Exploiting Graphical Structure in Model Search for High Dimensional Data

点击翻译按钮获取中文摘要

The main objective of this research program is to characterize the submodel relation for equivalence classes of directed acyclic graphs in the presence of latent and/or selection variables and to exploit the learned structures in developing a model search procedure. In particular, we will provide graphical criteria for the maximal ancestral graph (MAG) submodel relation and extend them to MAG equivalence classes. The applicant has determined five graphical criteria for the DAG submodel relation that, unlike previous formulations, rely on configurations that retain all the information about the Markov relations in a given graph. The first step is to prove that these criteria are also adaptable to equivalence classes of directed acyclic graphs (DAGs) and then to extend these results to the broader class of ancestral graphs by exploiting the abovementioned configurations. We will provide a polynomial time algorithm for testing the criteria for two given graphs. The next step is to develop model searches that exploit the submodel relations and are scalable to high dimensions. In particular, these results would permit the first search-and-score procedure for structure learning of MAGs.