MARKOVIAN ACYCLIC DIRECTED MIXED GRAPHS FOR DISCRETE DATA

• 成果类型: Article
• 署名作者: Evans, Robin J.; Richardson, Thomas S.
• 署名单位: University of Oxford; University of Washington; University of Washington Seattle
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/14-AOS1206
• 发表日期: 2014
• 页码: 1452-1482
• 关键词: conditional-independence; models

摘要

Acyclic directed mixed graphs (ADMGs) are graphs that contain directed (->) and bidirected (<->) edges, subject to the constraint that there are no cycles of directed edges. Such graphs may be used to represent the conditional independence structure induced by a DAG model containing hidden variables on its observed margin. The Markovian model associated with an ADMG is simply the set of distributions obeying the global Markov property, given via a simple path criterion (m-separation). We first present a factorization criterion characterizing the Markovian model that generalizes the well-known recursive factorization for DAGs. For the case of finite discrete random variables, we also provide a parameterization of the model in terms of simple conditional probabilities, and characterize its variation dependence. We show that the induced models are smooth. Consequently, Markovian ADMG models for discrete variables are curved exponential families of distributions.