Third-order moment varieties of linear non-Gaussian graphical models
نویسندگان
چکیده
Abstract In this paper, we study linear non-Gaussian graphical models from the perspective of algebraic statistics. These are acyclic causal in which each variable is a combination its direct causes and independent noise. The underlying directed graph can be identified uniquely via set second third-order moments all random vectors that lie corresponding model. Our focus on finding relations among these for given graph. We show when polytree, form toric ideal. construct explicit trek-matrices associated to 2-treks 3-treks Their entries covariances their $2$-minors define our model set-theoretically. Furthermore, prove 2-minors also generate vanishing ideal Finally, describe polytopes ideals with hidden variables.
منابع مشابه
Copula Gaussian Graphical Models *
We propose a comprehensive Bayesian approach for graphical model determination in observational studies that can accommodate binary, ordinal or continuous variables simultaneously. Our new models are called copula Gaussian graphical models and embed graphical model selection inside a semiparametric Gaussian copula. The domain of applicability of our methods is very broad and encompass many stud...
متن کاملPurchasing Inventory Models for Deteriorating Items with Linear Demand and Shortages - in Third Order Equation
In this paper, an purchasing inventory model for deteriorating items is developed with a linear, positive trend in demand, allowing inventory shortages and backlogging. It is assumed that the goods in the inventory deteriorate over time at a constant rate . Two models are developed for two operational policies. The first policy covers the case that the inventory model with linear demand for det...
متن کاملNon-Gaussian conditional linear AR(1) models
We give a general formulation of a non-Gaussian conditional linear AR(1) model subsuming most of the non-Gaussian AR(1) models that have appeared in the literature. We derive some general results giving properties for the stationary process mean, variance and correlation structure, and conditions for stationarity. These results highlight similarities and differences with the Gaussian AR(1) mode...
متن کاملAccelerating Bayesian Structural Inference for Non-Decomposable Gaussian Graphical Models
We make several contributions in accelerating approximate Bayesian structural inference for non-decomposable GGMs. Our first contribution is to show how to efficiently compute a BIC or Laplace approximation to the marginal likelihood of non-decomposable graphs using convex methods for precision matrix estimation. This optimization technique can be used as a fast scoring function inside standard...
متن کاملNon-linear Bayesian prediction of generalized order statistics for liftime models
In this paper, we obtain Bayesian prediction intervals as well as Bayes predictive estimators under square error loss for generalized order statistics when the distribution of the underlying population belongs to a family which includes several important distributions.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Information and Inference: A Journal of the IMA
سال: 2023
ISSN: ['2049-8772', '2049-8764']
DOI: https://doi.org/10.1093/imaiai/iaad007