Graphical Markov models for infinitely many variables

DOI10.1090/TRAN/7048zbMATH Open1409.60050arXiv1501.07878OpenAlexW2964147764MaRDI QIDQ4586322FDOQ4586322

Authors: David Montague, Bala Rajaratnam 

Publication date: 13 September 2018

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Abstract: Representing the conditional independences present in a multivariate random vector via graphs has found widespread use in applications, and such representations are popularly known as graphical models or Markov random fields. These models have many useful properties, but their fundamental attractive feature is their ability to reflect conditional independences between blocks of variables through graph separation, a consequence of the equivalence of the pairwise, local and global Markov properties demonstrated by Pearl and Paz (1985). Modern day applications often necessitate working with either an infinite collection of variables (such as in a spatial-temporal field) or approximating a large high-dimensional finite stochastic system with an infinite-dimensional system. However, it is unclear whether the conditional independences present in an infinite-dimensional random vector or stochastic process can still be represented by separation criteria in an infinite graph. In light of the advantages of using graphs as tools to represent stochastic relationships, we undertake in this paper a general study of infinite graphical models. First, we demonstrate that naive extensions of the assumptions required for the finite case results do not yield equivalence of the Markov properties in the infinite-dimensional setting, thus calling for a more in-depth analysis. To this end, we proceed to derive general conditions which do allow representing the conditional independence in an infinite-dimensional random system by means of graphs, and our results render the result of Pearl and Paz as a special case of a more general phenomenon. We conclude by demonstrating the applicability of our theory through concrete examples of infinite-dimensional graphical models.

Full work available at URL: https://arxiv.org/abs/1501.07878

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zbMATH Keywords

Markov random fieldsglobal Markov propertygraph separationgeneral intersection propertygraphical discrete processesgraphical Gaussian processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Foundations of stochastic processes (60G05)

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