Identifiability of directed gaussian graphical models with one latent source

Dennis Leung, Mathias Drton, Hisayuki Hara

Research output: Contribution to journalArticlepeer-review

9 Scopus citations

Abstract

We study parameter identifiability of directed Gaussian graphical models with one latent variable. In the scenario we consider, the latent variable is a confounder that forms a source node of the graph and is a parent to all other nodes, which correspond to the observed variables. We give a graphical condition that is sufficient for the Jacobian matrix of the parametrization map to be full rank, which entails that the parametrization is generically finite-to-one, a fact that is sometimes also referred to as local identifiability. We also derive a graphical condition that is necessary for such identifiability. Finally, we give a condition under which generic parameter identifiability can be determined from identifiability of a model associated with a subgraph. The power of these criteria is assessed via an exhaustive algebraic computational study for small models with 4, 5, and 6 observable variables, and a simulation study for large models with 25 or 35 observable variables.

Original languageEnglish
Pages (from-to)394-422
Number of pages29
JournalElectronic Journal of Statistics
Volume10
Issue number1
DOIs
StatePublished - 2016
Externally publishedYes

Keywords

  • Covariance matrix
  • Factor analysis
  • Graphical model
  • Parameter identification
  • Structural equation model

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