Markovian acyclic directed mixed graphs for discrete data

DOI10.1214/14-AOS1206MaRDI QIDQ464191zbMATH OpenOpenAlexFDO

Authors Robin J. Evans, Thomas S. Richardson

Publication date 17 October 2014

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

Full work available at URL https://arxiv.org/abs/1301.6624, https://projecteuclid.org/euclid.aos/1407420005

zbMATH Keywords

conditional independencegraphical modelparameterizationcurved exponential familyacyclic directed mixed graphm-separation

Mathematics Subject Classification ID

Multivariate analysis (62H99) Directed graphs (digraphs), tournaments (05C20) Edge subsets with special properties (factorization, matching, partitioning, covering and packing, etc.) (05C70)

Abstract: Acyclic directed mixed graphs (ADMGs) are graphs that contain directed ($ightarrow$) and bidirected ($leftrightarrow$) edges, subject to the constraint that there are no cycles of directed edges. Such graphs may be used to represent the conditional independence structure induced by a DAG model containing hidden variables on its observed margin. The Markovian model associated with an ADMG is simply the set of distributions obeying the global Markov property, given via a simple path criterion (m-separation). We first present a factorization criterion characterizing the Markovian model that generalizes the well-known recursive factorization for DAGs. For the case of finite discrete random variables, we also provide a parameterization of the model in terms of simple conditional probabilities, and characterize its variation dependence. We show that the induced models are smooth. Consequently, Markovian ADMG models for discrete variables are curved exponential families of distributions.

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Cited in

(16)

• Markov Properties for Acyclic Directed Mixed Graphs
• Compartmental model diagrams as causal representations in relation to DAGs
• Nested Markov properties for acyclic directed mixed graphs
• On the causal interpretation of acyclic mixed graphs under multivariate normality
• Nested covariance determinants and restricted trek separation in Gaussian graphical models
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