Probability distributions with summary graph structure
From MaRDI portal
Publication:638759
DOI10.3150/10-BEJ309zbMATH Open1245.62062arXiv1003.3259MaRDI QIDQ638759FDOQ638759
Authors: Nanny Wermuth 
Publication date: 14 September 2011
Published in: Bernoulli (Search for Journal in Brave)
Abstract: A set of independence statements may define the independence structure of interest in a family of joint probability distributions. This structure is often captured by a graph that consists of nodes representing the random variables and of edges that couple node pairs. One important class contains regression graphs. Regression graphs are a type of so-called chain graph and describe stepwise processes, in which at each step single or joint responses are generated given the relevant explanatory variables in their past. For joint densities that result after possible marginalising or conditioning, we introduce summary graphs. These graphs reflect the independence structure implied by the generating process for the reduced set of variables and they preserve the implied independences after additional marginalising and conditioning. They can identify generating dependences that remain unchanged and alert to possibly severe distortions due to direct and indirect confounding. Operators for matrix representations of graphs are used to derive these properties of summary graphs and to translate them into special types of paths in graphs.
Full work available at URL: https://arxiv.org/abs/1003.3259
Recommendations
directed acyclic graphcovariance graphconcentration graphtriangular systemregression graphindependence graphdependence confoundinggraphical Markov model
Applications of graph theory (05C90) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Directed graphs (digraphs), tournaments (05C20)
Cites Work
- Causation, prediction, and search
- Title not available (Why is that?)
- Graphical models for associations between variables, some of which are qualitative and some quantitative
- The Estimation of Economic Relationships using Instrumental Variables
- Decomposition of maximum likelihood in mixed graphical interaction models
- Title not available (Why is that?)
- Title not available (Why is that?)
- Principles of Statistical Inference
- Title not available (Why is that?)
- Conditional association and unidimensionality in monotone latent variable models
- Ancestral graph Markov models.
- Computing maximum likelihood estimates in recursive linear models with correlated errors
- Title not available (Why is that?)
- Identifying independence in bayesian networks
- Gaussian Markov distributions over finite graphs
- Linear dependencies represented by chain graphs. With comments and a rejoinder by the authors
- Title not available (Why is that?)
- On rigid circuit graphs
- Marginalizing and conditioning in graphical models
- Title not available (Why is that?)
- Title not available (Why is that?)
- Sequences of regressions and their independences
- Discrete chain graph models
- Chain graph models of multivariate regression type for categorical data
- Partial inversion for linear systems and partial closure of independence graphs
- Matrix representations and independencies in directed acyclic graphs
- Triangular systems for symmetric binary variables
- Ignorable common information, null sets and Basu's first theorem
- A graphical characterization of lattice conditional independence models
- Title not available (Why is that?)
- Joint Response Graphs and Separation Induced by Triangular Systems
- Distortion of effects caused by indirect confounding
- Complete and symmetrically complete families of distributions
- On association models defined over independence graphs
- A characterization of moral transitive acyclic directed graph Markov models as labeled trees.
- Markov properties for linear causal models with correlated errors
- Title not available (Why is that?)
- Title not available (Why is that?)
- On joint completeness: sampling and Bayesian versions, and their connections
- Miscellanea. On the generation of the chordless four-cycle
Cited In (27)
- Computation of maximum likelihood estimates in cyclic structural equation models
- Smooth, identifiable supermodels of discrete DAG models with latent variables
- On the causal interpretation of acyclic mixed graphs under multivariate normality
- Unifying Markov properties for graphical models
- Faithfulness of probability distributions and graphs
- Graphs for margins of Bayesian networks
- Joint Response Graphs and Separation Induced by Triangular Systems
- Marginalization and conditioning for LWF chain graphs
- Markovian acyclic directed mixed graphs for discrete data
- Title not available (Why is that?)
- Traceable regressions
- Gaussian-related undirected graphical models for circular variables
- Comments on: Sequences of regressions and their independencies
- Comments on: Sequences of regressions and their independences
- Probabilistic construction of proportional graphs
- Causal structure learning: a combinatorial perspective
- Sequences of regressions and their independences
- Global identifiability of linear structural equation models
- Half-trek criterion for generic identifiability of linear structural equation models
- A review of Gaussian Markov models for conditional independence
- Stable mixed graphs
- Binary distributions of concentric rings
- Explicit, identical maximum likelihood estimates for some cyclic Gaussian and cyclic Ising models
- Empirical likelihood for linear structural equation models with dependent errors
- Markov properties for mixed graphs
- Nested covariance determinants and restricted trek separation in Gaussian graphical models
- Nested Markov properties for acyclic directed mixed graphs
Uses Software
This page was built for publication: Probability distributions with summary graph structure
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q638759)
