Preface |
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xv | |
Contributors |
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xvii | |
I Conditional independencies and Markov properties |
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1 | (80) |
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1 Conditional Independence and Basic Markov Properties |
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3 | (36) |
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1.1 Introduction: Historical Overview and an Example |
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4 | (4) |
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1.1.1 Stochastic conditional independence |
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4 | (1) |
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1.1.2 Graphs and local computation method |
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4 | (1) |
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1.1.3 Conditional independence in other areas |
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5 | (1) |
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1.1.4 Geometric approach and methods of modern algebra |
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5 | (1) |
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1.1.5 A motivational example |
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6 | (2) |
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1.2 Notation and Elementary Concepts |
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8 | (3) |
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1.2.1 Discrete probability measures |
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8 | (2) |
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1.2.2 Continuous distributions |
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10 | (1) |
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1.3 The Concept of Conditional Independence |
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11 | (4) |
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1.3.1 Conditional independence in the discrete case |
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11 | (3) |
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1.3.2 More general CI concepts |
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14 | (1) |
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1.4 Basic Properties of Conditional Independence |
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15 | (3) |
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1.4.1 Conditional independence structure |
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15 | (2) |
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1.4.2 Statistical model of a CI structure |
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17 | (1) |
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1.5 Semi-graphoids, Graphoids, and Separoids |
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18 | (3) |
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1.5.1 Elementary and dominant triplets |
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19 | (2) |
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1.6 Elementary Graphical Concepts |
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21 | (1) |
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1.7 Markov Properties for Undirected Graphs |
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22 | (2) |
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1.7.1 Global Markov property for an UG |
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22 | (1) |
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1.7.2 Local and pairwise Markov properties for an UG |
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23 | (1) |
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1.7.3 Factorization property for an UG |
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24 | (1) |
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1.8 Markov Properties for Directed Graphs |
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24 | (7) |
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1.8.1 Directional separation criteria |
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24 | (5) |
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1.8.2 Global Markov property for a DAG |
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29 | (1) |
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1.8.3 Local Markov property for a DAG |
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29 | (1) |
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1.8.4 Factorization property for a DAG |
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30 | (1) |
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1.8.5 Markov equivalence for DAGs |
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30 | (1) |
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1.9 Remarks on Chordal Graphs |
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31 | (1) |
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1.10 Imsets and Geometric Views |
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32 | (1) |
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1.10.1 The concept of a structural imset |
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32 | (1) |
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1.10.2 Imsets for statistical learning |
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33 | (1) |
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33 | (6) |
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2 Markov Properties for Mixed Graphical Models |
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39 | (22) |
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39 | (4) |
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2.1.1 Decomposable graphs |
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40 | (1) |
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41 | (1) |
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2.1.3 Marginalizing and conditioning |
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41 | (1) |
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2.1.4 Outline of the chapter |
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42 | (1) |
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43 | (4) |
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44 | (1) |
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2.2.2 Local Markov property |
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45 | (1) |
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46 | (1) |
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2.2.4 Other Markov properties for chain graphs |
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46 | (1) |
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2.3 Closed Independence Models |
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47 | (4) |
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47 | (1) |
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48 | (1) |
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49 | (1) |
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2.3.4 A conditional independence model |
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50 | (1) |
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2.3.5 Connection to chain graphs |
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51 | (1) |
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2.4 Non-Independence Constraints |
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51 | (4) |
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52 | (2) |
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54 | (1) |
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54 | (1) |
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2.5 Other Graphs and Models |
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55 | (3) |
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55 | (1) |
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56 | (1) |
