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Titel:

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

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
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...     »
Stichworte:
Covariance matrix, Gaussian distribution, graphical model, multivariate normal distribution, parameter identification, structural equation model
Dewey Dezimalklassifikation:
510 Mathematik
Zeitschriftentitel:
The Annals of Statistics
Jahr:
2012
Band / Volume:
40
Jahr / Monat:
2012-10
Quartal:
4. Quartal
Monat:
Oct
Heft / Issue:
3
Seitenangaben Beitrag:
1682-1713
Sprache:
en
Volltext / DOI:
doi:10.1214/12-aos1012
WWW:
Project Euclid
Verlag / Institution:
Institute of Mathematical Statistics
E-ISSN:
0090-5364
Publikationsdatum:
01.10.2012
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