English

Conditional Independence in Max-linear Bayesian Networks

Statistics Theory 2022-03-01 v2 Probability Statistics Theory

Abstract

Motivated by extreme value theory, max-linear Bayesian networks have been recently introduced and studied as an alternative to linear structural equation models. However, for max-linear systems the classical independence results for Bayesian networks are far from exhausting valid conditional independence statements. We use tropical linear algebra to derive a compact representation of the conditional distribution given a partial observation, and exploit this to obtain a complete description of all conditional independence relations. In the context-specific case, where conditional independence is queried relative to a specific value of the conditioning variables, we introduce the notion of a source DAG to disclose the valid conditional independence relations. In the context-free case we characterize conditional independence through a modified separation concept, \ast-separation, combined with a tropical eigenvalue condition. We also introduce the notion of an impact graph which describes how extreme events spread deterministically through the network and we give a complete characterization of such impact graphs. Our analysis opens up several interesting questions concerning conditional independence and tropical geometry.

Keywords

Cite

@article{arxiv.2002.09233,
  title  = {Conditional Independence in Max-linear Bayesian Networks},
  author = {Carlos Améndola and Claudia Klüppelberg and Steffen Lauritzen and Ngoc Tran},
  journal= {arXiv preprint arXiv:2002.09233},
  year   = {2022}
}