Learning mixed graphical models with separate sparsity parameters and stability-based model selection

Background Mixed graphical models (MGMs) are graphical models learned over a combination of continuous and discrete variables. Mixed variable types are common in biomedical datasets. MGMs consist of a parameterized joint probability density, which implies a network structure over these heterogeneous variables. The network structure reveals direct associations between the variables and the joint probability density allows one to ask arbitrary probabilistic questions on the data. This information can be used for feature selection, classification and other important tasks.