Markov Properties for Graphical Models with Cycles and Latent Variables

Patrick Forré; Joris M. Mooij

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arXiv · 1710.08775

Markov Properties for Graphical Models with Cycles and Latent Variables

Patrick Forré·Joris M. Mooij

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Abstract

We investigate probabilistic graphical models that allow for both cycles and latent variables. For this we introduce directed graphs with hyperedges (HEDGes), generalizing and combining both marginalized directed acyclic graphs (mDAGs) that can model latent (dependent) variables, and directed mixed graphs (DMGs) that can model cycles. We define and analyse several different Markov properties that relate the graphical structure of a HEDG with a probability distribution on a corresponding product space over the set of nodes, for example factorization properties, structural equations properties, ordered/local/global Markov properties, and marginal versions of these. The various Markov properties for HEDGes are in general not equivalent to each other when cycles or hyperedges are present, in contrast with the simpler case of directed acyclic graphical (DAG) models (also known as Bayesian networks). We show how the Markov properties for HEDGes - and thus the corresponding graphical Markov models - are logically related to each other.

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Patrick Forré, Joris M. Mooij. 2017-10-24. Markov Properties for Graphical Models with Cycles and Latent Variables. https://arxiv.org/abs/1710.08775

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