ResearchTrend.AI
  • Papers
  • Communities
  • Events
  • Blog
  • Pricing
Papers
Communities
Social Events
Terms and Conditions
Pricing
Parameter LabParameter LabTwitterGitHubLinkedInBlueskyYoutube

© 2025 ResearchTrend.AI, All rights reserved.

  1. Home
  2. Papers
  3. 2305.19884
18
1

Positivity in Linear Gaussian Structural Equation Models

31 May 2023
A. Lodhia
Jan-Christian Hütter
Caroline Uhler
Piotr Zwiernik
ArXivPDFHTML
Abstract

We study a notion of positivity of Gaussian directed acyclic graphical models corresponding to a non-negativity constraint on the coefficients of the associated structural equation model. We prove that this constraint is equivalent to the distribution being conditionally increasing in sequence (CIS), a well-known subclass of positively associated random variables. These distributions require knowledge of a permutation, a CIS ordering, of the nodes for which the constraint of non-negativity holds. We provide an algorithm and prove in the noise-less setting that a CIS ordering can be recovered when it exists. We extend this result to the noisy setting and provide assumptions for recovering the CIS orderings. In addition, we provide a characterization of Markov equivalence for CIS DAG models. Further, we show that when a CIS ordering is known, the corresponding class of Gaussians lies in a family of distributions in which maximum likelihood estimation is a convex problem.

View on arXiv
Comments on this paper