English

Identifiability of AMP chain graph models

Data Structures and Algorithms 2021-06-18 v1 Machine Learning

Abstract

We study identifiability of Andersson-Madigan-Perlman (AMP) chain graph models, which are a common generalization of linear structural equation models and Gaussian graphical models. AMP models are described by DAGs on chain components which themselves are undirected graphs. For a known chain component decomposition, we show that the DAG on the chain components is identifiable if the determinants of the residual covariance matrices of the chain components are monotone non-decreasing in topological order. This condition extends the equal variance identifiability criterion for Bayes nets, and it can be generalized from determinants to any super-additive function on positive semidefinite matrices. When the component decomposition is unknown, we describe conditions that allow recovery of the full structure using a polynomial time algorithm based on submodular function minimization. We also conduct experiments comparing our algorithm's performance against existing baselines.

Keywords

Cite

@article{arxiv.2106.09350,
  title  = {Identifiability of AMP chain graph models},
  author = {Yuhao Wang and Arnab Bhattacharyya},
  journal= {arXiv preprint arXiv:2106.09350},
  year   = {2021}
}

Comments

16 pages, 4 figures

R2 v1 2026-06-24T03:18:20.787Z