Conditional independence in max-linear Bayesian networks

DOI10.1214/21-AAP1670MaRDI QIDQ2117434FDOQ2117434

Ngoc Mai Tran, Claudia Klüppelberg, Steffen Lauritzen, Carlos Enrique Améndola Cerón

Publication date: 21 March 2022

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.09233

zbMATH Keywords

Bayesian networkdirected acyclic graphconditional independencemax-linear modeltropical geometry\(d\)-separationMarkov propertiesfaithfulnesshitting scenario

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Probabilistic graphical models (62H22) Algebraic statistics (62R01) Applications of tropical geometry (14T90)

Cites Work

• Extreme value theory. An introduction.
• Title not available (Why is that?)
• Probabilistic graphical models.
• Conditional sampling for spectrally discrete max-stable random fields
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Method of Path Coefficients
• Identifying independence in bayesian networks
• Max-linear Systems: Theory and Algorithms
• Title not available (Why is that?)
• Tropical polar cones, hypergraph transversals, and mean payoff games
• Computing the vertices of tropical polyhedra using directed hypergraphs
• Title not available (Why is that?)
• Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data
• Independence properties of directed markov fields
• Minimal external representations of tropical polyhedra
• Tropical Fourier-Motzkin elimination, with an application to real-time verification
• Max-linear models on directed acyclic graphs
• Identifiability and estimation of recursive max‐linear models
• Graphical Models for Extremes
• Unifying Markov properties for graphical models
• The geometry of gaussoids
• Estimating an extreme Bayesian network via scalings
• Recursive max-linear models with propagating noise

Cited In (7)

• A circular-linear dependence measure under Johnson-Wehrly distributions and its application in Bayesian networks
• Conditional Independence in Max-linear Bayesian Networks
• Conditional independence among max-stable laws
• Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions
• Modern Extreme Value Theory at the Interface of Risk Management, Bayesian Networks and Heavy-Tailed Time Series
• Identifying independence in bayesian networks
• Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments

This page was built for publication: Conditional independence in max-linear Bayesian networks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2117434)