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57 | (1) |
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58 | (3) |
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3 Algebraic Aspects of Conditional Independence and Graphical Models |
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61 | (20) |
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61 | (2) |
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3.2 Notions of Algebraic Geometry and Commutative Algebra |
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63 | (5) |
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3.2.1 Polynomials, ideals and varieties |
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63 | (2) |
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3.2.2 Irreducible and primary decomposition |
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65 | (2) |
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67 | (1) |
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3.2.4 Real algebraic geometry |
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67 | (1) |
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3.3 Conditional Independence Ideals |
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68 | (5) |
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3.3.1 Discrete random variables |
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68 | (3) |
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3.3.2 Gaussian random variables |
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71 | (1) |
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3.3.3 The contraction axiom |
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72 | (1) |
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3.4 Examples of Decompositions of Conditional Independence Ideals |
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73 | (2) |
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3.4.1 The intersection axiom |
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73 | (1) |
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74 | (1) |
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3.5 The Vanishing Ideal of a Graphical Model |
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75 | (3) |
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78 | (3) |
II Computing with factorizing distributions |
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81 | (108) |
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4 Algorithms and Data Structures for Exact Computation of Marginals |
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83 | (34) |
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84 | (2) |
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84 | (1) |
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4.1.2 Probabilistic inference |
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85 | (1) |
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4.1.3 Benefits of graphical models for inference |
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86 | (1) |
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86 | (5) |
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4.2.1 Trees and tree structured factorization |
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87 | (1) |
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4.2.2 Eliminating variables via marginalization |
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88 | (2) |
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4.2.3 The variable elimination process on graphs |
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90 | (1) |
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4.3 Triangulated Graphs and Fill-in Free Elimination Orders |
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91 | (10) |
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4.3.1 Graphs with fill-in free orders |
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92 | (1) |
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4.3.2 Triangulated graphs |
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92 | (3) |
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4.3.3 Good heuristics for choosing an elimination order |
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95 | (1) |
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4.3.4 The running intersection property and junction trees |
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96 | (4) |
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100 | (1) |
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4.4 Inference on Junction Trees |
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101 | (10) |
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4.4.1 Benefits of junction trees |
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101 | (1) |
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102 | (1) |
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4.4.3 Potentials as true marginals |
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103 | (1) |
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4.4.4 Message initialization |
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103 | (2) |
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4.4.5 Necessary condition for true marginals |
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105 | (1) |
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4.4.6 Achieving true marginals via message passing |
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106 | (4) |
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110 | (1) |
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111 | (6) |
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5 Approximate Methods for Calculating Marginals and Likelihoods |
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117 | (24) |
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5.1 Inference as Optimization |
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118 | (2) |
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5.1.1 The Kullback-Leibler divergence |
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118 | (1) |
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5.1.2 The Gibbs free energy |
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119 | (1) |
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5.2 The Bethe Free Energy |
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120 | (5) |
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5.2.1 Convex and reweighted free energies |
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122 | (1) |
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5.2.2 A combinatorial characterization of the Bethe free energy |
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123 | (2) |
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5.3 Algorithms for Approximate Marginal Inference |
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125 | (4) |
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5.3.1 Loopy belief propagation |
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125 | (1) |
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5.3.2 Reweighted message-passing algorithms |
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126 | (1) |
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127 | (1) |
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127 | (1) |
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128 | (1) |
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129 | (7) |
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129 | (1) |
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5.4.2 Maximum likelihood estimation (MLE) |
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130 | (4) |
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134 | (1) |
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5.4.4 Pseudolikelihood learning |
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135 | (1) |
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136 | (1) |
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Appendix: Marginal Reparameterization of a Tree-Structured Distribution |
