25,409 research outputs found
Bayesian Networks from the Point of View of Chain Graphs*
Abstract The paper gives a few arguments in favour of use of chain graphs for description of proba bilistic conditional independence structures. Every Bayesian network model can be equiva lently introduced by means of a factorization formula with respect to chain graph which is Markov equivalent to the Bayesian network. A graphical characterization of such graphs is given. The class of equivalent graphs can be represented by a distinguished graph which is called the largest chain graph. The factoriza tion formula with respect to the largest chain graph is a basis of a proposal how to represent the corresponding (discrete) probability dis tribution in a computer (i.e. 'parametrize' it). This way does not depend on the choice of a particular Bayesian network from the class of equivalent networks and seems to be the most efficient way from the point of view of memory demands. A separation criterion for reading indepen dences from a chain graph is formulated in a simpler way. It resembles the well-known d-separation criterion for Bayesian networks and can be implemented 'locally'
Automorphism groups of Gaussian chain graph models
In this paper we extend earlier work on groups acting on Gaussian graphical
models to Gaussian Bayesian networks and more general Gaussian models defined
by chain graphs. We discuss the maximal group which leaves a given model
invariant and provide basic statistical applications of this result. This
includes equivariant estimation, maximal invariants and robustness. The
computation of the group requires finding the essential graph. However, by
applying Studeny's theory of imsets we show that computations for DAGs can be
performed efficiently without building the essential graph. In our proof we
derive simple necessary and sufficient conditions on vanishing sub-minors of
the concentration matrix in the model
Characterizations of Decomposable Dependency Models
Decomposable dependency models possess a number of interesting and useful
properties. This paper presents new characterizations of decomposable models in
terms of independence relationships, which are obtained by adding a single
axiom to the well-known set characterizing dependency models that are
isomorphic to undirected graphs. We also briefly discuss a potential
application of our results to the problem of learning graphical models from
data.Comment: See http://www.jair.org/ for any accompanying file
Two Optimal Strategies for Active Learning of Causal Models from Interventional Data
From observational data alone, a causal DAG is only identifiable up to Markov
equivalence. Interventional data generally improves identifiability; however,
the gain of an intervention strongly depends on the intervention target, that
is, the intervened variables. We present active learning (that is, optimal
experimental design) strategies calculating optimal interventions for two
different learning goals. The first one is a greedy approach using
single-vertex interventions that maximizes the number of edges that can be
oriented after each intervention. The second one yields in polynomial time a
minimum set of targets of arbitrary size that guarantees full identifiability.
This second approach proves a conjecture of Eberhardt (2008) indicating the
number of unbounded intervention targets which is sufficient and in the worst
case necessary for full identifiability. In a simulation study, we compare our
two active learning approaches to random interventions and an existing
approach, and analyze the influence of estimation errors on the overall
performance of active learning
Structural Intervention Distance (SID) for Evaluating Causal Graphs
Causal inference relies on the structure of a graph, often a directed acyclic
graph (DAG). Different graphs may result in different causal inference
statements and different intervention distributions. To quantify such
differences, we propose a (pre-) distance between DAGs, the structural
intervention distance (SID). The SID is based on a graphical criterion only and
quantifies the closeness between two DAGs in terms of their corresponding
causal inference statements. It is therefore well-suited for evaluating graphs
that are used for computing interventions. Instead of DAGs it is also possible
to compare CPDAGs, completed partially directed acyclic graphs that represent
Markov equivalence classes. Since it differs significantly from the popular
Structural Hamming Distance (SHD), the SID constitutes a valuable additional
measure. We discuss properties of this distance and provide an efficient
implementation with software code available on the first author's homepage (an
R package is under construction)
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