Nested Markov properties for acyclic directed mixed graphs
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Publication:6042349
DOI10.1214/22-AOS2253arXiv1701.06686OpenAlexW2952414837MaRDI QIDQ6042349FDOQ6042349
Authors: Thomas S. Richardson, Robin J. Evans, James Robins, Ilya Shpitser 
Publication date: 10 May 2023
Published in: The Annals of Statistics (Search for Journal in Brave)
Abstract: Conditional independence models associated with directed acyclic graphs (DAGs) may be characterized in at least three different ways: via a factorization, the global Markov property (given by the d-separation criterion), and the local Markov property. Marginals of DAG models also imply equality constraints that are not conditional independences; the well-known ``Verma constraint is an example. Constraints of this type are used for testing edges, and in a computationally efficient marginalization scheme via variable elimination. We show that equality constraints like the ``Verma constraint can be viewed as conditional independences in kernel objects obtained from joint distributions via a fixing operation that generalizes conditioning and marginalization. We use these constraints to define, via ordered local and global Markov properties, and a factorization, a graphical model associated with acyclic directed mixed graphs (ADMGs). We prove that marginal distributions of DAG models lie in this model, and that a set of these constraints given by Tian provides an alternative definition of the model. Finally, we show that the fixing operation used to define the model leads to a particularly simple characterization of identifiable causal effects in hidden variable causal DAG models.
Full work available at URL: https://arxiv.org/abs/1701.06686
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