Conditional Independence in Max-linear Bayesian Networks
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Publication:6335290
DOI10.1214/21-AAP1670arXiv2002.09233MaRDI QIDQ6335290FDOQ6335290
Authors: Claudia Klüppelberg, Steffen Lauritzen, Ngoc Mai Tran, Carlos Enrique Améndola Cerón 
Publication date: 21 February 2020
Abstract: Motivated by extreme value theory, max-linear Bayesian networks have been recently introduced and studied as an alternative to linear structural equation models. However, for max-linear systems the classical independence results for Bayesian networks are far from exhausting valid conditional independence statements. We use tropical linear algebra to derive a compact representation of the conditional distribution given a partial observation, and exploit this to obtain a complete description of all conditional independence relations. In the context-specific case, where conditional independence is queried relative to a specific value of the conditioning variables, we introduce the notion of a source DAG to disclose the valid conditional independence relations. In the context-free case we characterize conditional independence through a modified separation concept, -separation, combined with a tropical eigenvalue condition. We also introduce the notion of an impact graph which describes how extreme events spread deterministically through the network and we give a complete characterization of such impact graphs. Our analysis opens up several interesting questions concerning conditional independence and tropical geometry.
Extreme value theory; extremal stochastic processes (60G70) Probabilistic graphical models (62H22) Algebraic statistics (62R01) Applications of tropical geometry (14T90)
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