Ancestral graph Markov models
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Open Access
- 1 August 2002
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 30 (4) , 962-1030
- https://doi.org/10.1214/aos/1031689015
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 parameterization of the corresponding set of distributions in the Gaussian case.Keywords
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