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98
Optimal Structure Identification with Greedy Search
, 2002
"... In this paper we prove the socalled "Meek Conjecture". In particular, we show that if a is an independence map of another DAG then there exists a finite sequence of edge additions and covered edge reversals in such that (1) after each edge modification and (2) after all mod ..."
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Cited by 173 (1 self)
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In this paper we prove the socalled "Meek Conjecture". In particular, we show that if a is an independence map of another DAG then there exists a finite sequence of edge additions and covered edge reversals in such that (1) after each edge modification and (2) after all modifications H.
Sparse graphical models for exploring gene expression data
 Journal of Multivariate Analysis
, 2004
"... DMS0112069. Any opinions, findings, and conclusions or recommendations expressed in this material are ..."
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Cited by 133 (22 self)
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DMS0112069. Any opinions, findings, and conclusions or recommendations expressed in this material are
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 ..."
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Cited by 79 (16 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.
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 51 (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...
An Alternative Markov Property for Chain Graphs
 Scand. J. Statist
, 1996
"... Graphical Markov models use graphs, either undirected, directed, or mixed, to represent possible dependences among statistical variables. Applications of undirected graphs (UDGs) include models for spatial dependence and image analysis, while acyclic directed graphs (ADGs), which are especially conv ..."
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Cited by 51 (5 self)
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Graphical Markov models use graphs, either undirected, directed, or mixed, to represent possible dependences among statistical variables. Applications of undirected graphs (UDGs) include models for spatial dependence and image analysis, while acyclic directed graphs (ADGs), which are especially convenient for statistical analysis, arise in such fields as genetics and psychometrics and as models for expert systems and Bayesian belief networks. Lauritzen, Wermuth, and Frydenberg (LWF) introduced a Markov property for chain graphs, which are mixed graphs that can be used to represent simultaneously both causal and associative dependencies and which include both UDGs and ADGs as special cases. In this paper an alternative Markov property (AMP) for chain graphs is introduced, which in some ways is a more direct extension of the ADG Markov property than is the LWF property for chain graph. 1 INTRODUCTION Graphical Markov models use graphs, either undirected, directed, or mixed, to represent...
Bayesian Model Averaging And Model Selection For Markov Equivalence Classes Of Acyclic Digraphs
 Communications in Statistics: Theory and Methods
, 1996
"... Acyclic digraphs (ADGs) are widely used to describe dependences among variables in multivariate distributions. In particular, the likelihood functions of ADG models admit convenient recursive factorizations that often allow explicit maximum likelihood estimates and that are well suited to building B ..."
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Cited by 39 (5 self)
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Acyclic digraphs (ADGs) are widely used to describe dependences among variables in multivariate distributions. In particular, the likelihood functions of ADG models admit convenient recursive factorizations that often allow explicit maximum likelihood estimates and that are well suited to building Bayesian networks for expert systems. There may, however, be many ADGs that determine the same dependence (= Markov) model. Thus, the family of all ADGs with a given set of vertices is naturally partitioned into Markovequivalence classes, each class being associated with a unique statistical model. Statistical procedures, such as model selection or model averaging, that fail to take into account these equivalence classes, may incur substantial computational or other inefficiencies. Recent results have shown that each Markovequivalence class is uniquely determined by a single chain graph, the essential graph, that is itself Markovequivalent simultaneously to all ADGs in the equivalence clas...
Improved learning of Bayesian networks
 Proc. of the Conf. on Uncertainty in Artificial Intelligence
, 2001
"... Two or more Bayesian network structures are Markov equivalent when the corresponding acyclic digraphs encode the same set of conditional independencies. Therefore, the search space of Bayesian network structures may be organized in equivalence classes, where each of them represents a different set o ..."
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Cited by 38 (6 self)
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Two or more Bayesian network structures are Markov equivalent when the corresponding acyclic digraphs encode the same set of conditional independencies. Therefore, the search space of Bayesian network structures may be organized in equivalence classes, where each of them represents a different set of conditional independencies. The collection of sets of conditional independencies obeys a partial order, the socalled “inclusion order.” This paper discusses in depth the role that the inclusion order plays in learning the structure of Bayesian networks. In particular, this role involves the way a learning algorithm traverses the search space. We introduce a condition for traversal operators, the inclusion boundary condition, which, when it is satisfied, guarantees that the search strategy can avoid local maxima. This is proved under the assumptions that the data is sampled from a probability distribution which is faithful to an acyclic digraph, and the length of the sample is unbounded. The previous discussion leads to the design of a new traversal operator and two new learning algorithms in the context of heuristic search and the Markov Chain Monte Carlo method. We carry out a set of experiments with synthetic and realworld data that show empirically the benefit of striving for the inclusion order when learning Bayesian networks from data.
Using Path Diagrams as a Structural Equation Modelling Tool
, 1997
"... this paper, we will show how path diagrams can be used to solve a number of important problems in structural equation modelling. There are a number of problems associated with structural equation modeling. These problems include: ..."
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Cited by 31 (7 self)
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this paper, we will show how path diagrams can be used to solve a number of important problems in structural equation modelling. There are a number of problems associated with structural equation modeling. These problems include:
A Hybrid Anytime Algorithm for the Construction of Causal Models From Sparse Data
 PROCEEDINGS OF THE FIFTEENTH INTERNATIONAL CONFERENCE ON UNCERTAINTY IN ARTIFICIAL INTELLIGENCE
, 1999
"... We present a hybrid constraintbased/Bayesian algorithm for learning causal networks in the presence of sparse data. The algorithm searches the space of equivalence classes of models (essential graphs) using a heuristic based on conventional constraintbased techniques. Each essential graph is ..."
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Cited by 28 (3 self)
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We present a hybrid constraintbased/Bayesian algorithm for learning causal networks in the presence of sparse data. The algorithm searches the space of equivalence classes of models (essential graphs) using a heuristic based on conventional constraintbased techniques. Each essential graph is then converted into a directed acyclic graph and scored using a Bayesian scoring metric. Two variants
Parameter priors for directed acyclic graphical models and the characterization of several probability distributions
 MICROSOFT RESEARCH, ADVANCED TECHNOLOGY DIVISION
, 1999
"... We show that the only parameter prior for complete Gaussian DAG models that satisfies global parameter independence, complete model equivalence, and some weak regularity assumptions, is the normalWishart distribution. Our analysis is based on the following new characterization of the Wishart distri ..."
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Cited by 27 (1 self)
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We show that the only parameter prior for complete Gaussian DAG models that satisfies global parameter independence, complete model equivalence, and some weak regularity assumptions, is the normalWishart distribution. Our analysis is based on the following new characterization of the Wishart distribution: let W be an n × n, n ≥ 3, positivedefinite symmetric matrix of random variables and f(W) be a pdf of W. Then, f(W) is a Wishart distribution if and only if W11 − W12W −1 is independent 22 W ′ 12 of {W12, W22} for every block partitioning