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Binomial edge ideals and conditional independence statements  [PDF]
Juergen Herzog,Takayuki Hibi,Freyja Hreinsdottir,Thomas Kahle,Johannes Rauh
Mathematics , 2009,
Abstract: We introduce binomial edge ideals attached to a simple graph $G$ and study their algebraic properties. We characterize those graphs for which the quadratic generators form a Gr\"obner basis in a lexicographic order induced by a vertex labeling. Such graphs are chordal and claw-free. We give a reduced squarefree Gr\"obner basis for general $G$. It follows that all binomial edge ideals are radical ideals. Their minimal primes can be characterized by particular subsets of the vertices of $G$. We provide sufficient conditions for Cohen--Macaulayness for closed and nonclosed graphs. Binomial edge ideals arise naturally in the study of conditional independence ideals. Our results apply for the class of conditional independence ideals where a fixed binary variable is independent of a collection of other variables, given the remaining ones. In this case the primary decomposition has a natural statistical interpretation
Minimal primes of ideals arising from conditional independence statements  [PDF]
Irena Swanson,Amelia Taylor
Mathematics , 2011,
Abstract: We consider ideals arising in the context of conditional independence models that generalize the class of ideals considered by Fink [7] in a way distinct from the generalizations of Herzog-Hibi-Hreinsdottir-Kahle-Rauh [13] and Ay-Rauh [1]. We introduce switchable sets to give a combinatorial description of the minimal prime ideals, and for some classes we describe the minimal components. We discuss many possible interpretations of the ideals we study, including as 2 \times 2 minors of generic hypermatrices. We also introduce a definition of diagonal monomial orders on generic hypermatrices and we compute some Groebner bases.
Robustness, Canalyzing Functions and Systems Design  [PDF]
Johannes Rauh,Nihat Ay
Computer Science , 2012, DOI: 10.1007/s12064-013-0186-3
Abstract: We study a notion of robustness of a Markov kernel that describes a system of several input random variables and one output random variable. Robustness requires that the behaviour of the system does not change if one or several of the input variables are knocked out. If the system is required to be robust against too many knockouts, then the output variable cannot distinguish reliably between input states and must be independent of the input. We study how many input states the output variable can distinguish as a function of the required level of robustness. Gibbs potentials allow a mechanistic description of the behaviour of the system after knockouts. Robustness imposes structural constraints on these potentials. We show that interaction families of Gibbs potentials allow to describe robust systems. Given a distribution of the input random variables and the Markov kernel describing the system, we obtain a joint probability distribution. Robustness implies a number of conditional independence statements for this joint distribution. The set of all probability distributions corresponding to robust systems can be decomposed into a finite union of components, and we find parametrizations of the components. The decomposition corresponds to a primary decomposition of the conditional independence ideal and can be derived from more general results about generalized binomial edge ideals.
Conditional Independence in Uncertainty Theories  [PDF]
Prakash P. Shenoy
Computer Science , 2013,
Abstract: This paper introduces the notions of independence and conditional independence in valuation-based systems (VBS). VBS is an axiomatic framework capable of representing many different uncertainty calculi. We define independence and conditional independence in terms of factorization of the joint valuation. The definitions of independence and conditional independence in VBS generalize the corresponding definitions in probability theory. Our definitions apply not only to probability theory, but also to Dempster-Shafer's belief-function theory, Spohn's epistemic-belief theory, and Zadeh's possibility theory. In fact, they apply to any uncertainty calculi that fit in the framework of valuation-based systems.
Matrix Schubert varieties and Gaussian conditional independence models  [PDF]
Alex Fink,Jenna Rajchgot,Seth Sullivant
Statistics , 2015,
Abstract: Matrix Schubert varieties are certain varieties in the affine space of square matrices which are determined by specifying rank conditions on submatrices. We study these varieties for generic matrices, symmetric matrices, and upper triangular matrices in view of two applications to algebraic statistics: we observe that special conditional independence models for Gaussian random variables are intersections of matrix Schubert varieties in the symmetric case. Consequently, we obtain a combinatorial primary decomposition algorithm for some conditional independence ideals. We also characterize the vanishing ideals of Gaussian graphical models for generalized Markov chains. In the course of this investigation, we are led to consider three related stratifications, which come from the Schubert stratification of a flag variety. We provide some combinatorial results, including describing the stratifications using the language of rank arrays and enumerating the strata in each case.
