Mixed Latent Graphical Models with Mixed Measurement Error and Misclassification in Variables

Graphical models are powerful tools for characterizing conditional dependence structures among variables with complex relationships. Although many methods have been developed under the graphical modeling framework, their validity often hinges on the quality of the data. A fundamental assumption in most existing approaches is that all variables are measured precisely, an assumption frequently violated in practice. In many applications, mismeasurement of mixed discrete and continuous variables is a common challenge. In this paper, we address error-contaminated data involving both continuous and discrete variables by proposing a mixed latent Gaussian copula graphical measurement error model. To perform inference, we develop a simulation-based expectation-maximization procedure that explicitly accounts for mismeasurement effects. We further introduce a computationally efficient refinement to reduce the computational burden. Asymptotic properties of the proposed estimator are established, and its finite-sample performance is evaluated through numerical studies.