有向无环混合图的嵌套马尔可夫性质

Nested Markov properties for acyclic directed mixed graphs

Annals of Statistics · 2023
被引 18
ABS 4★

中文导读

本文提出有向无环混合图(ADMG)的嵌套马尔可夫性质,将Verma约束等非条件独立性约束视为核对象中的条件独立性,为隐变量因果DAG模型的可识别因果效应提供简洁刻画。

Abstract

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 Markov property. Marginals of DAG models also imply equality constraints that are not conditional independences; the well-known “Verma constraint” is an example. Constraints of this type are used for testing edges, and in a computationally efficient marginalization scheme via variable elimination. We show that equality constraints like the “Verma constraint” can be viewed as conditional independences in kernel objects obtained from joint distributions via a fixing operation that generalizes conditioning and marginalization. We use these constraints to define, via ordered local and global Markov properties, and a factorization, a graphical model associated with acyclic directed mixed graphs (ADMGs). We prove that marginal distributions of DAG models lie in this model, and that a set of these constraints given by Tian provides an alternative definition of the model. Finally, we show that the fixing operation used to define the model leads to a particularly simple characterization of identifiable causal effects in hidden variable causal DAG models.

因果推断图模型条件独立性统计建模