期刊
BIOMETRIKA
卷 103, 期 3, 页码 513-530出版社
OXFORD UNIV PRESS
DOI: 10.1093/biomet/asw028
关键词
Additive conditional covariance operator; Additive conditional independence; Copula; Gaussian graphical model; Partial correlation; Reproducing kernel
资金
- U.S. National Science Foundation
- National Science Foundation
- National Institutes of Health
- Division Of Mathematical Sciences
- Direct For Mathematical & Physical Scien [1407537] Funding Source: National Science Foundation
We introduce an additive partial correlation operator as an extension of partial correlation to the nonlinear setting, and use it to develop a new estimator for nonparametric graphical models. Our graphical models are based on additive conditional independence, a statistical relation that captures the spirit of conditional independence without having to resort to high-dimensional kernels for its estimation. The additive partial correlation operator completely characterizes additive conditional independence, and has the additional advantage of putting marginal variation on appropriate scales when evaluating interdependence, which leads to more accurate statistical inference. We establish the consistency of the proposed estimator. Through simulation experiments and analysis of the DREAM4 Challenge dataset, we demonstrate that our method performs better than existing methods in cases where the Gaussian or copula Gaussian assumption does not hold, and that a more appropriate scaling for our method further enhances its performance.
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