Conditional Independence in Possibility Theory  [PDF]
Pascale Fonck
Computer Science , 2013,
Abstract: Possibilistic conditional independence is investigated: we propose a definition of this notion similar to the one used in probability theory. The links between independence and non-interactivity are investigated, and properties of these relations are given. The influence of the conjunction used to define a conditional measure of possibility is also highlighted: we examine three types of conjunctions: Lukasiewicz - like T-norms, product-like T-norms and the minimum operator.
Conditional Sure Independence Screening  [PDF]
Emre Barut,Jianqing Fan,Anneleen Verhasselt
Statistics , 2012,
Abstract: Independence screening is a powerful method for variable selection for `Big Data' when the number of variables is massive. Commonly used independence screening methods are based on marginal correlations or variations of it. In many applications, researchers often have some prior knowledge that a certain set of variables is related to the response. In such a situation, a natural assessment on the relative importance of the other predictors is the conditional contributions of the individual predictors in presence of the known set of variables. This results in conditional sure independence screening (CSIS). Conditioning helps for reducing the false positive and the false negative rates in the variable selection process. In this paper, we propose and study CSIS in the context of generalized linear models. For ultrahigh-dimensional statistical problems, we give conditions under which sure screening is possible and derive an upper bound on the number of selected variables. We also spell out the situation under which CSIS yields model selection consistency. Moreover, we provide two data-driven methods to select the thresholding parameter of conditional screening. The utility of the procedure is illustrated by simulation studies and analysis of two real data sets.
Valuation Networks and Conditional Independence  [PDF]
Prakash P. Shenoy
Computer Science , 2013,
Abstract: Valuation networks have been proposed as graphical representations of valuation-based systems (VBSs). The VBS framework is able to capture many uncertainty calculi including probability theory, Dempster-Shafer's belief-function theory, Spohn's epistemic belief theory, and Zadeh's possibility theory. In this paper, we show how valuation networks encode conditional independence relations. For the probabilistic case, the class of probability models encoded by valuation networks includes undirected graph models, directed acyclic graph models, directed balloon graph models, and recursive causal graph models.
Smoothness of Gaussian conditional independence models  [PDF]
Mathias Drton,Han Xiao
Statistics , 2009,
Abstract: Conditional independence in a multivariate normal (or Gaussian) distribution is characterized by the vanishing of subdeterminants of the distribution's covariance matrix. Gaussian conditional independence models thus correspond to algebraic subsets of the cone of positive definite matrices. For statistical inference in such models it is important to know whether or not the model contains singularities. We study this issue in models involving up to four random variables. In particular, we give examples of conditional independence relations which, despite being probabilistically representable, yield models that non-trivially decompose into a finite union of several smooth submodels.
Nonparametric Bayes inference on conditional independence  [PDF]
Tsuyoshi Kunihama,David B. Dunson
Statistics , 2014,
Abstract: In broad applications, it is routinely of interest to assess whether there is evidence in the data to refute the assumption of conditional independence of $Y$ and $X$ conditionally on $Z$. Such tests are well developed in parametric models but are not straightforward in the nonparametric case. We propose a general Bayesian approach, which relies on an encompassing nonparametric Bayes model for the joint distribution of $Y$, $X$ and $Z$. The framework allows $Y$, $X$ and $Z$ to be random variables on arbitrary spaces, and can accommodate different dimensional vectors having a mixture of discrete and continuous measurement scales. Using conditional mutual information as a scalar summary of the strength of the conditional dependence relationship, we construct null and alternative hypotheses. We provide conditions under which the correct hypothesis will be consistently selected. Computational methods are developed, which can be incorporated within MCMC algorithms for the encompassing model. The methods are applied to variable selection and assessed through simulations and criminology applications.
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