On Separation Criterion and Recovery Algorithm for Chain Graphs

Chain graphs (CGs) give a natural unifying point of view on Markov and Bayesian networks and enlarge the potential of graphical models for description of conditional independence structures. In the paper a direct graphical separation criterion for CGs which generalizes the d-separation criterion for Bayesian networks is introduced (recalled). It is equivalent to the classic moralization criterion for CGs and complete in the sense that for every CG there exists a probability distribution satisfying exactly independencies derivable from the CG by the separation criterion. Every class of Markov equivalent CGs can be uniquely described by a natural representative, called the largest CG. A recovery algorithm, which on basis of the (conditional) dependency model given by a CG finds the corresponding largest CG, is presented.

[1]  Judea Pearl,et al.  Probabilistic reasoning in intelligent systems - networks of plausible inference , 1991, Morgan Kaufmann series in representation and reasoning.

[2]  Wray L. Buntine Chain graphs for learning , 1995, UAI.

[3]  N. Wermuth,et al.  Graphical Models for Associations between Variables, some of which are Qualitative and some Quantitative , 1989 .

[4]  Judea Pearl,et al.  An Algorithm for Deciding if a Set of Observed Independencies Has a Causal Explanation , 1992, UAI.

[5]  M. Studený,et al.  On chain graph models for description of conditional independence structures , 1998 .

[6]  Milan Studený,et al.  Chain graphs: semantics and expressiveness , 1995, ECSQARU.

[7]  A. Dawid Conditional Independence in Statistical Theory , 1979 .

[8]  Dan Geiger,et al.  On the logic of causal models , 2013, UAI.

[9]  J. Pearl,et al.  Logical and Algorithmic Properties of Conditional Independence and Graphical Models , 1993 .

[10]  Milan Studený,et al.  A recovery algorithm for chain graphs , 1997, Int. J. Approx. Reason..

[11]  Steffen L. Lauritzen,et al.  Independence properties of directed markov fields , 1990, Networks.

[12]  R. Bouckaert Bayesian belief networks : from construction to inference , 1995 .

[13]  S. Lauritzen,et al.  Mixed graphical association models; discussions and reply , 1989 .

[14]  Judea Pearl,et al.  Equivalence and Synthesis of Causal Models , 1990, UAI.

[15]  M. Frydenberg The chain graph Markov property , 1990 .

[16]  N. Wermuth,et al.  Linear Dependencies Represented by Chain Graphs , 1993 .

[17]  Judea Pearl,et al.  Causal networks: semantics and expressiveness , 2013, UAI.

[18]  J. N. R. Jeffers,et al.  Graphical Models in Applied Multivariate Statistics. , 1990 .

[19]  M. Frydenberg Marginalization and Collapsibility in Graphical Interaction Models , 1990 .

[20]  Christopher Meek,et al.  Causal inference and causal explanation with background knowledge , 1995, UAI.

[21]  D. Madigan,et al.  A characterization of Markov equivalence classes for acyclic digraphs , 1997 .