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Title: The Lauritzen-Chen Likelihood For Graphical Models
Graphical models such as Markov random fields (MRFs) that are associated with undirected graphs, and Bayesian networks (BNs) that are associated with directed acyclic graphs, have proven to be a very popular approach for reasoning under uncertainty, prediction problems and causal inference. Parametric MRF likelihoods are well-studied for Gaussian and categorical data. However, in more complicated parametric and semi-parametric set- tings, likelihoods specified via clique potential functions are generally not known to be congenial (jointly well-specified) or non-redundant. Congenial and non-redundant DAG likelihoods are far simpler to specify in both parametric and semi-parametric settings by modeling Markov factors in the DAG factorization. However, DAG likelihoods specified in this way are not guaranteed to coincide in distinct DAGs within the same Markov equivalence class. This complicates likelihoods based model selection procedures for DAGs by “sneaking in” potentially un- warranted assumptions about edge orientations. In this paper we link a density function decomposition due to Chen with the clique factorization of MRFs described by Lauritzen to provide a general likelihood for MRF models. The proposed likelihood is composed of variationally independent, and non-redundant closed form functionals of the observed data distribution, and is sufficiently general to apply to arbitrary parametric and semi-parametric models. We use an extension of our developments to give a general likelihood for DAG models that is guaranteed to coincide for all members of a Markov equivalence class. Our results have direct applications for model selection and semi-parametric inference.  more » « less
Award ID(s):
1942239
NSF-PAR ID:
10410531
Author(s) / Creator(s):
Editor(s):
Francisco Ruiz, Jennifer Dy
Date Published:
Journal Name:
Proceedings of The 26th International Conference on Artificial Intelligence and Statistics
Volume:
206
Page Range / eLocation ID:
4181-4195
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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