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13
Cumulative distribution networks and the derivativesumproduct algorithm
"... We introduce a new type of graphical model called a ‘cumulative distribution network’ (CDN), which expresses a joint cumulative distribution as a product of local functions. Each local function can be viewed as providing evidence about possible orderings, or rankings, of variables. Interestingly, we ..."
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Cited by 12 (6 self)
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We introduce a new type of graphical model called a ‘cumulative distribution network’ (CDN), which expresses a joint cumulative distribution as a product of local functions. Each local function can be viewed as providing evidence about possible orderings, or rankings, of variables. Interestingly, we find that the conditional independence properties of CDNs are quite different from other graphical models. We also describe a messagepassing algorithm that efficiently computes conditional cumulative distributions. Due to the unique independence properties of the CDN, these messages do not in general have a onetoone correspondence with messages exchanged in standard algorithms, such as belief propagation. We demonstrate the application of CDNs for structured ranking learning using a previouslystudied multiplayer gaming dataset. 1
Graphical methods for efficient likelihood inference in gaussian covariance models
 Journal of Machine Learning
, 2008
"... Abstract. In graphical modelling, a bidirected graph encodes marginal independences among random variables that are identified with the vertices of the graph. We show how to transform a bidirected graph into a maximal ancestral graph that (i) represents the same independence structure as the origi ..."
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Cited by 8 (3 self)
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Abstract. In graphical modelling, a bidirected graph encodes marginal independences among random variables that are identified with the vertices of the graph. We show how to transform a bidirected graph into a maximal ancestral graph that (i) represents the same independence structure as the original bidirected graph, and (ii) minimizes the number of arrowheads among all ancestral graphs satisfying (i). Here the number of arrowheads of an ancestral graph is the number of directed edges plus twice the number of bidirected edges. In Gaussian models, this construction can be used for more efficient iterative maximization of the likelihood function and to determine when maximum likelihood estimates are equal to empirical counterparts. 1.
Conjunctive bayesian networks
 Bernoulli
, 2007
"... Conjunctive Bayesian networks (CBNs) are graphical models that describe the accumulation of events which are constrained in the order of their occurrence. A CBN is given by a partial order on a (finite) set of events. CBNs generalize the oncogenetic tree models of Desper et al. (1999) by allowing th ..."
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Cited by 8 (2 self)
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Conjunctive Bayesian networks (CBNs) are graphical models that describe the accumulation of events which are constrained in the order of their occurrence. A CBN is given by a partial order on a (finite) set of events. CBNs generalize the oncogenetic tree models of Desper et al. (1999) by allowing the occurrence of an event to depend on more than one predecessor event. The present paper studies the statistical and algebraic properties of CBNs. We determine the maximum likelihood parameters and present a combinatorial solution to the model selection problem. Our method performs well on two datasets where the events are HIV mutations associated with drug resistance. Concluding with a study of the algebraic properties of CBNs, we show that CBNs are toric varieties after a coordinate transformation and that their ideals possess a quadratic Gröbner basis.
The hidden life of latent variables: Bayesian learning with mixed graph models
, 2008
"... Directed acyclic graphs (DAGs) have been widely used as a representation of conditional independence in machine learning and statistics. Moreover, hidden or latent variables are often an important component of graphical models. However, DAG models suffer from an important limitation: the family of D ..."
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Cited by 7 (3 self)
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Directed acyclic graphs (DAGs) have been widely used as a representation of conditional independence in machine learning and statistics. Moreover, hidden or latent variables are often an important component of graphical models. However, DAG models suffer from an important limitation: the family of DAGs is not closed under marginalization of hidden variables. This means that in general we cannot use a DAG to represent the independencies over a subset of variables in a larger DAG. Directed mixed graphs (DMGs) are a representation that includes DAGs as a special case, and overcomes this limitation. This paper introduces algorithms for performing Bayesian inference in Gaussian and probit DMG models. An important requirement for inference is the characterization of the distribution over parameters of the models. We introduce a new distribution for covariance matrices of Gaussian DMGs. We discuss and illustrate how several Bayesian machine learning tasks can benefit from the principle presented here: the power to model dependencies that are generated from hidden variables, but without necessarily modelling such variables explicitly.
