论文标题

最高线性贝叶斯网络中的有条件独立性

Conditional Independence in Max-linear Bayesian Networks

论文作者

Améndola, Carlos, Klüppelberg, Claudia, Lauritzen, Steffen, Tran, Ngoc

论文摘要

由极值理论的激励,最近已引入并研究了最大线性贝叶斯网络,以替代线性结构方程模型。但是,对于最大线性系统,贝叶斯网络的经典独立性结果远非有效的有条件独立性声明。我们使用热带线性代数来得出给定部分观察结果的条件分布的紧凑表示,并利用它以获得所有条件独立关系的完整描述。在特定于上下文的情况下,与条件变量的特定值查询有条件的独立性,我们介绍了源DAG的概念以披露有效的条件独立关系。在无上下文的情况下,我们通过修改后的分离概念$ \ ast $ - 分类与热带特征值条件相结合来表征条件独立性。我们还介绍了影响图的概念,该图描述了极端事件如何通过网络确定性扩散,并给出了这种影响图的完整表征。我们的分析打开了有关条件独立性和热带几何形状的几个有趣的问题。

Motivated by extreme value theory, max-linear Bayesian networks have been recently introduced and studied as an alternative to linear structural equation models. However, for max-linear systems the classical independence results for Bayesian networks are far from exhausting valid conditional independence statements. We use tropical linear algebra to derive a compact representation of the conditional distribution given a partial observation, and exploit this to obtain a complete description of all conditional independence relations. In the context-specific case, where conditional independence is queried relative to a specific value of the conditioning variables, we introduce the notion of a source DAG to disclose the valid conditional independence relations. In the context-free case we characterize conditional independence through a modified separation concept, $\ast$-separation, combined with a tropical eigenvalue condition. We also introduce the notion of an impact graph which describes how extreme events spread deterministically through the network and we give a complete characterization of such impact graphs. Our analysis opens up several interesting questions concerning conditional independence and tropical geometry.

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