The Annals of Statistics
- Ann. Statist.
- Volume 30, Number 4 (2002), 962-1030.
Ancestral graph Markov models
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.
Ann. Statist. Volume 30, Number 4 (2002), 962-1030.
First available in Project Euclid: 10 September 2002
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 62M45: Neural nets and related approaches 60K99: None of the above, but in this section
Secondary: 68R10: Graph theory (including graph drawing) [See also 05Cxx, 90B10, 90B35, 90C35] 68T30: Knowledge representation
Richardson, Thomas; Spirtes, Peter. Ancestral graph Markov models. Ann. Statist. 30 (2002), no. 4, 962--1030. doi:10.1214/aos/1031689015. http://projecteuclid.org/euclid.aos/1031689015.