TY - JOUR T1 - Decomposition of Covariate-Dependent Graphical Models with Categorical Data AU - Liu , Binghui AU - Guo , Jianhua JO - Communications in Mathematical Research VL - 3 SP - 414 EP - 436 PY - 2023 DA - 2023/04 SN - 39 DO - http://doi.org/10.4208/cmr.2022-0030 UR - https://global-sci.org/intro/article_detail/cmr/21609.html KW - Collapsibility, contingency tables, covariate-dependent, decomposition, graphical models. AB -

Graphical models are wildly used to describe conditional dependence relationships among interacting random variables. Among statistical inference problems of a graphical model, one particular interest is utilizing its interaction structure to reduce model complexity. As an important approach to utilizing structural information, decomposition allows a statistical inference problem to be divided into some sub-problems with lower complexities. In this paper, to investigate decomposition of covariate-dependent graphical models, we propose some useful definitions of decomposition of covariate-dependent graphical models with categorical data in the form of contingency tables. Based on such a decomposition, a covariate-dependent graphical model can be split into some sub-models, and the maximum likelihood estimation of this model can be factorized into the maximum likelihood estimations of the sub-models. Moreover, some sufficient and necessary conditions of the proposed definitions of decomposition are studied.