Learning Bayesian Networks: A Copula Approach for Mixed-Type Data

Federico Castelletti ()
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Federico Castelletti: Universitá Cattolica del Sacro Cuore

Psychometrika, 2024, vol. 89, issue 2, No 12, 658-686

Abstract: Abstract Estimating dependence relationships between variables is a crucial issue in many applied domains and in particular psychology. When several variables are entertained, these can be organized into a network which encodes their set of conditional dependence relations. Typically however, the underlying network structure is completely unknown or can be partially drawn only; accordingly it should be learned from the available data, a process known as structure learning. In addition, data arising from social and psychological studies are often of different types, as they can include categorical, discrete and continuous measurements. In this paper, we develop a novel Bayesian methodology for structure learning of directed networks which applies to mixed data, i.e., possibly containing continuous, discrete, ordinal and binary variables simultaneously. Whenever available, our method can easily incorporate known dependence structures among variables represented by paths or edge directions that can be postulated in advance based on the specific problem under consideration. We evaluate the proposed method through extensive simulation studies, with appreciable performances in comparison with current state-of-the-art alternative methods. Finally, we apply our methodology to well-being data from a social survey promoted by the United Nations, and mental health data collected from a cohort of medical students. R code implementing the proposed methodology is available at https://github.com/FedeCastelletti/bayes_networks_mixed_data .

Keywords: Bayesian inference; directed acyclic graph; Markov chain Monte Carlo; network psychometrics; structural equation model (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s11336-024-09969-2

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