论文标题

图形模型的劳里岑 - 钦可能性

The Lauritzen-Chen Likelihood For Graphical Models

论文作者

Shpitser, Ilya

论文摘要

事实证明,与无向图相关的图形模型(MRAKOV随机字段(MRF)以及与有向无环图的贝叶斯网络(BNS)相关的图形模型已被证明是在不确定性,预测问题和因果推理下推理的一种非常流行的方法。 对于高斯和分类数据,参数MRF的可能性是很好的。但是,在更复杂的参数和半参数设置中,通常不知道通过集团电位函数指定的可能性是偶然的{(共同指定)}或非冗余。通过对DAG分解中的Markov因子进行建模,在参数和半参数设置中指定的含量和非冗余DAG的可能性要简单得多。但是,不能保证以这种方式指定的DAG可能性在同一Markov等效类中的不同DAG中重合。这通过``潜在的''潜在不必要的关于边缘方向的假设来使基于DAG的模型选择程序复杂化。 在本文中,我们将由于Chen引起的密度函数分解与Lauritzen描述的MRF的集团分解联系起来,以提供MRF模型的一般可能性。所提出的可能性由观察到的数据分布的变异独立和非冗余闭合形式功能组成,并且足够通用,可以应用于任意参数和半参数模型。我们使用我们的发展扩展为DAG模型提供了一般的可能性,这可以保证对马尔可夫等效类的所有成员重合。我们的结果有直接应用模型选择和半参数推断。

Graphical models such as Markov random fields (MRFs) that are associated with undirected graphs, and Bayesian networks (BNs) that are associated with directed acyclic graphs, have proven to be a very popular approach for reasoning under uncertainty, prediction problems and causal inference. Parametric MRF likelihoods are well-studied for Gaussian and categorical data. However, in more complicated parametric and semi-parametric settings, likelihoods specified via clique potential functions are generally not known to be congenial {(jointly well-specified)} or non-redundant. Congenial and non-redundant DAG likelihoods are far simpler to specify in both parametric and semi-parametric settings by modeling Markov factors in the DAG factorization. However, DAG likelihoods specified in this way are not guaranteed to coincide in distinct DAGs within the same Markov equivalence class. This complicates likelihoods based model selection procedures for DAGs by ``sneaking in'' potentially unwarranted assumptions about edge orientations. In this paper we link a density function decomposition due to Chen with the clique factorization of MRFs described by Lauritzen to provide a general likelihood for MRF models. The proposed likelihood is composed of variationally independent, and non-redundant closed form functionals of the observed data distribution, and is sufficiently general to apply to arbitrary parametric and semi-parametric models. We use an extension of our developments to give a general likelihood for DAG models that is guaranteed to coincide for all members of a Markov equivalence class. Our results have direct applications for model selection and semi-parametric inference.

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