7,521 research outputs found
Concepts and a case study for a flexible class of graphical Markov models
With graphical Markov models, one can investigate complex dependences,
summarize some results of statistical analyses with graphs and use these graphs
to understand implications of well-fitting models. The models have a rich
history and form an area that has been intensively studied and developed in
recent years. We give a brief review of the main concepts and describe in more
detail a flexible subclass of models, called traceable regressions. These are
sequences of joint response regressions for which regression graphs permit one
to trace and thereby understand pathways of dependence. We use these methods to
reanalyze and interpret data from a prospective study of child development, now
known as the Mannheim Study of Children at Risk. The two related primary
features concern cognitive and motor development, at the age of 4.5 and 8 years
of a child. Deficits in these features form a sequence of joint responses.
Several possible risks are assessed at birth of the child and when the child
reached age 3 months and 2 years.Comment: 21 pages, 7 figures, 7 tables; invited, refereed chapter in a boo
Sequences of regressions and their independences
Ordered sequences of univariate or multivariate regressions provide
statistical models for analysing data from randomized, possibly sequential
interventions, from cohort or multi-wave panel studies, but also from
cross-sectional or retrospective studies. Conditional independences are
captured by what we name regression graphs, provided the generated distribution
shares some properties with a joint Gaussian distribution. Regression graphs
extend purely directed, acyclic graphs by two types of undirected graph, one
type for components of joint responses and the other for components of the
context vector variable. We review the special features and the history of
regression graphs, derive criteria to read all implied independences of a
regression graph and prove criteria for Markov equivalence that is to judge
whether two different graphs imply the same set of independence statements.
Knowledge of Markov equivalence provides alternative interpretations of a given
sequence of regressions, is essential for machine learning strategies and
permits to use the simple graphical criteria of regression graphs on graphs for
which the corresponding criteria are in general more complex. Under the known
conditions that a Markov equivalent directed acyclic graph exists for any given
regression graph, we give a polynomial time algorithm to find one such graph.Comment: 43 pages with 17 figures The manuscript is to appear as an invited
discussion paper in the journal TES
Graphical Markov models, unifying results and their interpretation
Graphical Markov models combine conditional independence constraints with
graphical representations of stepwise data generating processes.The models
started to be formulated about 40 years ago and vigorous development is
ongoing. Longitudinal observational studies as well as intervention studies are
best modeled via a subclass called regression graph models and, especially
traceable regressions. Regression graphs include two types of undirected graph
and directed acyclic graphs in ordered sequences of joint responses. Response
components may correspond to discrete or continuous random variables and may
depend exclusively on variables which have been generated earlier. These
aspects are essential when causal hypothesis are the motivation for the
planning of empirical studies.
To turn the graphs into useful tools for tracing developmental pathways and
for predicting structure in alternative models, the generated distributions
have to mimic some properties of joint Gaussian distributions. Here, relevant
results concerning these aspects are spelled out and illustrated by examples.
With regression graph models, it becomes feasible, for the first time, to
derive structural effects of (1) ignoring some of the variables, of (2)
selecting subpopulations via fixed levels of some other variables or of (3)
changing the order in which the variables might get generated. Thus, the most
important future applications of these models will aim at the best possible
integration of knowledge from related studies.Comment: 34 Pages, 11 figures, 1 tabl
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)
Distributional Equivalence and Structure Learning for Bow-free Acyclic Path Diagrams
We consider the problem of structure learning for bow-free acyclic path
diagrams (BAPs). BAPs can be viewed as a generalization of linear Gaussian DAG
models that allow for certain hidden variables. We present a first method for
this problem using a greedy score-based search algorithm. We also prove some
necessary and some sufficient conditions for distributional equivalence of BAPs
which are used in an algorithmic ap- proach to compute (nearly) equivalent
model structures. This allows us to infer lower bounds of causal effects. We
also present applications to real and simulated datasets using our publicly
available R-package
Unifying Gaussian LWF and AMP Chain Graphs to Model Interference
An intervention may have an effect on units other than those to which it was
administered. This phenomenon is called interference and it usually goes
unmodeled. In this paper, we propose to combine Lauritzen-Wermuth-Frydenberg
and Andersson-Madigan-Perlman chain graphs to create a new class of causal
models that can represent both interference and non-interference relationships
for Gaussian distributions. Specifically, we define the new class of models,
introduce global and local and pairwise Markov properties for them, and prove
their equivalence. We also propose an algorithm for maximum likelihood
parameter estimation for the new models, and report experimental results.
Finally, we show how to compute the effects of interventions in the new models.Comment: v2: Section 6 has been added. v3: Sections 7 and 8 have been added.
v4: Major reorganization. v5: Major reorganization. v6-v7: Minor changes. v8:
Addition of Appendix B. v9: Section 7 has been rewritte
On the Prior and Posterior Distributions Used in Graphical Modelling
Graphical model learning and inference are often performed using Bayesian
techniques. In particular, learning is usually performed in two separate steps.
First, the graph structure is learned from the data; then the parameters of the
model are estimated conditional on that graph structure. While the probability
distributions involved in this second step have been studied in depth, the ones
used in the first step have not been explored in as much detail.
In this paper, we will study the prior and posterior distributions defined
over the space of the graph structures for the purpose of learning the
structure of a graphical model. In particular, we will provide a
characterisation of the behaviour of those distributions as a function of the
possible edges of the graph. We will then use the properties resulting from
this characterisation to define measures of structural variability for both
Bayesian and Markov networks, and we will point out some of their possible
applications.Comment: 28 pages, 6 figure
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