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Title:

Half-trek criterion for generic identifiability of linear structural equation models

Document type:
Zeitschriftenaufsatz
Author(s):
Foygel, Rina; Draisma, Jan; Drton, Mathias
Abstract:
A linear structural equation model relates random variables of interest and corresponding Gaussian noise terms via a linear equation system. Each such model can be represented by a mixed graph in which directed edges encode the linear equations and bidirected edges indicate possible correlations among noise terms. We study parameter identifiability in these models, that is, we ask for conditions that ensure that the edge coefficients and correlations appearing in a linear structural equation mod...     »
Keywords:
Covariance matrix, Gaussian distribution, graphical model, multivariate normal distribution, parameter identification, structural equation model
Dewey Decimal Classification:
510 Mathematik
Journal title:
The Annals of Statistics
Year:
2012
Journal volume:
40
Year / month:
2012-10
Quarter:
4. Quartal
Month:
Oct
Journal issue:
3
Pages contribution:
1682-1713
Language:
en
Fulltext / DOI:
doi:10.1214/12-aos1012
WWW:
Project Euclid
Publisher:
Institute of Mathematical Statistics
E-ISSN:
0090-5364
Date of publication:
01.10.2012
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