HSSS Research Kitchen on
Learning Conditional Independence
Models
16 - 20 October 2000
Trest, Czech Republic
..............................................................................................
Report to European Science Foundation
 
The following summarizes the discussions as they took
place during
the meeting. Every session was devoted to a specific topic.
The number
of speakers in one session varied from one to four but the
number
of disccussants was higher.
Monday 16 October 2000
Survey and problem classification (MS)
- Various graphical and non-graphical approaches to description
of CI structures
- Soundness and completeness
- Equivalence problem, inclusion problem, representative choice
problem
- Interpretation, learning and computational aspects
Tuesday 17 October 2000
Learning strategies (PG, EF, CT, GK)
1. MCMC learning graphical models (PG)
- Interplay between computations and learning
- Local specifications and computations
- Analysis of decomposable UG models
- Multivariate Gaussian and contingency table models
- Hyper Markov prior distributions
- Simultaneous quantitative and structural learning by means of MCMC
- Convergence diagnostics for MCMC
2. MCMC learning for DAG models (EF)
- Choice of parametrization
- Representative graph model search versus full DAG space model
search
3. Analysis of graphical factor models (CT)
- Definition of graphical factor models
- Importance of identifiability
- Matrix representation of models
- A priori rules to move betwen identifiable models
4. Methodological aspects in learning (GK)
- Precision attached to the Bayesian approach
- Specification of prior distributions over model space
- Essential graph representative
- Smoothing and shrinkage aspects
- Decomposition of problems
Wednesday 18 October 2000
Inclusion problem (RB, TK)
1. Inclusion problem I. (RB)
- Counterexamples to previous attempts
- Non-locality aspect
2. Inclusion problem II. (TK)
- Equivalence of DAGs
- Meek's conjecture and its proof in a special case
- Neighbourhood concept and covering
- Comparison of moves in graphical and CI neighbourhood
Thursday 19 October
Iterative methods and exponential families
(FM, TR)
1. Exponential families (FM)
- Closure of exponential families
- Intersection of graphical models
- Iterative procedures: open problems
- Interpretation using information geometry
- Limiting properties and accumulation points
2. Parametrization of exponential families (TR)
- Mixed parametrization of exponential families
- Specifications for categorical data
- Proof of convergence of an iterative procedure
- Marginal log-linear and log-affine models
- Smoothness and variation independence of parameterization
- Graphical DAG models and marginal models
Thursday 19 October: evening
Overview of discussion (All participants)
The aim of this session was to summarize discussion and to indentify
common research goals for (possible) future cooperation. The result
was a list of shared interests in research given in
the Appendix.
Friday 20 October
Open problem session (RB, RJ, FM, PG)
Further open problems (except those mentioned earlier) were
formulated. The participants agreed that they are going to give exact
formulation of open problems of common interest (mathematical
formulation if possible). These problems will be then put on web page
of the research kitchen in 2 or 3 months after the meeting.
Follow up
Continuing research relationships between kitcheners are expected.
Specific targets include join publications on specific topics and
on general methodology. An example of such a joint work is a paper
about a partial solution of the inclusion problem whose writing started
immediately after the kitchen. Further open questions motivated by
the idea of learning chain graph models (e.g. representation of classes
of equivalent chain graphs, neighbourhood characterization) are expected
to be a topic of future cooperation.
The list of participants
- Remco Bouckaert Crystal Mountain Information Technology
rrb@xm.co.nz
- Eva-Maria Fronk University of Munich
fronk@stat.uni-muenchen.de
- Paolo Giudici University of Pavia
giudici@unipv.it
- Radim Jiroušek University of Economics Prague
radim@vse.cz
- Gernot Kleiter University of Salzburg
gernot.kleiter@sbg.ac.at
- Tomáš Kočka University of Economics Prague
kocka@vse.cz
- František Matúš Academy of Sciences of the Czech
Republic matus@utia.cas.cz
- Tamás Rudas Eotvos University Budapest
rudas@tarki.hu
- Milan Studený Academy of Sciences of the Czech
Republic studeny@utia.cas.cz
- Claudia Tarantola University of Pavia
ctarantola@eco.unipv.it
Remark The stay of Gernot Kleiter and Radim
Jirou\v{s}ek was covered from other sources.
Appendix: common aspects and research goals
(in alphabetic order)
- Applications in economics, social sciences and behavioural
sciences, official statistics, web mining and information technology,
- Bayesian approach for simultaneous quantitative and qualitative
learning,
- Computational algorithms, assessment of convergence and
iterative procedures,
- Equivalence, representatives and topology of models,
- Intutition, precision and interpretation of models,
- Learning methods, exploration and model selection,
- Local specification, computation and inference,
- Moving in the model space,
- Parametrization: properties and interpretation of different
parameterization,
- Representation types of the models,
- Soundness and completeness problems.