by Jukka Corander
Research Report 1997:10
Department of Statistics, Stockholm University, S-106 91 Stockholm, Sweden
Abstract
The dependency structure of a multivariate binary data set is investigated in terms of entropies. Classes of efficient condition variables are defined, and conditional independence statements defining the structure of a multivariate Bernoulli distribution are shown to be obtainable from such classes. A graphical method of representing the dependency structure based on the maximally informative outcomes of efficient condition variables is introduced. A simultaneous inference method based on sequential likelihood ratio tests is suggested for finding the classes of graphical models consistent with a set of empirical observations.
Key words: Conditional Independence, Entropy, Graphical Models, Information Divergence, Multivariate Bernoulli distributions, Prediction.
Last update: 1997-12-16 / KH