Tractable Structure Search in the Presence of Latent Variables
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BibTeX
@MISC{Richardson_tractablestructure,
author = {Thomas Richardson and Heiko Bailer and Moulinath Banerjee},
title = {Tractable Structure Search in the Presence of Latent Variables},
year = {}
}
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Abstract
The problem of learning the structure of a DAGmodel in the presence of latent variables presents many formidable challenges. In particular there are an infinite number of latent variable models to consider, and these models possess features which make them hard to work with. We describe a class of graphical models which can represent the conditional independence structure induced by a latent variable model over the observed margin. We give a parametrization of the set of Gaussian distributions with conditional independence structure given by a MAG model. The models are illustrated via a simple example. Different estimation techniques are discussed in the context of Zellner's Seemingly Unrelated Regression (SUR) models. Keywords: Multivariate Graphical Models; Causal Modelling; Latent Variables; Ancestral Graphs; MAG Models. 1 INTRODUCTION There has been significant progress in the development of algorithms for learning the directed acyclic graph (DAG) part of a Bayes...
