Ancestral graph

In statistics and Markov modeling, an ancestral graph is a type of mixed graph to provide a graphical representation for the result of marginalizing one or more vertices in a graphical model that takes the form of a directed acyclic graph.

Definition

Ancestral graphs are mixed graphs used with three kinds of edges: directed edges, drawn as an arrow from one vertex to another, bidirected edges, which have an arrowhead at both ends, and undirected edges, which have no arrowheads. It is required to satisfy some additional constraints:

Applications

Ancestral graphs are used to depict conditional independence relations between variables in Markov models.[1]

See also

References

  1. Richardson, Thomas; Spirtes, Peter (2002), "Ancestral graph Markov models", The Annals of Statistics 30 (4): 962–1030, doi:10.1214/aos/1031689015, MR 1926166


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