series Editors: M. Jordan J.
Kleinberg B. Schölkopf Page 3 Information Science and Statistics For other titles published in …
Kleinberg B. Schölkopf Page 3 Information Science and Statistics For other titles published in …