We define Gaussian graphical models on directed acyclic graphs with coloured vertices and edges, calling them RDAG (or restricted directed acyclic graph) models. If two vertices or edges have the same colour, their parameters in the model must be the same. We present an algorithm to find the maximum likelihood estimate (MLE) in an RDAG model, and characterise when the MLE exists, via linear independence conditions. We relate properties of a graph, and its colouring, to the number of samples needed for the MLE to exist and to be unique. We also characterise when an RDAG model is equal to an associated undirected graphical model. Finally, we consider connections between RDAG models and Gaussian group models.
翻译:我们用彩色的脊椎和边缘来定义定向环状图的高斯图形模型,称为RDAG(或有限制的定向环状图)模型。如果两个脊椎或边缘的颜色相同,则模型中的参数必须相同。我们提出了一个算法,以在RDAG模型中找到最大可能性估计值(MLE),并在MLE存在时,通过线性独立条件进行描述。我们把一个图的属性及其颜色与MLE的存在和独特性所需的样本数量联系起来。当RDAG模型与相关的非定向图形模型相等时,我们也会定性。最后,我们考虑RDAG模型和高斯群模型之间的联系。