Determining full conditional independence by low-order conditioning

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Abstract: A concentration graph associated with a random vector is an undirected graph where each vertex corresponds to one random variable in the vector. The absence of an edge between any pair of vertices (or variables) is equivalent to full conditional independence between these two variables given all the other variables. In the multivariate Gaussian case, the absence of an edge corresponds to a zero coefficient in the precision matrix, which is the inverse of the covariance matrix. It is well known that this concentration graph represents some of the conditional independencies in the distribution of the associated random vector. These conditional independencies correspond to the "separations" or absence of edges in that graph. In this paper we assume that there are no other independencies present in the probability distribution than those represented by the graph. This property is called the perfect Markovianity of the probability distribution with respect to the associated concentration graph. We prove in this paper that this particular concentration graph, the one associated with a perfect Markov distribution, can be determined by only conditioning on a limited number of variables. We demonstrate that this number is equal to the maximum size of the minimal separators in the concentration graph.


This paper explores a graphical representation of independence relations among a finite set of random variables. Given random variables \(X_\alpha\), \(\alpha\in V\), we can represent independence relations among these variables as follows. \(\mathbf X = (X_\alpha: \alpha\in V)\) is a random vector, and for any \(A \subseteq V\), let \(\mathbf X_A\) be the subvector of random variables \(X_{\alpha'}\), \(\alpha'\in A\). If \(\mathbf X_A\) and \(\mathbf X_B\) are independent given \(\mathbf X_S\), write ``\(\mathbf X_A \amalg \mathbf X_B|\mathbf X_S\). Meanwhile, if we have a (simple) graph of vertex set \(V\), given mutually disjoint \(A, B, S\subseteq V\), let ``\(A \perp B|S\) mean that every path from a vertex in \(A\) to a vertex in \(B\) intersects a vertex in \(S\); call \(S\) a separator of \(A\) and \(B\) in the graph. Call the probability distribution of these random vectors perfectly Markov to a simple graph \(G = (V, E)\) if, for any mutually disjoint and nonempty \(A, B, S \subseteq V\), \(A \perp B | S\) iff \(\mathbf X_A\amalg\mathbf X_B | \mathbf X_S\). Fixing \(\mathbf X\), for each nonnegative integer \(k < |V| - 1\), let \(G_k = (V, E_k)\) be the graph whose edges satisfy, for each \(\alpha, \beta \in V\) with \(\alpha \neq \beta\), \[ (\alpha, \beta) \not\in E_k \iff \exists S \subseteq V \{ \alpha, \beta \}, \quad |S| = k\;\&\;X_{\{\alpha\}} \amalg \perp X_{\{\beta\}} | \mathbf X_S. \] On the other hand, suppose that \(G\) is perfectly Markov with respect to \(X_{\alpha}\), \(\alpha \in V\), and that \[ m = \max_{(\alpha, \beta)\not\in E}\min \{|S| : A \perp B | S(\text{ in }G)\}. \] The principal result of this paper is that assuming these hypotheses, \(E= E_m \subseteq E_{m-1} \subseteq \cdots \subseteq E_1\). There are several ancillary and related results, e.g., if \[ \max_{ (\alpha, \beta)\not\in E } \min \{|S| : A \perp B | S(\text{ in }G_0) \}< |V|-2, \] then \(E_1 \subseteq E_0\) (where \((\alpha \beta) \in E_0\) iff \(X_\alpha\) and \(X_\beta\) are independent).





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