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引用次数: 0
摘要
我们考虑结构方程模型(SEM),其中每个变量都是其他变量子集和随机误差的函数。每个这样的 SEM 自然都与描述变量间关系的有向图相关联。当误差为同方误差时,最近的研究提出了从观测数据推断图的方法,前提是图是非循环的(即 SEM 是递归的)。在这项工作中,我们研究了同方差误差的设置,但允许图是循环的(即 SEM 是非递归的)。我们使用代数方法比较从模型参数化得到的矩阵,推导出两个简单有向图产生不同分布的充分条件。基于这些条件,我们展示了允许有向循环但一般可识别的图的子类。我们还猜想我们的图形标准会得到加强,可以用来区分更多的非完整图形。
Identifiability of homoscedastic linear structural equation models using algebraic matroids
We consider structural equation models (SEMs), in which every variable is a function of a subset of the other variables and a stochastic error. Each such SEM is naturally associated with a directed graph describing the relationships between variables. When the errors are homoscedastic, recent work has proposed methods for inferring the graph from observational data under the assumption that the graph is acyclic (i.e., the SEM is recursive). In this work, we study the setting of homoscedastic errors but allow the graph to be cyclic (i.e., the SEM to be non-recursive). Using an algebraic approach that compares matroids derived from the parameterizations of the models, we derive sufficient conditions for when two simple directed graphs generate different distributions generically. Based on these conditions, we exhibit subclasses of graphs that allow for directed cycles, yet are generically identifiable. We also conjecture a strengthening of our graphical criterion which can be used to distinguish many more non-complete graphs.
期刊介绍:
Interdisciplinary in its coverage, Advances in Applied Mathematics is dedicated to the publication of original and survey articles on rigorous methods and results in applied mathematics. The journal features articles on discrete mathematics, discrete probability theory, theoretical statistics, mathematical biology and bioinformatics, applied commutative algebra and algebraic geometry, convexity theory, experimental mathematics, theoretical computer science, and other areas.
Emphasizing papers that represent a substantial mathematical advance in their field, the journal is an excellent source of current information for mathematicians, computer scientists, applied mathematicians, physicists, statisticians, and biologists. Over the past ten years, Advances in Applied Mathematics has published research papers written by many of the foremost mathematicians of our time.