TY - JOUR
T1 - Identifiability of homoscedastic linear structural equation models using algebraic matroids
AU - Drton, Mathias
AU - Hollering, Benjamin
AU - Wu, Jun
N1 - Publisher Copyright:
© 2024
PY - 2025/2
Y1 - 2025/2
N2 - We consider structural equation models (SEMs), in which every variable is a function of a subset of the other variables and a stochastic error. Each such SEM is naturally associated with a directed graph describing the relationships between variables. When the errors are homoscedastic, recent work has proposed methods for inferring the graph from observational data under the assumption that the graph is acyclic (i.e., the SEM is recursive). In this work, we study the setting of homoscedastic errors but allow the graph to be cyclic (i.e., the SEM to be non-recursive). Using an algebraic approach that compares matroids derived from the parameterizations of the models, we derive sufficient conditions for when two simple directed graphs generate different distributions generically. Based on these conditions, we exhibit subclasses of graphs that allow for directed cycles, yet are generically identifiable. We also conjecture a strengthening of our graphical criterion which can be used to distinguish many more non-complete graphs.
AB - We consider structural equation models (SEMs), in which every variable is a function of a subset of the other variables and a stochastic error. Each such SEM is naturally associated with a directed graph describing the relationships between variables. When the errors are homoscedastic, recent work has proposed methods for inferring the graph from observational data under the assumption that the graph is acyclic (i.e., the SEM is recursive). In this work, we study the setting of homoscedastic errors but allow the graph to be cyclic (i.e., the SEM to be non-recursive). Using an algebraic approach that compares matroids derived from the parameterizations of the models, we derive sufficient conditions for when two simple directed graphs generate different distributions generically. Based on these conditions, we exhibit subclasses of graphs that allow for directed cycles, yet are generically identifiable. We also conjecture a strengthening of our graphical criterion which can be used to distinguish many more non-complete graphs.
KW - Algebraic matroids
KW - Directed graph
KW - Homoscedastic errors
KW - Identifiability
KW - Structural equation models
UR - http://www.scopus.com/inward/record.url?scp=85206171365&partnerID=8YFLogxK
U2 - 10.1016/j.aam.2024.102794
DO - 10.1016/j.aam.2024.102794
M3 - Article
AN - SCOPUS:85206171365
SN - 0196-8858
VL - 163
JO - Advances in Applied Mathematics
JF - Advances in Applied Mathematics
M1 - 102794
ER -