Mathias Drton

  1. Exact block-wise optimization in group lasso for linear regression.

    Authors: Mathias Drton, Rina Foygel
    Subjects: Machine Learning
    Abstract

    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.

  2. Robust Graphical Modeling with Classical and Alternative T-Distributions.

    Authors: Mathias Drton, Michael Finegold
    Subjects: Methodology
    Abstract

    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.

  3. Global identifiability of linear structural equation models.

    Authors: Mathias Drton, Seth Sullivant, Rina Foygel
    Subjects: Statistics
    Abstract

    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.

  4. On a parametrization of positive semidefinite matrices with zeros.

    Authors: Mathias Drton, Josephine Yu
    Subjects: Algebraic Geometry
    Abstract

    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.

  5. Smoothness of Gaussian conditional independence models.

    Authors: Mathias Drton, Han Xiao
    Subjects: Statistics
    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.

  6. Discrete chain graph models.

    Authors: Mathias Drton
    Subjects: Statistics
    Abstract

    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.

  7. Discrete chain graph models.

    Authors: Mathias Drton
    Subjects: Statistics
    Abstract

    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.

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