Third-order moment varieties of linear non-Gaussian graphical models

In this paper, we study linear non-Gaussian graphical models from the perspective of algebraic statistics. These are acyclic causal models in which each variable is a linear combination of its direct causes and independent noise. The underlying directed causal graph can be identified uniquely via the set of second and third-order moments of all random vectors that lie in the corresponding model. Our focus is on finding the algebraic relations among these moments for a given graph. We show that when the graph is a polytree, these relations form a toric ideal. We construct explicit trek-matrices associated to 2-treks and 3-treks in the graph. Their entries are covariances and third-order moments and their 2-minors define our model set-theoretically. Furthermore, we prove that their 2-minors also generate the vanishing ideal of the model. Finally, we describe the polytopes of third-order moments and the ideals for models with hidden variables.     «

In this paper, we study linear non-Gaussian graphical models from the perspective of algebraic statistics. These are acyclic causal models in which each variable is a linear combination of its direct causes and independent noise. The underlying directed causal graph can be identified uniquely via the set of second and third-order moments of all random vectors that lie in the corresponding model. Our focus is on finding the algebraic relations among these moments for a given graph. We show that w...     »