Characterizing Markov equivalence classes for AMP chain graph models

DOI10.1214/009053606000000173zbMATH Open1096.62097arXivmath/0607037OpenAlexW1970822905MaRDI QIDQ2497188FDOQ2497188

Steen A. Andersson, Michael D. Perlman

Publication date: 3 August 2006

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

Abstract: Chain graphs (CG) use undirected and directed edges to represent both structural and associative dependences. Like acyclic directed graphs (ADGs), the CG associated with a statistical Markov model may not be unique, so CGs fall into Markov equivalence classes, which may be superexponentially large, leading to unidentifiability and computational inefficiency in model search and selection.Under the Andersson--Madigan--Perlman (AMP) interpretation of a CG, each Markov-equivalence class can be uniquely represented by a single CG, the AMP essential graph, that can be used for efficient inference and model search and selection. Here the graphical structure of an AMP essential graph is studied in detail. This structural information will be useful for algorithmic construction of the essential graph.

Full work available at URL: https://arxiv.org/abs/math/0607037

zbMATH Keywords

graphical modelchain graphMarkov equivalenceessential graph

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Applications of graph theory (05C90) Markov processes (60J99) Neural nets and related approaches to inference from stochastic processes (62M45) Graph theory (including graph drawing) in computer science (68R10) Knowledge representation (68T30) Special processes (60K99)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Graphical models for associations between variables, some of which are qualitative and some quantitative
• A characterization of Markov equivalence classes for acyclic digraphs
• Bayesian model averaging and model selection for markov equivalence classes of acyclic digraphs
• Probabilistic Networks and Expert Systems
• On chain graph models for description of conditional independence structures
• Alternative Markov properties for chain graphs
• The size distribution for Markov equivalence classes of acyclic digraph models.
• Separation and completeness properties for AMP chain graph Markov models.
• Characterizing Markov equivalence classes for AMP chain graph models
• Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property
• A graphical characterization of the largest chain graphs
• BIFROST -- Block recursive models Induced From Relevant knowledge, Observations, and Statistical Techniques
• On the Markov Equivalence of Chain Graphs, Undirected Graphs, and Acyclic Digraphs
• A recovery algorithm for chain graphs
• A Unified Approach to the Characterization of Equivalence Classes of DAGs, Chain Graphs with no Flags and Chain Graphs

Cited In (11)

• Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property
• Title not available (Why is that?)
• Chain graphs for multilevel models
• Learning marginal AMP chain graphs under faithfulness revisited
• On expressiveness of the chain graph interpretations
• Sequences of regressions and their independences
• Multiple testing and error control in Gaussian graphical model selection
• AMP Chain Graphs: Minimal Separators and Structure Learning Algorithms
• Characterizing Markov equivalence classes for AMP chain graph models
• Chain graph interpretations and their relations revisited
• Learning AMP chain graphs and some marginal models thereof under faithfulness

This page was built for publication: Characterizing Markov equivalence classes for AMP chain graph models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2497188)