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Identifiability of directed Gaussian graphical models with one latent source

机译:具有一个潜在源的定向高斯图形模型的可识别性

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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.
机译:我们研究具有一个潜在变量的有向高斯图形模型的参数可识别性。在我们考虑的场景中,潜在变量是一个混杂因素,它构成了图的源节点,并且是所有其他节点(与观察到的变量相对应)的父节点。我们给出一个足以使参数化图的雅可比矩阵达到最高秩的图形条件,这意味着参数化通常是有限的一对一,这一事实有时也称为局部可识别性。我们还得出了这种可识别性所必需的图形条件。最后,我们给出了一个条件,在该条件下可以根据与子图相关的模型的可识别性确定通用参数的可识别性。这些标准的功效是通过对4个,5个和6个可观察变量的小型模型进行详尽的代数计算研究以及对25个或35个可观察变量的大型模型进行模拟研究来评估的。

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