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We present a new family of models that is based on graphs that may have undirected, directed and bidirected edges. We name these new models marginal AMP (MAMP) chain graphs because each of them is Markov equivalent to some AMP chain graph…

Machine Learning · Statistics 2014-11-10 Jose M. Peña

Chain graphs (CG) use undirected and directed edges to represent both structural and associative dependences. Like acyclic directed graphs (ADGs), the CG associated with a statistical Markov model may not be unique, so CGs fall into Markov…

Statistics Theory · Mathematics 2019-10-16 Steen A. Andersson , Michael D. Perlman

This paper deals with chain graphs under the Andersson-Madigan-Perlman (AMP) interpretation. In particular, we present a constraint based algorithm for learning an AMP chain graph a given probability distribution is faithful to. Moreover,…

Machine Learning · Statistics 2014-01-20 Jose M. Peña

The AMP Markov property is a recently proposed alternative Markov property for chain graphs. In the case of continuous variables with a joint multivariate Gaussian distribution, it is the AMP rather than the earlier introduced LWF Markov…

Statistics Theory · Mathematics 2010-03-04 Mathias Drton , Michael Eichler

We address some computational issues that may hinder the use of AMP chain graphs in practice. Specifically, we show how a discrete probability distribution that satisfies all the independencies represented by an AMP chain graph factorizes…

Machine Learning · Statistics 2015-11-19 Jose M. Peña

Graphical Markov models use graphs, either undirected, directed, or mixed, to represent possible dependences among statistical variables. Applications of undirected graphs (UDGs) include models for spatial dependence and image analysis,…

Artificial Intelligence · Computer Science 2013-02-18 Steen A. Andersson , David Madigan , Michael D. Perlman

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…

Data Structures and Algorithms · Computer Science 2021-06-18 Yuhao Wang , Arnab Bhattacharyya

The investigation of directed acyclic graphs (DAGs) encoding the same Markov property, that is the same conditional independence relations of multivariate observational distributions, has a long tradition; many algorithms exist for model…

Methodology · Statistics 2012-09-27 Alain Hauser , Peter Bühlmann

Acyclic directed mixed graphs (ADMGs) are graphs that contain directed ($\rightarrow$) and bidirected ($\leftrightarrow$) edges, subject to the constraint that there are no cycles of directed edges. Such graphs may be used to represent the…

Statistics Theory · Mathematics 2014-08-15 Robin J. Evans , Thomas S. Richardson

Depending on the interpretation of the type of edges, a chain graph can represent different relations between variables and thereby independence models. Three interpretations, known by the acronyms LWF, MVR, and AMP, are prevalent.…

Methodology · Statistics 2019-02-13 Mohammad Ali Javidian , Marco Valtorta

Symmetric independence relations are often studied using graphical representations. Ancestral graphs or acyclic directed mixed graphs with $m$-separation provide classes of symmetric graphical independence models that are closed under…

Statistics Theory · Mathematics 2020-09-14 Søren Wengel Mogensen , Niels Richard Hansen

In this article we consider Bayesian inference for partially observed Andersson-Madigan-Perlman (AMP) Gaussian chain graph (CG) models. Such models are of particular interest in applications such as biological networks and financial time…

Methodology · Statistics 2019-08-13 Deng Lu , Maria De Iorio , Ajay Jasra , Gary L. Rosner

In this paper, we deal with the problem of marginalization over and conditioning on two disjoint subsets of the node set of chain graphs (CGs) with the LWF Markov property. For this purpose, we define the class of chain mixed graphs (CMGs)…

Other Statistics · Statistics 2016-08-30 Kayvan Sadeghi

In many applications we have both observational and (randomized) interventional data. We propose a Gaussian likelihood framework for joint modeling of such different data-types, based on global parameters consisting of a directed acyclic…

Statistics Theory · Mathematics 2014-06-03 Alain Hauser , Peter Bühlmann

Classical graphical modeling of multivariate random vectors uses graphs to encode conditional independence. In graphical modeling of multivariate stochastic processes, graphs may encode so-called local independence analogously. If some…

Statistics Theory · Mathematics 2023-02-27 Søren Wengel Mogensen

Randomising networks using a naive `accept-all' edge-swap algorithm is generally biased. Building on recent results for nondirected graphs, we construct an ergodic detailed balance Markov chain with non-trivial acceptance probabilities for…

Quantitative Methods · Quantitative Biology 2011-12-21 E. S. Roberts , A. C. C. Coolen

We introduce a novel class of labeled directed acyclic graph (LDAG) models for finite sets of discrete variables. LDAGs generalize earlier proposals for allowing local structures in the conditional probability distribution of a node, such…

Machine Learning · Statistics 2014-11-12 Johan Pensar , Henrik Nyman , Timo Koski , Jukka Corander

Conditional independence models associated with directed acyclic graphs (DAGs) may be characterized in at least three different ways: via a factorization, the global Markov property (given by the d-separation criterion), and the local…

Methodology · Statistics 2023-09-27 Thomas S. Richardson , Robin J. Evans , James M. Robins , Ilya Shpitser

Maximal ancestral graphs (MAGs) are used to encode conditional independence relations in DAG models with hidden variables. Different MAGs may represent the same set of conditional independences and are called Markov equivalent. This paper…

Methodology · Statistics 2012-07-09 Jin Tian

Recursive linear structural equation models and the associated directed acyclic graphs (DAGs) play an important role in causal discovery. The classic identifiability result for this class of models states that when only observational data…

Statistics Theory · Mathematics 2023-08-21 Jun Wu , Mathias Drton
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