Graphical model for mixed data types

Abstract

With the development of data collection technologies, data types have become more diverse. Additionally, graphical models, as tools for describing variable network relationships, have become increasingly popular in recent years. Previous studies have focused on graphical models tailored to specific types of data. However, these existing methods fail to identify graphical models for mixed data types. The difficulty of constructing graphical models for mixed data types lies in the fact that each type of data has its own space, which challenges the estimation of network relationships in a graphical model when the data are combined. To address this issue, this study presents a novel method that utilizes a vectorization and alignment strategy developed particularly for mixed data types, including scalar, interval-valued, compositional, and functional data, to estimate a graphical model. By iteratively employing a block-sparse graphical lasso method on aligned data, the method can achieve satisfactory results, as shown by numerous simulation experiments. The results also validate the superiority of our proposed method over potential competing methods. Furthermore, this method was applied to an engine damage propagation network as an illustrative example. Our method provides a novel modeling approach for graphical models in the case of mixed data types.