  The notion of multivariate total positivity has proved to be useful in
finance and psychology but may be too restrictive in other applications. In
this paper we propose a concept of local association, where highly connected
components in a graphical model are positively associated and study its
properties. Our main motivation comes from gene expression data, where
graphical models have become a popular exploratory tool. The models are
instances of what we term mixed convex exponential families and we show that a
mixed dual likelihood estimator has simple exact properties for such families
as well as asymptotic properties similar to the maximum likelihood estimator.
We further relax the positivity assumption by penalizing negative partial
correlations in what we term the positive graphical lasso. Finally, we develop
a GOLAZO algorithm based on block-coordinate descent that applies to a number
of optimization procedures that arise in the context of graphical models,
including the estimation problems described above. We derive results on
existence of the optimum for such problems.
