Reading dependencies from covariance graphs

DOI10.1016/J.IJAR.2012.06.025MaRDI QIDQ2375355zbMATH OpenOpenAlexFDO

Authors Jose M. Peña

Publication date 13 June 2013

Published in International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1010.4504

zbMATH Keywords

chain graphsconcentration graphscovariance graphs

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Abstract: The covariance graph (aka bi-directed graph) of a probability distribution $p$ is the undirected graph $G$ where two nodes are adjacent iff their corresponding random variables are marginally dependent in $p$. In this paper, we present a graphical criterion for reading dependencies from $G$, under the assumption that $p$ satisfies the graphoid properties as well as weak transitivity and composition. We prove that the graphical criterion is sound and complete in certain sense. We argue that our assumptions are not too restrictive. For instance, all the regular Gaussian probability distributions satisfy them.

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Cited in

(4)

• Learning AMP chain graphs and some marginal models thereof under faithfulness
• Covariance decomposition in undirected Gaussian graphical models
• On a Dualization of Graphical Gaussian Models: A Correction Note
• Gaussian covariance faithful Markov trees

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