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We study a class of graphs that represent local independence structures in stochastic processes allowing for correlated error processes. Several graphs may encode the same local independencies and we characterize such equivalence classes of…

Statistics Theory · Mathematics 2022-09-01 Søren Wengel Mogensen , Niels Richard Hansen

Ancestral graphs can encode conditional independence relations that arise in directed acyclic graph (DAG) models with latent and selection variables. However, for any ancestral graph, there may be several other graphs to which it is Markov…

Statistics Theory · Mathematics 2009-08-26 R. Ayesha Ali , Thomas S. Richardson , Peter Spirtes

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

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

Markov models lie at the interface between statistical independence in a probability distribution and graph separation properties. We review model selection and estimation in directed and undirected Markov models with Gaussian…

Methodology · Statistics 2020-09-03 Irene Córdoba , Concha Bielza , Pedro Larrañaga

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

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

We introduce graphical time series models for the analysis of dynamic relationships among variables in multivariate time series. The modelling approach is based on the notion of strong Granger causality and can be applied to time series…

Statistics Theory · Mathematics 2011-07-18 Michael Eichler

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

We show that, for generative classifiers, conditional independence corresponds to linear constraints for the induced discrimination functions. Discrimination functions of undirected Markov network classifiers can thus be characterized by…

Machine Learning · Computer Science 2018-11-13 Gherardo Varando , Concha Bielza , Pedro Larrañaga , Eva Riccomagno

We analyze the properties of degree-preserving Markov chains based on elementary edge switchings in undirected and directed graphs. We give exact yet simple formulas for the mobility of a graph (the number of possible moves) in terms of its…

Disordered Systems and Neural Networks · Physics 2012-03-12 E. S. Roberts , A. Annibale , A. C. C. Coolen

The local Markov condition for a DAG to be an independence map of a probability distribution is well known. For DAGs with latent variables, represented as bi-directed edges in the graph, the local Markov property may invoke exponential…

Artificial Intelligence · Computer Science 2012-07-09 Changsung Kang , Jin Tian

We introduce a novel class of graphical models, termed profile graphical models, that represent, within a single graph, how an external factor influences the dependence structure of a multivariate set of variables. This class is quite…

Methodology · Statistics 2026-03-31 Alejandra Avalos-Pacheco , Monia Lupparelli , Francesco C. Stingo

Semi-supervised learning on graphs is a widely applicable problem in network science and machine learning. Two standard algorithms -- label propagation and graph neural networks -- both operate by repeatedly passing information along edges,…

Machine Learning · Computer Science 2021-02-02 Junteng Jia , Austin R. Benson

Acyclic directed mixed graphs, also known as semi-Markov models represent the conditional independence structure induced on an observed margin by a DAG model with latent variables. In this paper we present a factorization criterion for…

Artificial Intelligence · Computer Science 2014-06-27 Thomas S. Richardson

We study conditional independence relationships for random networks and their interplay with exchangeability. We show that, for finitely exchangeable network models, the empirical subgraph densities are maximum likelihood estimates of their…

Statistics Theory · Mathematics 2017-11-22 Steffen Lauritzen , Alessandro Rinaldo , Kayvan Sadeghi

In this paper, we introduce a novel class of graphical models for representing time lag specific causal relationships and independencies of multivariate time series with unobserved confounders. We completely characterize these graphs and…

Methodology · Statistics 2023-10-06 Andreas Gerhardus

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

Markov networks are probabilistic graphical models that employ undirected graphs to depict conditional independence relationships among variables. Our focus lies in constraint-based structure learning, which entails learning the undirected…

Machine Learning · Computer Science 2024-03-14 Tuukka Korhonen , Fedor V. Fomin , Pekka Parviainen

Consider longitudinal networks whose edges turn on and off according to a discrete-time Markov chain with exponential-family transition probabilities. We characterize when their joint distributions are also exponential families with the…

Methodology · Statistics 2024-03-12 William K. Schwartz , Sonja Petrović , Hemanshu Kaul