  We investigate the relationship between the structure of a discrete graphical
model and the support of the inverse of a generalized covariance matrix. We
show that for certain graph structures, the support of the inverse covariance
matrix of indicator variables on the vertices of a graph reflects the
conditional independence structure of the graph. Our work extends results that
have previously been established only in the context of multivariate Gaussian
graphical models, thereby addressing an open question about the significance of
the inverse covariance matrix of a non-Gaussian distribution. The proof
exploits a combination of ideas from the geometry of exponential families,
junction tree theory and convex analysis. These population-level results have
various consequences for graph selection methods, both known and novel,
including a novel method for structure estimation for missing or corrupted
observations. We provide nonasymptotic guarantees for such methods and
illustrate the sharpness of these predictions via simulations.
