Algebraic geometry of Gaussian Bayesian networks
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Abstract: Conditional independence models in the Gaussian case are algebraic varieties in the cone of positive definite covariance matrices. We study these varieties in the case of Bayesian networks, with a view towards generalizing the recursive factorization theorem to situations with hidden variables. In the case when the underlying graph is a tree, we show that the vanishing ideal of the model is generated by the conditional independence statements implied by graph. We also show that the ideal of any Bayesian network is homogeneous with respect to a multigrading induced by a collection of upstream random variables. This has a number of important consequences for hidden variable models. Finally, we relate the ideals of Bayesian networks to a number of classical constructions in algebraic geometry including toric degenerations of the Grassmannian, matrix Schubert varieties, and secant varieties.
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Cited in
(30)- Inner product space and concept classes induced by Bayesian networks
- Geometry, moments and conditional independence trees with hidden variables.
- Gaussian graphical models with toric vanishing ideals
- Directed Gaussian graphical models with toric vanishing ideals
- Granger causality from quantized measurements
- Initial ideals of Pfaffian ideals
- Equations defining probability tree models
- Conditional independence ideals with hidden variables
- Algebraic geometry of Bayesian networks
- Conjunctive Bayesian networks
- Matrix Schubert varieties and Gaussian conditional independence models
- Multivariate Gaussians, semidefinite matrix completion, and convex algebraic geometry
- Algebraic properties of HTC-identifiable graphs
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