stat.MLOct 13, 2026

Student Copula Markov Networks

Authors: Salha Mamane, Cheikh Tidiane Seck

Organizations: School of Statistics and Actuarial Science, University of the Witwatersrand · Department of Mathematics, Alioune Diop University of Bambey

Abstract

This paper extends the applicability of probabilistic graphical models to non Gaussian data. It establishes a characterization of the pairwise Markov property in undirected probabilistic graphical models in terms of copula densities. Building on this characterization, we derive a necessary condition for the pairwise Markov property in Student copula Markov networks. An Expectation-Conditional Maximization algorithm (ECM) is provided to facilitate the penalized maximum likelihood estimation and graph selection. The performance of the proposed algorithm is evaluated through simulation studies, which demonstrate its effectiveness in estimating model parameters and recovering the underlying graph structure.

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