## The Annals of Statistics

- Ann. Statist.
- Volume 46, Number 6A (2018), 2623-2656.

### Margins of discrete Bayesian networks

#### Abstract

Bayesian network models with latent variables are widely used in statistics and machine learning. In this paper, we provide a complete algebraic characterization of these models when the observed variables are discrete and no assumption is made about the state-space of the latent variables. We show that it is algebraically equivalent to the so-called nested Markov model, meaning that the two are the same up to inequality constraints on the joint probabilities. In particular, these two models have the same dimension, differing only by inequality constraints for which there is no general description. The nested Markov model is therefore the closest possible description of the latent variable model that avoids consideration of inequalities. A consequence of this is that the constraint finding algorithm of Tian and Pearl [In *Proceedings of the 18th Conference on Uncertainty in Artificial Intelligence* (2002) 519–527] is complete for finding equality constraints.

Latent variable models suffer from difficulties of unidentifiable parameters and nonregular asymptotics; in contrast the nested Markov model is fully identifiable, represents a curved exponential family of known dimension, and can easily be fitted using an explicit parameterization.

#### Article information

**Source**

Ann. Statist., Volume 46, Number 6A (2018), 2623-2656.

**Dates**

Received: January 2017

Revised: August 2017

First available in Project Euclid: 7 September 2018

**Permanent link to this document**

https://projecteuclid.org/euclid.aos/1536307228

**Digital Object Identifier**

doi:10.1214/17-AOS1631

**Mathematical Reviews number (MathSciNet)**

MR3851750

**Zentralblatt MATH identifier**

06968594

**Subjects**

Primary: 62H99: None of the above, but in this section 62F12: Asymptotic properties of estimators

**Keywords**

Algebraic statistics Bayesian network latent variable model nested Markov model Verma constraint

#### Citation

Evans, Robin J. Margins of discrete Bayesian networks. Ann. Statist. 46 (2018), no. 6A, 2623--2656. doi:10.1214/17-AOS1631. https://projecteuclid.org/euclid.aos/1536307228

#### Supplemental materials

- Supplement to “Margins of discrete Bayesian networks”. Technical proofs and some additional examples are contained in the supplement.Digital Object Identifier: doi:10.1214/17-AOS1631SUPPSupplemental files are immediately available to subscribers. Non-subscribers gain access to supplemental files with the purchase of the article.