Gaussian Path Diagrams

Thursday, March 8, 2007 - 9:00am - 9:50am
EE/CS 3-180
Thomas Richardson (University of Washington)
In the 1920's the geneticist Sewall Wright introduced a class of
Gaussian statistical models represented by graphs containing directed
and bi-directed edges, known as path diagrams. These models have been
used extensively in psychometrics and econometrics where they are
called structural equation models.

I will first describe the subclass of bow-free acyclic path diagrams, which have desirable statistical properties. I will then characterize a subclass of models that are characterized by their Markov properties. Lastly I will outline recent work aimed at characterizing non-Markovian constraints that may arise.

(This is joint work with Mathias Drton, Michael Eichler and Masashi Miyamura.)
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