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ANCESTRAL GRAPH MARKOV MODELS
, 2002
"... This paper introduces a class of graphical independence models that is closed under marginalization and conditioning but that contains all DAG independence models. This class of graphs, called maximal ancestral graphs, has two attractive features: there is at most one edge between each pair of verti ..."
Abstract

Cited by 76 (18 self)
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This paper introduces a class of graphical independence models that is closed under marginalization and conditioning but that contains all DAG independence models. This class of graphs, called maximal ancestral graphs, has two attractive features: there is at most one edge between each pair of vertices; every missing edge corresponds to an independence relation. These features lead to a simple parameterization of the corresponding set of distributions in the Gaussian case.
Causal Inference from Graphical Models
, 2001
"... Introduction The introduction of Bayesian networks (Pearl 1986b) and associated local computation algorithms (Lauritzen and Spiegelhalter 1988, Shenoy and Shafer 1990, Jensen, Lauritzen and Olesen 1990) has initiated a renewed interest for understanding causal concepts in connection with modelling ..."
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Cited by 59 (4 self)
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Introduction The introduction of Bayesian networks (Pearl 1986b) and associated local computation algorithms (Lauritzen and Spiegelhalter 1988, Shenoy and Shafer 1990, Jensen, Lauritzen and Olesen 1990) has initiated a renewed interest for understanding causal concepts in connection with modelling complex stochastic systems. It has become clear that graphical models, in particular those based upon directed acyclic graphs, have natural causal interpretations and thus form a base for a language in which causal concepts can be discussed and analysed in precise terms. As a consequence there has been an explosion of writings, not primarily within mainstream statistical literature, concerned with the exploitation of this language to clarify and extend causal concepts. Among these we mention in particular books by Spirtes, Glymour and Scheines (1993), Shafer (1996), and Pearl (2000) as well as the collection of papers in Glymour and Cooper (1999). Very briefly, but fundamentally,
Chain Graph Models and their Causal Interpretations
 B
, 2001
"... Chain graphs are a natural generalization of directed acyclic graphs (DAGs) and undirected graphs. However, the apparent simplicity of chain graphs belies the subtlety of the conditional independence hypotheses that they represent. There are a number of simple and apparently plausible, but ultim ..."
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Cited by 48 (4 self)
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Chain graphs are a natural generalization of directed acyclic graphs (DAGs) and undirected graphs. However, the apparent simplicity of chain graphs belies the subtlety of the conditional independence hypotheses that they represent. There are a number of simple and apparently plausible, but ultimately fallacious interpretations of chain graphs that are often invoked, implicitly or explicitly. These interpretations also lead to awed methods for applying background knowledge to model selection. We present a valid interpretation by showing how the distribution corresponding to a chain graph may be generated as the equilibrium distribution of dynamic models with feedback. These dynamic interpretations lead to a simple theory of intervention, extending the theory developed for DAGs. Finally, we contrast chain graph models under this interpretation with simultaneous equation models which have traditionally been used to model feedback in econometrics. Keywords: Causal model; cha...
Markov equivalence for ancestral graphs
, 2004
"... Ancestral graph models can encode conditional independence relations that arise in directed acyclic graph (DAG) models with latent and selection variables. However, for any 3JJ.cestral graph, there may be several other graphs to which it is Markov equivalent. We state and prove conditions under whic ..."
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Cited by 16 (5 self)
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Ancestral graph models can encode conditional independence relations that arise in directed acyclic graph (DAG) models with latent and selection variables. However, for any 3JJ.cestral graph, there may be several other graphs to which it is Markov equivalent. We state and prove conditions under which two maximal ancestral graphs are Markov equivalent to each other, thereby extending analogous results for DAGs given by other authors. 'University of W2k'lhi.ng1;on Technical No. 466. Contents
Separation An Completeness Properties For Amp Chain Graph Markov Models
 Ann. Statist
, 2000
"... This paper introduces ..."
Identification and likelihood inference for recursive linear models with correlated errors
, 2007
"... In recursive linear models, the multivariate normal joint distribution of all variables exhibits a dependence structure induced by recursive systems of linear structural equations. Such models appear in particular in seemingly unrelated regressions, structural equation modelling, simultaneous equati ..."
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Cited by 2 (0 self)
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In recursive linear models, the multivariate normal joint distribution of all variables exhibits a dependence structure induced by recursive systems of linear structural equations. Such models appear in particular in seemingly unrelated regressions, structural equation modelling, simultaneous equation systems, and in Gaussian graphical modelling. We show that recursive linear models that are ‘bowfree’ are wellbehaved statistical models, namely, they are everywhere identifiable and form curved exponential families. Here, ‘bowfree ’ refers to models satisfying the condition that if a variable x occurs in the structural equation for y, then the errors for x and y are uncorrelated. For the computation of maximum likelihood estimates in ‘bowfree ’ recursive linear models we introduce the Residual Iterative Conditional Fitting (RICF) algorithm. Compared to existing algorithms RICF is easily implemented requiring only least squares computations, has clear convergence properties, and finds parameter estimates in closed form whenever possible. 1