破解非DAG型图模型的效率估计难题,给出影响函数的完整刻画。
A Characterization of the Orthocomplement of the Tangent Space of Semiparametric Markov Models
- 提出通用图模型下切空间正交补的闭式表达式
- 首次完整刻画无向图、链图等模型的影响函数类
- 为复杂依赖结构下的高效统计推断提供理论基础
图形模型在社会与经验科学中广泛应用,因其直观易用。这类模型属于仅由条件独立性(CI)约束定义的马尔可夫模型。为在这些模型中高效估计有限维目标参数,半参数理论提供了基于影响函数(IFs)构造一致且渐近线性估计器的框架,此类估计器具有渐近正态性和根-n一致性。准确刻画目标参数的所有影响函数类是实现统计效率推断的关键。对于相对于有向无环图(DAG)的马尔可夫模型,其切空间的正交补已知,意味着一旦获得一个影响函数,即可推导出所有影响函数。然而,对于不等价于DAG模型的马尔可夫模型——如与无向图、链图或无环有向混合图相关的普通马尔可夫模型——其正交补尚未被刻画,阻碍了半参数推断的发展。本文推导出一般马尔可夫模型下切空间正交补的闭式表达,并通过在多个图形模型中刻画条件均值参数的影响函数类来展示结果。
原文摘要 · Abstract (English)
Graphical models are ubiquitous in social and empirical science as they are intuitive and easy to use. These models belong to the broader class of Markov models, defined using solely conditional independence (CI) restrictions. In order to estimate finite-dimensional target parameters in such models efficiently, semi-parametric theory provides a principled framework for constructing regular and asymptotically linear estimators via influence functions (IFs). These estimators are asymptotically normal and root-$n$ consistent. Characterizing the class of all influence functions for a target parameter is crucial for statistically efficient inference in these models. For models that are Markov relative to directed acyclic graphs (DAGs), the orthogonal complement of the tangent space is known, implying that for any target the class of all influence functions can be derived once an influence function is obtained. On the other hand, for Markov models not equivalent to a DAG model -- such as ordinary Markov models associated with undirected graphs, chain graphs, or acyclic directed mixed graphs -- the orthogonal complement has not been characterized, impeding semi-parametric inference in these models. We derive closed form expressions for the orthogonal complement of the tangent space for general Markov models and illustrate our results by characterizing the class of influence functions for the conditional mean parameter in several graphical models.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。