A Geometric Approach for Inference on Graphical Models

Abstract

We formulate a novel approach to infer conditional independence models or Markov structure of a multivariate distribution. Specifically, our objective is to place informative prior distributions over graphs (decomposable and unrestricted) and sample efficiently from the induced posterior distribution. We also explore the idea of factorizing according to complete sets of a graph; which implies working with a hypergraph that cannot be retrieved from the graph alone. The key idea we develop in this paper is a parametrization of hypergraphs using the geometry of points in $R^m$. This induces informative priors on graphs from specified priors on finite sets of points. Constructing hypergraphs from finite point sets has been well studied in the fields of computational topology and random geometric graphs. We develop the framework underlying this idea and illustrate its efficacy using simulations.