Mixed graphical models with missing data and the partial imputation EM algorithm

Citation
Z. Geng et al., Mixed graphical models with missing data and the partial imputation EM algorithm, SC J STAT, 27(3), 2000, pp. 433-444
Citations number
19
Categorie Soggetti
Mathematics
Journal title
SCANDINAVIAN JOURNAL OF STATISTICS
ISSN journal
03036898 → ACNP
Volume
27
Issue
3
Year of publication
2000
Pages
433 - 444
Database
ISI
SICI code
0303-6898(200009)27:3<433:MGMWMD>2.0.ZU;2-9
Abstract
In this paper,ve discuss graphical models for mixed types of continuous and discrete variables with incomplete data. We use a set of hyperedges to rep resent an observed data pattern. A hyperedge is a set of variables observed for a group of individuals. In a mixed graph with two types of vertices an d two types of edges, dots and circles represent discrete and continuous va riables respectively. A normal graph represents a graphical model and a hyp ergraph represents an observed data pattern. In terms of the mixed graph, w e discuss decomposition of mixed graphical models with incomplete data, and we present a partial imputation method which ran be used in the EM algorit hm and the Gibbs sampler to speed their convergence. For a given mixed grap hical model and an observed data pattern, we try to decompose a large graph into several small ones so that the original likelihood can be factored in to a product of likelihoods with distinct parameters for small graphs. For the case that a graph cannot be decomposed due to its observed data pattern , we can impute missing data partially so that the graph can be decomposed.