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Title:

On the causal interpretation of acyclic mixed graphs under multivariate normality

Document type:
Zeitschriftenaufsatz
Author(s):
Fox, Christopher J.; Käufl, Andreas; Drton, Mathias
Abstract:
In multivariate statistics, acyclic mixed graphs with directed and bidirected edges are widely used for compact representation of dependence structures that can arise in the presence of hidden (i.e., latent or unobserved) variables. Indeed, under multivariate normality, every mixed graph corresponds to a set of covariance matrices that contains as a full-dimensional subset the covariance matrices associated with a causally interpretable acyclic digraph. This digraph generally has some of its nod...     »
Keywords:
Covariance matrix, Graphical model, Hidden variable, Multivariate normal distribution, Latent variable, Structural equation model
Dewey Decimal Classification:
510 Mathematik
Journal title:
Linear Algebra and its Applications
Year:
2015
Journal volume:
473
Year / month:
2015-05
Quarter:
2. Quartal
Month:
May
Pages contribution:
93-113
Language:
en
Fulltext / DOI:
doi:10.1016/j.laa.2014.02.032
WWW:
Science Direct
Publisher:
Elsevier BV
E-ISSN:
0024-3795
Date of publication:
15.05.2015
Format:
Text
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