Generic identifiability of linear structural equation models by ancestor decomposition

DOI10.1111/SJOS.12227zbMATH Open1373.62250arXiv1504.02992OpenAlexW2201599271WikidataQ57566364 ScholiaQ57566364MaRDI QIDQ2835308FDOQ2835308

Authors: Mathias Drton, Luca Weihs 

Publication date: 2 December 2016

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Abstract: Linear structural equation models, which relate random variables via linear interdependencies and Gaussian noise, are a popular tool for modeling multivariate joint distributions. These models correspond to mixed graphs that include both directed and bidirected edges representing the linear relationships and correlations between noise terms, respectively. A question of interest for these models is that of parameter identifiability, whether or not it is possible to recover edge coefficients from the joint covariance matrix of the random variables. For the problem of determining generic parameter identifiability, we present an algorithm that extends an algorithm from prior work by Foygel, Draisma, and Drton (2012). The main idea underlying our new algorithm is the use of ancestral subsets of vertices in the graph in application of a decomposition idea of Tian (2005).

Full work available at URL: https://arxiv.org/abs/1504.02992

Recommendations

• Half-trek criterion for generic identifiability of linear structural equation models
• Global identifiability of linear structural equation models
• Algebraic problems in structural equation modeling
• Identifiability of Gaussian linear structural equation models with homogeneous and heterogeneous error variances
• Identifiability of Gaussian structural equation models with equal error variances

zbMATH Keywords

parameter identificationstructural equation modelsgeneric identifiabilityhalf-trek criterion

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Cites Work

• Title not available (Why is that?)
• Global identifiability of linear structural equation models
• Half-trek criterion for generic identifiability of linear structural equation models
• On the completeness of an identifiability algorithm for semi-Markovian models

Cited In (11)

• Half-trek criterion for identifiability of latent variable models
• Experimental design issues in big data: the question of bias
• Identifying dynamical time series model parameters from equilibrium samples, with application to gene regulatory networks
• Algebraic properties of HTC-identifiable graphs
• Identifiability of directed Gaussian graphical models with one latent source
• Global identifiability of linear structural equation models
• Half-trek criterion for generic identifiability of linear structural equation models
• Identifiability in Continuous Lyapunov Models
• Empirical likelihood for linear structural equation models with dependent errors
• Nested covariance determinants and restricted trek separation in Gaussian graphical models
• Algebraic problems in structural equation modeling

Uses Software

• R

This page was built for publication: Generic identifiability of linear structural equation models by ancestor decomposition

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2835308)