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Marginalization and Conditioning for LWF Chain Graphs

Sadeghi, K; (2016) Marginalization and Conditioning for LWF Chain Graphs. The Annals of Statistics , 44 (4) pp. 1792-1816. 10.1214/16-AOS1451. Green open access

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Abstract

In this paper, we deal with the problem of marginalization over and conditioning on two disjoint subsets of the node set of chain graphs (CGs) with the LWF Markov property. For this purpose, we define the class of chain mixed graphs (CMGs) with three types of edges and, for this class, provide a separation criterion under which the class of CMGs is stable under marginalization and conditioning and contains the class of LWF CGs as its subclass. We provide a method for generating such graphs after marginalization and conditioning for a given CMG or a given LWF CG. We then define and study the class of anterial graphs, which is also stable under marginalization and conditioning and contains LWF CGs, but has a simpler structure than CMGs.

Type: Article
Title: Marginalization and Conditioning for LWF Chain Graphs
Open access status: An open access version is available from UCL Discovery
DOI: 10.1214/16-AOS1451
Publisher version: https://doi.org/10.10.1214/16-AOS1451
Language: English
Additional information: This version is the version of record. For information on re-use, please refer to the publisher’s terms and conditions.
UCL classification: UCL
UCL > Provost and Vice Provost Offices > UCL BEAMS
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Statistical Science
URI: https://discovery.ucl.ac.uk/id/eprint/10058844
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