Markov properties for linear causal models with correlated errors
From MaRDI portal
Publication:2880872
zbMATH Open1235.68162MaRDI QIDQ2880872FDOQ2880872
Authors: Changsung Kang, Jin Tian
Publication date: 17 April 2012
Published in: Journal of Machine Learning Research (JMLR) (Search for Journal in Brave)
Full work available at URL: http://www.jmlr.org/papers/v10/kang09a.html
Recommendations
- Markov properties of nonrecursive causal models
- Gibbs and Markov properties of graphs
- On the Validity of the Markov Interpretation of Path Diagrams of Gaussian Structural Equations Systems with Correlated Errors
- On the intrinsic relations of correlations in some systems of linear structural equations
- Independence properties of directed markov fields
Learning and adaptive systems in artificial intelligence (68T05) Neural nets and related approaches to inference from stochastic processes (62M45)
Cited In (7)
- On the intrinsic relations of correlations in some systems of linear structural equations
- Sequences of regressions and their independences
- Title not available (Why is that?)
- Marginal AMP chain graphs
- Probability distributions with summary graph structure
- Beyond the mean: a flexible framework for studying causal effects using linear models
- Markov properties for mixed graphs
This page was built for publication: Markov properties for linear causal models with correlated errors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2880872)