Generic Identifiability of Linear Structural Equation Models by Ancestor Decomposition

Mathias Drton, Luca Weihs

Research output: Contribution to journalArticlepeer-review

17 Scopus citations

Abstract

Linear structural equation models, which relate random variables via linear interdependencies and Gaussian noise, are a popular tool for modelling multivariate joint distributions. The models correspond to mixed graphs that include both directed and bidirected edges representing the linear relationships and correlations between noise terms, respectively. A question of interest for these models is that of parameter identifiability, whether or not it is possible to recover edge coefficients from the joint covariance matrix of the random variables. For the problem of determining generic parameter identifiability, we present an algorithm building upon the half-trek criterion. Underlying our new algorithm is the idea that ancestral subsets of vertices in the graph can be used to extend the applicability of a decomposition technique.

Original languageEnglish
Pages (from-to)1035-1045
Number of pages11
JournalScandinavian Journal of Statistics
Volume43
Issue number4
DOIs
StatePublished - 1 Dec 2016
Externally publishedYes

Keywords

  • generic identifiability
  • half-trek criterion
  • parameter identification
  • structural equation models

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