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136 | (5) |
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6 MAP Estimation: Linear Programming Relaxation and Message-Passing Algorithms |
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141 | (24) |
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141 | (1) |
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6.2 The MAP Estimation Problem |
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142 | (2) |
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6.3 Sampling and Search-Based Methods |
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144 | (1) |
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144 | (1) |
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6.3.2 Global search methods |
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144 | (1) |
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6.3.3 Local search methods |
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144 | (1) |
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6.4 Integer Programming and LP Relaxations |
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145 | (3) |
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146 | (1) |
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6.4.2 Tight LP relaxations |
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147 | (1) |
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6.5 Optimization of the LP Relaxation |
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148 | (8) |
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148 | (1) |
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6.5.2 Subgradient descent |
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148 | (1) |
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6.5.3 Block coordinate minimization |
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149 | (1) |
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150 | (1) |
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151 | (2) |
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6.5.6 The strongly-convex dual |
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153 | (3) |
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6.5.7 Other optimization schemes |
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156 | (1) |
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6.6 Relation to Message-Passing Algorithms |
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156 | (1) |
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157 | (1) |
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158 | (1) |
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Appendix: The Dual LP Relaxation |
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158 | (7) |
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7 Sequential Monte Carlo Methods |
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165 | (24) |
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165 | (1) |
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166 | (3) |
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7.3 Particle Filtering and Smoothing |
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169 | (3) |
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7.4 Sequential Monte Carlo |
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172 | (4) |
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7.4.1 A general construction |
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172 | (1) |
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7.4.2 Convergence results |
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173 | (2) |
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7.4.3 Variance estimation |
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175 | (1) |
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7.5 Methodological Innovations |
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176 | (4) |
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176 | (1) |
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7.5.2 Auxiliary particle filters |
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177 | (1) |
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7.5.3 Reducing interaction for distributed implementation |
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178 | (1) |
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179 | (1) |
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7.5.5 Alternative perspectives |
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180 | (1) |
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180 | (3) |
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183 | (6) |
III Statistical inference |
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189 | (162) |
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8 Discrete Graphical Models and Their Parameterization |
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191 | (26) |
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191 | (1) |
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8.2 Notation and Terminology |
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192 | (2) |
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8.3 Overview of Discrete Graphical Models |
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194 | (3) |
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197 | (3) |
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8.4.1 Establishing independence relationships |
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197 | (1) |
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8.4.2 Two properties of Mobius inversion |
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198 | (2) |
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8.5 Undirected Graph Models |
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200 | (3) |
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8.6 Bidirected Graph Models |
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203 | (3) |
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8.7 Regression Graph Models |
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206 | (4) |
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8.8 Non-binary Variables and Likelihood Inference |
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210 | (7) |
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9 Gaussian Graphical Models |
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217 | (22) |
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9.1 The Gaussian Distribution and Conditional Independence |
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219 | (1) |
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9.2 The Gaussian Likelihood and Convex Optimization |
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220 | (3) |
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9.3 The MLE as a Positive Definite Completion Problem |
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223 | (1) |
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9.4 ML Estimation and Convex Geometry |
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224 | (3) |
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9.5 Existence of the MLE for Various Classes of Graphs |
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227 | (3) |
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9.6 Algorithms for Computing the MLE |
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230 | (3) |
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9.7 Learning the Underlying Graph |
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233 | (1) |
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9.8 Other Gaussian Models with Linear Constraints |
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234 | (5) |
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10 Bayesian Inference in Graphical Gaussian Models |
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239 | (26) |
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239 | (2) |
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241 | (3) |
