Smooth, identifiable supermodels of discrete DAG models with latent variables

We provide a parameterization of the discrete nested Markov model, which is a supermodel that approximates DAG models (Bayesian network models) with latent variables. Such models are widely used in causal inference and machine learning. We explicitly evaluate their dimension, show that they are curved exponential families of distributions, and fit them to data. The parameterization avoids the irregularities and unidentifiability of latent variable models. The parameters used are all fully identifiable and causally-interpretable quantities.Comment: 30 page

Academic Plate Spinning: the Difficulties of Balancing Full Time Degree Study With a Part-Time Job

The study examined full-time students engaged in part-time work during term time. A qualitative approach was used to examine how students cope with simultaneously managing the two activities, and how part-time working affects their academic study. Semi-structured interviews were used to obtain data from a sample of 30 undergraduate business students. The findings confirm that students merely satisfice many aspects of their lives, with reading time and assignment preparation being key areas that suffer in order to allow students to engage with part-time work. Possible options available to HEIs to adapt to, and remedy, the situation are explored

Marginal log-linear parameters for graphical Markov models

Marginal log-linear (MLL) models provide a flexible approach to multivariate discrete data. MLL parametrizations under linear constraints induce a wide variety of models, including models defined by conditional independences. We introduce a sub-class of MLL models which correspond to Acyclic Directed Mixed Graphs (ADMGs) under the usual global Markov property. We characterize for precisely which graphs the resulting parametrization is variation independent. The MLL approach provides the first description of ADMG models in terms of a minimal list of constraints. The parametrization is also easily adapted to sparse modelling techniques, which we illustrate using several examples of real data.Comment: 36 page

Nested Markov Properties for Acyclic Directed Mixed Graphs

Directed acyclic graph (DAG) models may be characterized in at least four different ways: via a factorization, the d-separation criterion, the moralization criterion, and the local Markov property. As pointed out by Robins (1986, 1999), Verma and Pearl (1990), and Tian and Pearl (2002b), marginals of DAG models also imply equality constraints that are not conditional independences. The well-known `Verma constraint' is an example. Constraints of this type were used for testing edges (Shpitser et al., 2009), and an efficient marginalization scheme via variable elimination (Shpitser et al., 2011). We show that equality constraints like the `Verma constraint' can be viewed as conditional independences in kernel objects obtained from joint distributions via a fixing operation that generalizes conditioning and marginalization. We use these constraints to define, via Markov properties and a factorization, a graphical model associated with acyclic directed mixed graphs (ADMGs). We show that marginal distributions of DAG models lie in this model, prove that a characterization of these constraints given in (Tian and Pearl, 2002b) gives an alternative definition of the model, and finally show that the fixing operation we used to define the model can be used to give a particularly simple characterization of identifiable causal effects in hidden variable graphical causal models.Comment: 67 pages (not including appendix and references), 8 figure

Sparse Nested Markov models with Log-linear Parameters

Hidden variables are ubiquitous in practical data analysis, and therefore modeling marginal densities and doing inference with the resulting models is an important problem in statistics, machine learning, and causal inference. Recently, a new type of graphical model, called the nested Markov model, was developed which captures equality constraints found in marginals of directed acyclic graph (DAG) models. Some of these constraints, such as the so called `Verma constraint', strictly generalize conditional independence. To make modeling and inference with nested Markov models practical, it is necessary to limit the number of parameters in the model, while still correctly capturing the constraints in the marginal of a DAG model. Placing such limits is similar in spirit to sparsity methods for undirected graphical models, and regression models. In this paper, we give a log-linear parameterization which allows sparse modeling with nested Markov models. We illustrate the advantages of this parameterization with a simulation study.Comment: Appears in Proceedings of the Twenty-Ninth Conference on Uncertainty in Artificial Intelligence (UAI2013

Trade Reform in New Zealand: Unilateralism at Work

The aim of this paper is to consider the political forces behind these tradereforms with an eye towards explaining the political success of the unilateral approach. We seek to provide some answers to the following sorts of question. What were the vested interests behind New Zealand's starting point of very high protection and how did they succeed in getting it implemented? Why were reforms mooted - what happened such that the early status quo was no longer politically feasible? Why did the trade reforms succeed (in the sense of being put in place) and how did that implementation occur so as to overcome these special interests? Why unilateralism? Why has liberalisation not been complete (especially as it has been so dramatic: one might think that the final steps would be easier in some sense)? How important were multilateral and bilateral deals in affecting New Zealand's unilateral reforms? How if at all has New Zealand's multilateral position been affected by these reforms