A structural Markov property for decomposable graph laws that allows control of clique intersections

A structural Markov property for decomposable graph laws that allows control of clique intersections

We present a new kind of structural Markov property for probabilistic laws on decomposable graphs, which allows the explicit control of interactions between cliques and so is capable of encoding some interesting structure. We prove the equivalence of this property to an exponential family assumption...

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Veröffentlicht in:Biometrika 2018-03, Vol.105 (1), p.19-30, Article 19
Hauptverfasser: GREEN, PETER J., THOMAS, ALUN
Format: Artikel
Sprache:eng
Schlagworte:
Computer applications
Decomposition
Graph theory
Intersections
Markov analysis
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Beschreibung
Zusammenfassung:We present a new kind of structural Markov property for probabilistic laws on decomposable graphs, which allows the explicit control of interactions between cliques and so is capable of encoding some interesting structure. We prove the equivalence of this property to an exponential family assumption, and discuss identifiability, modelling, inferential and computational implications.
ISSN:0006-3444
1464-3510
DOI:10.1093/biomet/asx072