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10.2.1 Graphs and Markov properties |
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241 | (1) |
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10.2.2 The Wishart distribution |
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242 | (2) |
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10.3 Decomposable Graphs and the Hyper Inverse Wishart |
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244 | (7) |
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10.3.1 The graphical Gaussian (or concentration graph) model |
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244 | (1) |
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10.3.2 The hyper inverse Wishart prior |
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245 | (3) |
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10.3.3 Priors with several shape parameters |
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248 | (2) |
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10.3.4 Covariance graph models |
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250 | (1) |
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10.4 Arbitrary Undirected Graphs and the G-Wishart |
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251 | (5) |
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10.4.1 Computing the normalizing constant of the G-Wishart |
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251 | (1) |
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10.4.2 Sampling from the G-Wishart |
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252 | (1) |
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10.4.3 Moving away from Bayes factors |
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253 | (1) |
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10.4.4 Moving away from Bayes factors and the G-Wishart |
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254 | (2) |
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10.5 Matrix Variate Graphical Gaussian Models |
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256 | (2) |
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10.6 Fractional Bayes Factors |
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258 | (2) |
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10.7 Two Interesting Questions |
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260 | (5) |
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265 | (24) |
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266 | (5) |
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266 | (1) |
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11.1.2 Motivation and applications |
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267 | (2) |
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11.1.3 Parsimonious latent tree models |
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269 | (1) |
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11.1.4 Gaussian and general Markov models |
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270 | (1) |
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11.2 Second-Order Moment Structure |
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271 | (5) |
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11.2.1 Gaussian latent tree model |
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271 | (2) |
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11.2.2 General Markov models |
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273 | (1) |
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274 | (1) |
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11.2.4 Distance based methods |
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275 | (1) |
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11.3 Selected Theoretical Results |
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276 | (3) |
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276 | (1) |
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11.3.2 Guarantees for tree reconstruction |
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277 | (1) |
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278 | (1) |
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11.4 Estimation and Inference |
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279 | (2) |
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11.4.1 Fixed tree structure |
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279 | (1) |
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11.4.2 The structural EM algorithm |
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279 | (1) |
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11.4.3 Phylogenetic invariants |
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280 | (1) |
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281 | (8) |
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12 Neighborhood Selection Methods |
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289 | (20) |
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289 | (1) |
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290 | (1) |
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12.3 Gaussian Graphical Models |
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290 | (6) |
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12.3.1 Inverse covariance matrix and edge structure |
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291 | (1) |
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12.3.2 Edge recovery via matrix estimation |
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291 | (1) |
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12.3.3 Edge recovery via linear regression |
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292 | (1) |
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12.3.4 Statistical theory |
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293 | (3) |
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296 | (3) |
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12.4.1 Logistic regression |
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297 | (1) |
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298 | (1) |
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12.5 Generalizations and Extensions |
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299 | (3) |
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12.5.1 Nonparanormal distributions |
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299 | (1) |
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12.5.2 Augmented inverse covariance matrices |
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300 | (1) |
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12.5.3 Other exponential families |
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301 | (1) |
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302 | (2) |
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12.6.1 Noisy and missing data |
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303 | (1) |
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12.6.2 Corrected graphical Lasso |
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303 | (1) |
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303 | (1) |
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304 | (5) |
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13 Nonparametric Graphical Models |
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309 | (16) |
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309 | (2) |
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13.2 Semiparametric Exponential Family Graphical Models |
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311 | (2) |
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312 | (1) |
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13.2.2 A nuisance-free loss function |
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313 | (1) |
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13.3 Tree and Forest Graphical Models |
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313 | (2) |
