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arXiv · 2308.01821

Identifiability of Homoscedastic Linear Structural Equation Models using Algebraic Matroids

Mathias Drton·Benjamin Hollering·Jun Wu
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Abstract

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.

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Mathias Drton, Benjamin Hollering, Jun Wu. 2023-08-03. Identifiability of Homoscedastic Linear Structural Equation Models using Algebraic Matroids. https://arxiv.org/abs/2308.01821

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