图模型环面代数研究

On the toric algebra of graphical models

Annals of Statistics · 2006
被引 198
ABS 4★

中文导读

给出了离散概率分布可分解为无向图模型或对数线性模型的充要条件,发现非可分解图模型的条件独立性条件不成立且极大似然估计可能非有理数,并据此提出了可分解图模型的若干新刻画。

Abstract

We formulate necessary and sufficient conditions for an arbitrary discrete probability distribution to factor according to an undirected graphical model, or a log-linear model, or other more general exponential models. For decomposable graphical models these conditions are equivalent to a set of conditional independence statements similar to the Hammersley–Clifford theorem; however, we show that for nondecomposable graphical models they are not. We also show that nondecomposable models can have nonrational maximum likelihood estimates. These results are used to give several novel characterizations of decomposable graphical models.

图模型条件独立性指数族模型离散概率分布