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314 | (1) |
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315 | (1) |
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13.4 Gaussian Copulas and Variants |
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315 | (4) |
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317 | (1) |
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318 | (1) |
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318 | (1) |
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13.5 Tensor Product Smoothing Spline ANOVA Models |
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319 | (3) |
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13.5.1 Tensor product smoothing splines |
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320 | (1) |
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13.5.2 Fisher-Hyvarinen scoring |
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320 | (2) |
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13.6 Summary and Extensions |
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322 | (3) |
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14 Inference in High-Dimensional Graphical Models |
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325 | (26) |
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14.1 Undirected Graphical Models |
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325 | (13) |
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325 | (2) |
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14.1.2 De-biasing regularized estimators |
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327 | (1) |
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328 | (5) |
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14.1.4 Nodewise square-root Lasso |
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333 | (2) |
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14.1.5 Computational view |
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335 | (1) |
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14.1.6 Simulation results |
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335 | (2) |
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337 | (1) |
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14.2 Directed Acyclic Graphs |
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338 | (3) |
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14.2.1 Maximum likelihood estimator with to-penalization |
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339 | (1) |
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14.2.2 Inference for edge weights |
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340 | (1) |
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341 | (1) |
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342 | (11) |
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14.4.1 Proofs for undirected graphical models |
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342 | (4) |
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14.4.2 Proofs for directed acyclic graphs |
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346 | (5) |
IV Causal inference |
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351 | (120) |
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15 Causal Concepts and Graphical Models |
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353 | (28) |
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353 | (2) |
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15.2 Association versus Causation: Seeing versus Doing |
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355 | (3) |
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15.3 Extending Graphical Models for Causal Reasoning |
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358 | (6) |
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15.3.1 Intervention graphs |
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358 | (2) |
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360 | (3) |
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363 | (1) |
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15.4 Graphical Rules for the Identification of Causal Effects |
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364 | (5) |
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15.4.1 The Back-Door Theorem |
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364 | (3) |
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15.4.2 The Front-Door Theorem |
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367 | (2) |
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15.5 Graphical Characterization of Sources of Bias |
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369 | (6) |
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369 | (4) |
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373 | (2) |
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15.6 Discussion and Outlook |
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375 | (6) |
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16 Identification in Graphical Causal Models |
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381 | (24) |
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381 | (1) |
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16.2 Causal Models of a DAG |
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382 | (6) |
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16.2.1 Causal, direct, indirect, and path-specific effects |
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384 | (1) |
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16.2.2 Responses to dynamic treatment regimes |
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385 | (1) |
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386 | (1) |
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16.2.4 Identification of causal effects |
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386 | (1) |
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16.2.5 Identification of path-specific effects |
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387 | (1) |
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16.2.6 Identification of responses to dynamic treatment regimes |
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388 | (1) |
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16.3 Causal Models of a DAG with Hidden Variables |
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388 | (8) |
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16.3.1 Latent projections and targets of inference |
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389 | (1) |
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16.3.2 Conditional mixed graphs and kernels |
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389 | (1) |
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16.3.3 The fixing operation |
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390 | (1) |
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391 | (3) |
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16.3.5 Controlled direct effects |
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394 | (1) |
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16.3.6 Conditional causal effects |
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394 | (1) |
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16.3.7 Path-specific effects |
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394 | (1) |
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16.3.8 Responses to dynamic treatment regimes |
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395 | (1) |
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16.4 Linear Structural Equation Models |
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396 | (4) |
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16.4.1 Global identification of linear SEMs |
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397 | (1) |
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16.4.2 Generic identification of linear SEMs |
