Conditional independence in stationary distributions of diffusions

DOI10.1016/J.SPA.2025.104604MaRDI QIDQ6995726zbMATH OpenFDO

Authors Tobias Boege, Mathias Drton, Benjamin Hollering, Sarah Lumpp, Pratik Misra, Daniela Schkoda

Publication date 17 April 2025

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPA.2025.104604

zbMATH Keywords

conditional independencediffusionsgraphical modelLyapunov equationMarkov processOrnstein-Uhlenbeck processstationary distributions

Mathematics Subject Classification ID

Diffusion processes (60J60)

Cites work

• Algebraic geometry of Gaussian Bayesian networks
• Algebraic problems in structural equation modeling
• Algebraic statistics
• Binary Models for Marginal Independence
• Combinatorial and algebraic perspectives on the marginal independence structure of Bayesian networks
• Conditional independence structures examined via minors
• Continuous Parameter Markov Processes and Stochastic Differential Equations
• Elements of causal inference. Foundations and learning algorithms
• scientific article; zbMATH DE number 721873 (Why is no real title available?)
• Identifiability in Continuous Lyapunov Models
• Steady states of Fokker-Planck equations. I: Existence
• The Brownian movement and stochastic equations
• Trek separation for Gaussian graphical models
• Unifying Markov properties for graphical models

Cited in

(2)

• On weak convergence of Gaussian conditional distributions
• A trek rule for the Lyapunov equation

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