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Mixed graphical models with missing data and the partial imputation EM algorithm. (English) Zbl 0972.62001

The following model is considered. Let G=(V,E) denote a graph, where E is the set of edges, V the set of vertices, and V is partitioned as V=ΔΓ into a dot set Δ and a circle set F· A dot denotes a discrete variable and a circle denotes a continuous variable. Thus the random variables are X V =(X v ) vV · The absence of an edge between a pair of vertices means that the corresponding variable pair is independent conditionally on the other variables which is the pairwise Markov property with respect to G· The authors use a set of hyperedges to represent an observed data pattern. A normal graph represents a graphical model and a hypergraph represents an observed data pattern.

In terms of mixed graphs the decomposition of mixed graphical models with incomplete date is discussed. The authors present a partial imputation method which can be used in the EM algorithm and the Gibbs sampler to speed up their convergence. For a given mixed graphical model and an observed data pattern a large graph decomposes into several small ones so that the original likelihood can be factorized into a product of likelihoods with distinct parameters for small graphs. For the case where a graph cannot be decomposed due to its observed data pattern the authors impute missing data partially such that the graph can be decomposed.

MSC:
62-07Data analysis (statistics)
05C90Applications of graph theory
62-09Graphical methods in statistics
60E99Distribution theory in probability theory