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398 | (2) |
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400 | (5) |
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405 | (34) |
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406 | (1) |
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17.2 Definitions and Notation |
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407 | (2) |
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17.2.1 Natural direct and indirect effects |
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407 | (1) |
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17.2.2 Path-specific effects |
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408 | (1) |
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17.3 Cross-World Quantities Call for Cross-World Assumptions |
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409 | (3) |
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17.3.1 Imposing cross-world independence |
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410 | (1) |
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17.3.2 Cross-world independence and NPSEMs |
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411 | (1) |
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17.3.3 Single world versus multiple worlds models |
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|
411 | (1) |
|
|
412 | (1) |
|
|
412 | (7) |
|
17.4.1 Unmeasured mediator-outcome confounding |
|
|
412 | (1) |
|
17.4.2 Adjusting for mediator-outcome confounding |
|
|
413 | (1) |
|
17.4.3 Treatment-induced mediator-outcome confounding |
|
|
414 | (1) |
|
17.4.4 Pearl's graphical criteria for conditional cross-world independence |
|
|
415 | (1) |
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17.4.5 Sufficient conditions to recover natural effects from experimental data |
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|
415 | (1) |
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17.4.6 Sufficient conditions to recover natural effects from observational data |
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|
416 | (3) |
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|
419 | (7) |
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17.5.1 Building blocks for complete graphical identification criteria |
|
|
420 | (3) |
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17.5.2 The central notion of recantation |
|
|
423 | (3) |
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17.6 Complementary Identification Strategies |
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|
426 | (2) |
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17.6.1 Interchanging cross-world assumptions |
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|
426 | (1) |
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17.6.2 Two types of auxiliary variables |
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|
426 | (1) |
|
17.6.3 Mediating instruments - some reasons for skepticism |
|
|
427 | (1) |
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17.7 From Mediating Instruments to Conceptual Clarity |
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|
428 | (2) |
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17.7.1 In search of operational definitions |
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|
428 | (1) |
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17.7.2 Deterministic expanded graphs |
|
|
428 | (1) |
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|
429 | (1) |
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17.8 Path-Specific Effects for Multiple Mediators |
|
|
430 | (2) |
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17.9 Discussion and Further Challenges |
|
|
432 | (7) |
|
18 Search for Causal Models |
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|
439 | (32) |
|
|
|
|
439 | (1) |
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18.2 Why Causal Search Is Difficult |
|
|
440 | (1) |
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18.3 Assumptions and Terminology |
|
|
441 | (3) |
|
|
444 | (1) |
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18.5 Constraint-Based Search and Hybrid Search |
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|
445 | (11) |
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18.5.1 Acyclicity, no latent confounders, no selection bias |
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|
445 | (7) |
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18.5.2 Acyclicity, latent confounders, selection bias |
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|
452 | (2) |
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18.5.3 Cycles, no latent confounders, no selection bias |
|
|
454 | (1) |
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18.5.4 Cycles, latent confounders, overlapping data sets, experimental and observational data |
|
|
455 | (1) |
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|
456 | (6) |
|
18.6.1 Score-based DAG search |
|
|
456 | (1) |
|
18.6.2 Score-based equivalence class search |
|
|
457 | (1) |
|
18.6.3 Functional causal discovery |
|
|
458 | (4) |
|
18.7 Conclusion and Discussions |
|
|
462 | (9) |
V Applications |
|
471 | (58) |
|
19 Graphical Models for Forensic Analysis |
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|
473 | (24) |
|
|
|
|
473 | (1) |
|
19.2 Bayesian Networks for the Analysis of Evidence |
|
|
474 | (4) |
|
19.3 Object-Oriented Networks |
|
|
478 | (2) |
|
|
478 | (2) |
|
19.4 Quantitative Analysis |
|
|
480 | (1) |
|
19.5 Bayesian Networks for Forensic Genetics |
|
|
481 | (3) |
|
19.5.1 Bayesian networks for simple criminal cases |
|
|
482 | (1) |
|
19.5.2 Bayesian network for simple paternity cases |
|
|
482 | (2) |
|
19.5.3 Bayesian networks for complex cases |
|
|
484 | (1) |
|
19.6 Bayesian Networks for DNA Mixtures |
|
|
484 | (5) |
|
|
485 | (1) |
|
|
486 | (2) |
|
19.6.3 Further developments on DNA mixtures |
|
|
488 | (1) |
|
19.7 Analysis of Sensitivity to Assumptions on Founder Genes |
|
|
489 | (3) |
|
19.7.1 Uncertainty in allele frequencies |
|
|
489 | (1) |
|
19.7.2 Heterogeneous reference population |
|
|
490 | (2) |
|
|
492 | (1) |
|
Appendix: Genetic Background |
|
|
492 | (5) |
|
20 Graphical Models in Molecular Systems Biology |
|
|
497 | (16) |
|
|
|
|
498 | (2) |
|
20.1.1 DNA, RNA and proteins |
|
|
498 | (1) |
|
20.1.2 Biological networks |
|
|
498 | (1) |
|
20.1.3 A motivating problem |
|
|
499 | (1) |
|
|
499 | (1) |
|
20.2 Methods for Snapshot or Static Data |
|
|
500 | (4) |
|
20.2.1 Gaussian graphical models |
|
|
500 | (2) |
|
20.2.2 Directed acyclic graphs |
|
|
502 | (1) |
|
20.2.3 Heterogeneous data and biological context |
|
|
503 | (1) |
|
20.3 Biological Dynamics and Models for Time-Varying Data |
|
|
504 | (3) |
|
|
504 | (1) |
|
20.3.2 Towards linear models |
|
|
504 | (1) |
|
20.3.3 Dynamic Bayesian networks |
|
|
505 | (1) |
|
|
505 | (2) |
|
|
507 | (1) |
|
20.4.1 Causal discovery for biological data |
|
|
507 | (1) |
|
20.4.2 Empirical assessment of causal discovery |
|
|
507 | (1) |
|
20.5 Perspective and Outlook |
|
|
508 | (5) |
|
21 Graphical Models in Genetics, Genomics, and Metagenomics |
|
|
513 | (16) |
|
|
|
|
513 | (2) |
|
21.1.1 The human interactome |
|
|
514 | (1) |
|
21.1.2 Publicly available databases |
|
|
514 | (1) |
|
21.1.3 Genetic terminologies |
|
|
515 | (1) |
|
21.2 Network-Based Analysis in Genetics |
|
|
515 | (2) |
|
21.2.1 Network-assisted analysis in genome-wide association studies |
|
|
515 | (1) |
|
21.2.2 Co-expression network-based association analysis of rare variants |
|
|
516 | (1) |
|
21.3 Network-Based eQTL and Integrative Genomic Analysis |
|
|
517 | (5) |
|
21.3.1 Detection of trans acting genetic effects |
|
|
518 | (1) |
|
21.3.2 A causal mediation framework for integration of GWAS and eQTL studies |
|
|
519 | (3) |
|
21.4 Network Models in Metagenomics |
|
|
522 | (2) |
|
21.4.1 Covariance based on compositional data |
|
|
522 | (1) |
|
21.4.2 Microbial community dynamics |
|
|
523 | (1) |
|
21.5 Future Directions and Topics |
|
|
524 | (5) |
Index |
|
529 | |