Algebraic tests of general Gaussian latent tree models

Dennis Leung, Mathias Drton

Research output: Contribution to journalConference articlepeer-review

1 Scopus citations

Abstract

We consider general Gaussian latent tree models in which the observed variables are not restricted to be leaves of the tree. Extending related recent work, we give a full semi-algebraic description of the set of covariance matrices of any such model. In other words, we find polynomial constraints that characterize when a matrix is the covariance matrix of a distribution in a given latent tree model. However, leveraging these constraints to test a given such model is often complicated by the number of constraints being large and by singularities of individual polynomials, which may invalidate standard approximations to relevant probability distributions. Illustrating with the star tree, we propose a new testing methodology that circumvents singularity issues by trading off some statistical estimation efficiency and handles cases with many constraints through recent advances on Gaussian approximation for maxima of sums of high-dimensional random vectors. Our test avoids the need to maximize the possibly multimodal likelihood function of such models and is applicable to models with larger number of variables. These points are illustrated in numerical experiments.

Original languageEnglish
Pages (from-to)6298-6307
Number of pages10
JournalAdvances in Neural Information Processing Systems
Volume2018-December
StatePublished - 2018
Externally publishedYes
Event32nd Conference on Neural Information Processing Systems, NeurIPS 2018 - Montreal, Canada
Duration: 2 Dec 20188 Dec 2018

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