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Article Dans Une Revue Journal de la Société Française de Statistique Année : 2019

Closed-form Bayesian inference of graphical model structures by averaging over trees

Résumé

We consider the inference of the structure of an undirected graphical model in a Bayesian framework. To avoid convergence issues and highly demanding Monte Carlo sampling, we focus on exact inference. More specifically we aim at achieving the inference with closed-form posteriors, avoiding any sampling step. To this aim, we restrict the set of considered graphs to mixtures of spanning trees. We investigate under which conditions on the priors - on both tree structures and parameters - closed-form Bayesian inference can be achieved. Under these conditions, we derive a fast an exact algorithm to compute the posterior probability for an edge to belong to the tree model using an algebraic result called the Matrix-Tree theorem. We show that the assumption we have made does not prevent our approach to perform well on synthetic and flow cytometry data.
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Dates et versions

hal-03111633 , version 1 (15-01-2021)

Identifiants

  • HAL Id : hal-03111633 , version 1
  • WOS : 000476599100001

Citer

Loïc Schwaller, Stephane S. Robin, Michael Stumpf. Closed-form Bayesian inference of graphical model structures by averaging over trees. Journal de la Société Française de Statistique, 2019, 160 (2), pp.1-23. ⟨hal-03111633⟩
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