Related papers: Qualitative inequalities for squared partial corre…
We investigate the relationship between the structure of a discrete graphical model and the support of the inverse of a generalized covariance matrix. We show that for certain graph structures, the support of the inverse covariance matrix…
We investigate in this paper the estimation of Gaussian graphs by model selection from a non-asymptotic point of view. We start from a n-sample of a Gaussian law P_C in R^p and focus on the disadvantageous case where n is smaller than p. To…
One of the most widely used properties of the multivariate Gaussian distribution, besides its tail behavior, is the fact that conditional means are linear and that conditional variances are constant. We here show that this property is also…
We consider situations where data have been collected such that the sampling depends on the outcome of interest and possibly further covariates, as for instance in case-control studies. Graphical models represent assumptions about the…
We present a graphical criterion for reading dependencies from the minimal directed independence map G of a graphoid p when G is a polytree and p satisfies composition and weak transitivity. We prove that the criterion is sound and…
The Gaussian model equips strong properties that facilitate studying and interpreting graphical models. Specifically it reduces conditional independence and the study of positive association to determining partial correlations and their…
For general non-Gaussian distributions, the covariance and precision matrices do not encode the independence structure of the variables, as they do for the multivariate Gaussian. This paper builds on previous work to show that for a class…
An important task in data analysis is the discovery of causal relationships between observed variables. For continuous-valued data, linear acyclic causal models are commonly used to model the data-generating process, and the inference of…
We study the problem of recovering the structure underlying large Gaussian graphical models or, more generally, partial correlation graphs. In high-dimensional problems it is often too costly to store the entire sample covariance matrix. We…
We show that there can be no finite list of conditional independence relations which can be used to deduce all conditional independence implications among Gaussian random variables. To do this, we construct, for each $n> 3$ a family of $n$…
We study conditional independence relationships for random networks and their interplay with exchangeability. We show that, for finitely exchangeable network models, the empirical subgraph densities are maximum likelihood estimates of their…
Knowing when a graphical model is perfect to a distribution is essential in order to relate separation in the graph to conditional independence in the distribution, and this is particularly important when performing inference from data.…
The proportion of edges in a Gaussian graphical model (GGM) characterizes the complexity of its conditional dependence structure. Since edge presence corresponds to a nonzero entry of the precision matrix, estimation of this proportion can…
We show that the stochastic independence of real-valued random variables is equivalent to the conditional uncorrelation, where the conditioning takes place over the Cartesian products of intervals. Next, we express the mutual independence…
The implication problem for conditional independence (CI) asks whether the fact that a probability distribution obeys a given finite set of CI relations implies that a further CI statement also holds in this distribution. This problem has a…
Genetical genomics experiments have now been routinely conducted to measure both the genetic markers and gene expression data on the same subjects. The gene expression levels are often treated as quantitative traits and are subject to…
Identifying differences in networks has become a canonical problem in many biological applications. Here, we focus on testing whether two Gaussian graphical models are the same. Existing methods try to accomplish this goal by either…
We study the independence structure of finitely exchangeable distributions over random vectors and random networks. In particular, we provide necessary and sufficient conditions for an exchangeable vector so that its elements are completely…
In this paper, we revisit the notion of partial copula, originally introduced to test conditional independence, highlighting its capability to represent the dependence between two random variables after removing their dependence with a…
We introduce a sufficient graphical model by applying the recently developed nonlinear sufficient dimension reduction techniques to the evaluation of conditional independence. The graphical model is nonparametric in nature, as it does not…