Traceable Regressions
Journal article, 2012

In this paper, we define and study the concept of traceable regressions and apply it to some examples. Traceable regressions are sequences of conditional distributions in joint or single responses for which a corresponding graph captures an independence structure and represents, in addition, conditional dependences that permit the tracing of pathways of dependence. We give the properties needed for transforming these graphs and graphical criteria to decide whether a path in the graph induces a dependence. The much stronger constraints on distributions that are faithful to a graph are compared to those needed for traceable regressions.

area

edge-matrix calculus

Chain graphs

graphical Markov models

independence

overlap

prediction

roc curve

scoring rules

classifier performance

diagnostic-tests

faithfulness of graphs

Author

Nanny Wermuth

University of Gothenburg

Chalmers, Mathematical Sciences, Mathematical Statistics

International Statistical Review

0306-7734 (ISSN)

Vol. 80 3 415-438

Subject Categories

Mathematics

DOI

10.1111/j.1751-5823.2012.00195.x

More information

Created

10/7/2017