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Sensitivity analysis of violations of the faithfulness assumption
Statistiska institutionen, Uppsala universitet.
Umeå University, Faculty of Social Sciences, Umeå School of Business and Economics (USBE), Statistics.
2014 (English)In: Journal of Statistical Computation and Simulation, ISSN 0094-9655, E-ISSN 1563-5163, Vol. 84, no 7, 1608-1620 p.Article in journal (Other academic) Published
Abstract [en]

We study implications of violations of the fatihfulness condition due to parameter cancellations on estimation of the DAG skeleton. Three settings are investigated: when i) faithfulness is guaranteed ii) faithfulness is not guaranteed and iii) the parameter distributions are concentrated around unfaithfulness (near-unfaithfulness). In a simulation study the effetcs of the different settings are compared using the PC and MMPC algorithms. The results show that the performance in the faithful case is almost unchanged compared to the unrestricted case whereas there is a general decrease in performance under the near-unfaithful case as compared to the unrestricted case. The response to near-unfaithful parameterisations is similar between two algorithms, with the MMPC algorithm having higher true positive rates and the PC algorithm having lower false positive rates.

Place, publisher, year, edition, pages
Taylor & Francis Group, 2014. Vol. 84, no 7, 1608-1620 p.
Keyword [en]
DAG, graphical models, model search, skeleton, structure learning
National Category
Probability Theory and Statistics
Research subject
Statistics
Identifiers
URN: urn:nbn:se:umu:diva-62098DOI: 10.1080/00949655.2012.755975ISI: 000334334500014OAI: oai:DiVA.org:umu-62098DiVA: diva2:575221
Available from: 2012-12-07 Created: 2012-12-07 Last updated: 2017-12-07Bibliographically approved

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Waernbaum, Ingeborg

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  • apa
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  • Other style
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  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
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Output format
  • html
  • text
  • asciidoc
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