Cumulative distribution networks: Inference, estimation and applications of graphical models for cumulative distribution functions
, 2009
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PARAMETERIZATIONS AND FITTING OF BIDIRECTED GRAPH MODELS TO CATEGORICAL DATA
, 2008
"... Abstract. We discuss two parameterizations of models for marginal independencies for discrete distributions which are representable by bidirected graph models, under the global Markov property. Such models are useful data analytic tools especially if used in combination with other graphical models. ..."
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Cited by 4 (1 self)
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Abstract. We discuss two parameterizations of models for marginal independencies for discrete distributions which are representable by bidirected graph models, under the global Markov property. Such models are useful data analytic tools especially if used in combination with other graphical models. The first parameterization, in the saturated case, is also known as the multivariate logistic transformation, the second is a variant that allows, in some (but not all) cases, variation independent parameters. An algorithm for maximum likelihood fitting is proposed, based on an extension of the Aitchison and Silvey method.
Sequences of regressions and their independences
, 2012
"... Ordered sequences of univariate or multivariate regressions provide statistical modelsfor analysingdata fromrandomized, possiblysequential interventions, from cohort or multiwave panel studies, but also from crosssectional or retrospective studies. Conditional independences are captured by what we ..."
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Cited by 4 (1 self)
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Ordered sequences of univariate or multivariate regressions provide statistical modelsfor analysingdata fromrandomized, possiblysequential interventions, from cohort or multiwave panel studies, but also from crosssectional or retrospective studies. Conditional independences are captured by what we name regression graphs, provided the generated distribution shares some properties with a joint Gaussian distribution. Regression graphs extend purely directed, acyclic graphs by two types of undirected graph, one type for components of joint responses and the other for components of the context vector variable. We review the special features and the history of regression graphs, prove criteria for Markov equivalence anddiscussthenotion of simpler statistical covering models. Knowledgeof Markov equivalence provides alternative interpretations of a given sequence of regressions, is essential for machine learning strategies and permits to use the simple graphical criteria of regression graphs on graphs for which the corresponding criteria are in general more complex. Under the known conditions that a Markov equivalent directed acyclic graph exists for any given regression graph, we give a polynomial time algorithm to find one such graph.
Factorial Mixture of Gaussians and the Marginal Independence Model
"... Marginal independence constraints play an important role in learning with graphical models. One way of parameterizing a model of marginal independencies is by building a latent variable model where two independent observed variables have no common latent source. In sparse domains, however, it might ..."
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Cited by 3 (0 self)
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Marginal independence constraints play an important role in learning with graphical models. One way of parameterizing a model of marginal independencies is by building a latent variable model where two independent observed variables have no common latent source. In sparse domains, however, it might be advantageous to model the marginal observed distribution directly, without explicitly including latent variables in the model. There have been recent advances in Gaussian and binary models of marginal independence, but no models with nonlinear dependencies between continuous variables has been proposed so far. In this paper, we describe how to generalize the Gaussian model of marginal independencies based on mixtures, and how to learn parameters. This requires a nonstandard parameterization and raises difficult nonlinear optimization issues. 1
Mixed Cumulative Distribution Networks
"... Directed acyclic graphs (DAGs) are a popular framework to express multivariate probability distributions. Acyclic directed mixed graphs (ADMGs) are generalizations of DAGs that can succinctly capture much richer sets of conditional independencies, and are especially useful in modeling the effects of ..."
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Cited by 3 (1 self)
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Directed acyclic graphs (DAGs) are a popular framework to express multivariate probability distributions. Acyclic directed mixed graphs (ADMGs) are generalizations of DAGs that can succinctly capture much richer sets of conditional independencies, and are especially useful in modeling the effects of latent variables implicitly. Unfortunately, there are currently no parameterizations of general ADMGs. In this paper, we apply recent work on cumulative distribution networks and copulas to propose one general construction for ADMG models. We consider a simple parameter estimation approach, and report some encouraging experimental results. MGs are. Reading off independence constraints from a ADMG can be done with a procedure essentially identical to dseparation (Pearl, 1988, Richardson and Spirtes, 2002). Given a graphical structure, the challenge is to provide a procedure to parameterize models that correspond to the independence constraints of the graph, as illustrated below. Example 1: Bidirected edges correspond to some hidden common parent that has been marginalized. In the Gaussian case, this has an easy interpretation as constraints in the marginal covariance matrix of the remaining variables. Consider the two graphs below.