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Influence measures and stability for graphical models.

Authors :
Bar-Hen, Avner
Poggi, Jean-Michel
Source :
Journal of Multivariate Analysis. May2016, Vol. 147, p145-154. 10p.
Publication Year :
2016

Abstract

Graphical models allow to represent a set of random variables together with their probabilistic conditional dependencies. Various algorithms have been proposed to estimate such models from data. The focus of this paper is on individual observations diagnosis issues. The use of an influence measure is a classical diagnostic method to measure the perturbation induced by a single element, in other terms we consider stability issue through jackknife. For a given graphical model, we provide tools to perform diagnosis on observations. In a second step we propose a filtering of the dataset to obtain a stable network. All along the paper an application to a gene expression dataset illustrates the proposals. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
0047259X
Volume :
147
Database :
Academic Search Index
Journal :
Journal of Multivariate Analysis
Publication Type :
Academic Journal
Accession number :
114483680
Full Text :
https://doi.org/10.1016/j.jmva.2016.01.006