No Arabic abstract
Latent class models with covariates are widely used for psychological, social, and educational researches. Yet the fundamental identifiability issue of these models has not been fully addressed. Among the previous researches on the identifiability of latent class models containing covariates, Huang and Bandeen-Roche (2004, Psychometrika, 69:5-32) studied the local identifiability conditions. However, motivated by recent advances in the identifiability of restricted latent class models, particularly the Cognitive Diagnosis Models (CDMs), we show in this work that the conditions in Huang and Bandeen-Roche (2004) are only necessary but not sufficient to determine the local identifiability of the model parameters. To address the open identifiability issue for latent class models with covariates, this work establishes conditions to ensure the global identifiability of the model parameters in both strict and generic sense. Moreover, our results extend to polytomous-response CDMs with covariates, which generalizes the existing identifiability results for CDMs.
We study parameter identifiability of directed Gaussian graphical models with one latent variable. In the scenario we consider, the latent variable is a confounder that forms a source node of the graph and is a parent to all other nodes, which correspond to the observed variables. We give a graphical condition that is sufficient for the Jacobian matrix of the parametrization map to be full rank, which entails that the parametrization is generically finite-to-one, a fact that is sometimes also referred to as local identifiability. We also derive a graphical condition that is necessary for such identifiability. Finally, we give a condition under which generic parameter identifiability can be determined from identifiability of a model associated with a subgraph. The power of these criteria is assessed via an exhaustive algebraic computational study on models with 4, 5, and 6 observable variables.
Modeling of longitudinal data often requires diffusion models that incorporate overall time-dependent, nonlinear dynamics of multiple components and provide sufficient flexibility for subject-specific modeling. This complexity challenges parameter inference and approximations are inevitable. We propose a method for approximate maximum-likelihood parameter estimation in multivariate time-inhomogeneous diffusions, where subject-specific flexibility is accounted for by incorporation of multidimensional mixed effects and covariates. We consider $N$ multidimensional independent diffusions $X^i = (X^i_t)_{0leq tleq T^i}, 1leq ileq N$, with common overall model structure and unknown fixed-effects parameter $mu$. Their dynamics differ by the subject-specific random effect $phi^i$ in the drift and possibly by (known) covariate information, different initial conditions and observation times and duration. The distribution of $phi^i$ is parametrized by an unknown $vartheta$ and $theta = (mu, vartheta)$ is the target of statistical inference. Its maximum likelihood estimator is derived from the continuous-time likelihood. We prove consistency and asymptotic normality of $hat{theta}_N$ when the number $N$ of subjects goes to infinity using standard techniques and consider the more general concept of local asymptotic normality for less regular models. The bias induced by time-discretization of sufficient statistics is investigated. We discuss verification of conditions and investigate parameter estimation and hypothesis testing in simulations.
Statistical models with latent structure have a history going back to the 1950s and have seen widespread use in the social sciences and, more recently, in computational biology and in machine learning. Here we study the basic latent class model proposed originally by the sociologist Paul F. Lazarfeld for categorical variables, and we explain its geometric structure. We draw parallels between the statistical and geometric properties of latent class models and we illustrate geometrically the causes of many problems associated with maximum likelihood estimation and related statistical inference. In particular, we focus on issues of non-identifiability and determination of the model dimension, of maximization of the likelihood function and on the effect of symmetric data. We illustrate these phenomena with a variety of synthetic and real-life tables, of different dimension and complexity. Much of the motivation for this work stems from the 100 Swiss Francs problem, which we introduce and describe in detail.
While hidden class models of various types arise in many statistical applications, it is often difficult to establish the identifiability of their parameters. Focusing on models in which there is some structure of independence of some of the observed variables conditioned on hidden ones, we demonstrate a general approach for establishing identifiability utilizing algebraic arguments. A theorem of J. Kruskal for a simple latent-class model with finite state space lies at the core of our results, though we apply it to a diverse set of models. These include mixtures of both finite and nonparametric product distributions, hidden Markov models and random graph mixture models, and lead to a number of new results and improvements to old ones. In the parametric setting, this approach indicates that for such models, the classical definition of identifiability is typically too strong. Instead generic identifiability holds, which implies that the set of nonidentifiable parameters has measure zero, so that parameter inference is still meaningful. In particular, this sheds light on the properties of finite mixtures of Bernoulli products, which have been used for decades despite being known to have nonidentifiable parameters. In the nonparametric setting, we again obtain identifiability only when certain restrictions are placed on the distributions that are mixed, but we explicitly describe the conditions.
Though Gaussian graphical models have been widely used in many scientific fields, limited progress has been made to link graph structures to external covariates because of substantial challenges in theory and computation. We propose a Gaussian graphical regression model, which regresses both the mean and the precision matrix of a Gaussian graphical model on covariates. In the context of co-expression quantitative trait locus (QTL) studies, our framework facilitates estimation of both population- and subject-level gene regulatory networks, and detection of how subject-level networks vary with genetic variants and clinical conditions. Our framework accommodates high dimensional responses and covariates, and encourages covariate effects on both the mean and the precision matrix to be sparse. In particular for the precision matrix, we stipulate simultaneous sparsity, i.e., group sparsity and element-wise sparsity, on effective covariates and their effects on network edges, respectively. We establish variable selection consistency first under the case with known mean parameters and then a more challenging case with unknown means depending on external covariates, and show in both cases that the convergence rate of the estimated precision parameters is faster than that obtained by lasso or group lasso, a desirable property for the sparse group lasso estimation. The utility and efficacy of our proposed method is demonstrated through simulation studies and an application to a co-expression QTL study with brain cancer patients.