The group lasso is a penalized regression method, used in regression problems
where the covariates are partitioned into groups to promote sparsity at the
group level. Existing methods for finding the group lasso estimator either use
gradient projection methods to update the entire coefficient vector
simultaneously at each step, or update one group of coefficients at a time
using an inexact line search to approximate the optimal value for the group of
coefficients when all other groups' coefficients are fixed.
Graphical Gaussian models have proven to be useful tools for exploring
network structures based on multivariate data. Applications to studies of gene
expression have generated substantial interest in these models, and resulting
recent progress includes the development of fitting methodology involving
penalization of the likelihood function. In this paper we advocate the use of
multivariate t-distributions for more robust inference of graphs.
Structural equation models are multivariate statistical models that are
defined by specifying noisy functional relationships among random variables. We
consider the classical case of linear relationships and additive Gaussian noise
terms. We give a necessary and sufficient condition for global identifiability
of the model in terms of a mixed graph encoding the linear structural equations
and the correlation structure of the error terms.
We study a class of parametrizations of convex cones of positive semidefinite
matrices with prescribed zeros. Each such cone corresponds to a graph whose
non-edges determine the prescribed zeros. Each parametrization in this class is
a polynomial map associated with a simplicial complex supported on cliques of
the graph. The images of the maps are convex cones, and the maps can only be
surjective onto the cone of zero-constrained positive semidefinite matrices
when the associated graph is chordal and the simplicial complex is the clique
complex of the graph.
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.
The statistical literature discusses different types of Markov properties for
chain graphs that lead to four possible classes of chain graph Markov models.
The different models are rather well understood when the observations are
continuous and multivariate normal, and it is also known that one model class,
referred to as models of LWF (Lauritzen--Wermuth--Frydenberg) or block
concentration type, yields discrete models for categorical data that are
smooth. This paper considers the structural properties of the discrete models
based on the three alternative Markov properties.
The statistical literature discusses different types of Markov properties for
chain graphs that lead to four possible classes of chain graph Markov models.
The different models are rather well understood when the observations are
continuous and multivariate normal, and it is also known that one model class,
referred to as models of LWF (Lauritzen--Wermuth--Frydenberg) or block
concentration type, yields discrete models for categorical data that are
smooth. This paper considers the structural properties of the discrete models
based on the three alternative Markov properties.