Smooth, identifiable supermodels of discrete DAG models with latent variables
Smooth, identifiable supermodels of discrete DAG models with latent variables
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DOI:
10.3150/17-bej1005
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发表时间:
2015-11
期刊:
影响因子:
1.5
通讯作者:
R. Evans;T. Richardson
中科院分区:
文献类型:
--
作者:
R. Evans;T. Richardson
We provide a parameterization of the discrete nested Markov model, which is a supermodel that approximates DAG models (Bayesian network models) with latent variables. Such models are widely used in causal inference and machine learning. We explicitly evaluate their dimension, show that they are curved exponential families of distributions, and fit them to data. The parameterization avoids the irregularities and unidentifiability of latent variable models. The parameters used are all fully identifiable and causally-interpretable quantities.