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) 17515823 (eISSN)
Vol. 80 3 415-438Subject Categories
Mathematics
DOI
10.1111/j.1751-5823.2012.00195.x