Markovian acyclic directed mixed graphs for discrete data
Abstract
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 conditional independence structure induced by a DAG model containing hidden variables on its observed margin. The Markovian model associated with an ADMG is simply the set of distributions obeying the global Markov property, given via a simple path criterion (mseparation). We first present a factorization criterion characterizing the Markovian model that generalizes the wellknown recursive factorization for DAGs. For the case of finite discrete random variables, we also provide a parameterization of the model in terms of simple conditional probabilities, and characterize its variation dependence. We show that the induced models are smooth. Consequently, Markovian ADMG models for discrete variables are curved exponential families of distributions.
 Publication:

arXiv eprints
 Pub Date:
 January 2013
 arXiv:
 arXiv:1301.6624
 Bibcode:
 2013arXiv1301.6624E
 Keywords:

 Mathematics  Statistics Theory;
 Statistics  Methodology
 EPrint:
 Published in at http://dx.doi.org/10.1214/14AOS1206 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)