Log-concave density estimation in undirected graphical modelsShow others and affiliations
2025 (English)In: Bernoulli, ISSN 1350-7265, E-ISSN 1573-9759, Vol. 31, no 4, p. 2916-2939Article in journal (Refereed) Published
Abstract [en]
We study the problem of maximum likelihood estimation of densities that are log-concave and lie in the graphical model corresponding to a given undirected graph G. More precisely, we assume that each density in our family factorizes according to the graph G and all factors are log-concave. We show that the maximum likelihood estimate (MLE) is the product of the exponentials of several tent functions, one for each maximal clique of G. While the set of log-concave densities in a graphical model is infinite-dimensional, our results imply that the MLE can be found by solving a finite-dimensional convex optimization problem. We provide an implementation and a few examples. Furthermore, we show that the MLE exists and is unique with probability 1 as long as the number of sample points is larger than the size of the largest clique of G when G is chordal. We show that the MLE is consistent when the graph G is a disjoint union of cliques. Finally, we discuss the conditions under which a log-concave density in the graphical model of G has a log-concave factorization according to G.
Place, publisher, year, edition, pages
Bernoulli Society for Mathematical Statistics and Probability , 2025. Vol. 31, no 4, p. 2916-2939
Keywords [en]
Chordal graphs, convex decomposition of functions, graphical models, log-concave density estimation, maximum likelihood estimation
National Category
Probability Theory and Statistics Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-369737DOI: 10.3150/24-BEJ1831ISI: 001544980900016Scopus ID: 2-s2.0-105014019125OAI: oai:DiVA.org:kth-369737DiVA, id: diva2:1997798
Note
QC 20250915
2025-09-152025-09-152025-09-15Bibliographically approved