Graphical Models in Applied Multivariate Statistics

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Graphical Models in Applied Multivariate Statistics

Joe Whittaker

Department of Mathematics,  University of Lancaster, UK.

Graphical models--a subset of log-linear models--reveal the interrelationships between multiple variables and features of the underlying conditional independence. This introduction to the use of graphical models in the description and modeling of multivariate systems covers conditional independence, several types of independence graphs, Gaussian models, issues in model selection, regression and decomposition. Many numerical examples and exercises with solutions are included.

This book is aimed at students who require a course on applied multivariate statistics unified by the concept of conditional independence and researchers concerned with applying graphical modelling techniques.