Context-specific independencies in stratified chain regression graphical models
type: Item
instance of: scholarly article
title: Context-specific independencies in stratified chain regression graphical models
zbMATH Open document ID: 1477.62154
DOI: 10.3150/20-BEJ1302
author: Federica Nicolussi
author: Manuela Cazzaro
published in: Bernoulli
publication date: 2021-07-09T00:00:00Z
review text: Graphical models are used in multivariate analysis to provide an intuitive visualization of the dependencies among variables, and to easily define a parametrization of the underlying statistical model. Working with categorical variables, the number of model parameters is usually large even in relatively simple graphical models, leading to some difficulties in their interpretation and to some numerical issues in estimation. This paper addresses this issue in a special case where independence between sets of variables holds for particular values of the conditioning variables. This is named as ``context-specific independence''. To encode such an independence in the model parametrization leads to a more parsimonious parametrization, and therefore simplifies both the interpretation and the computation. The theoretical results on the parametrization lead to a learning procedure to actually estimate the model parameters. An application to a dataset on the Italian survey on the effect of innovation in small and medium enterprises is discussed in the final section. It shows the usefulness and the practical applicability of the proposed methodology.
reviewed by: Fabio Rapallo
Mathematics Subject Classification ID: 62H22
Mathematics Subject Classification ID: 62H17
Mathematics Subject Classification ID: 62J02
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 7370739
zbMATH Keywords: categorical variables
zbMATH Keywords: graphical models
zbMATH Keywords: marginal models
zbMATH Keywords: multivariate regression models
zbMATH Keywords: stratified Markov properties
describes a project that uses: hmmm
describes a project that uses: R
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 7370739