Ancestral Graph Markov Models
Abstract
This paper introduces a class of graphical independence models that is closed under marginalization and conditioning but that contains all DAG independence models. This class of graphs, called maximal ancestral graphs, has two attractive features: there is at most one edge between each pair of vertices; every missing edge corresponds to an independence relation. These features lead to a simple parametrization of the corresponding set of distributions in the Gaussian case.
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 15, 2002
- Accession Number
- ADA480171
Entities
People
- Peter Spirtes
- Thomas S Richardson
Organizations
- University of Washington