English

Bayesian Networks for Max-linear Models

Methodology 2019-01-15 v1

Abstract

We study Bayesian networks based on max-linear structural equations as introduced in Gissibl and Kl\"uppelberg [16] and provide a summary of their independence properties. In particular we emphasize that distributions for such networks are generally not faithful to the independence model determined by their associated directed acyclic graph. In addition, we consider some of the basic issues of estimation and discuss generalized maximum likelihood estimation of the coefficients, using the concept of a generalized likelihood ratio for non-dominated families as introduced by Kiefer and Wolfowitz [21]. Finally we argue that the structure of a minimal network asymptotically can be identified completely from observational data.

Keywords

Cite

@article{arxiv.1901.03948,
  title  = {Bayesian Networks for Max-linear Models},
  author = {Claudia Klüppelberg and Steffen Lauritzen},
  journal= {arXiv preprint arXiv:1901.03948},
  year   = {2019}
}

Comments

18 pages

R2 v1 2026-06-23T07:09:58.364Z