Mathematics – Statistics Theory
Scientific paper
2009-08-25
Annals of Statistics 2009, Vol. 37, No. 5B, 2808-2837
Mathematics
Statistics Theory
Published in at http://dx.doi.org/10.1214/08-AOS626 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of
Scientific paper
10.1214/08-AOS626
Ancestral graphs can encode conditional independence relations that arise in directed acyclic graph (DAG) models with latent and selection variables. However, for any ancestral graph, there may be several other graphs to which it is Markov equivalent. We state and prove conditions under which two maximal ancestral graphs are Markov equivalent to each other, thereby extending analogous results for DAGs given by other authors. These conditions lead to an algorithm for determining Markov equivalence that runs in time that is polynomial in the number of vertices in the graph.
Ali Ayesha R.
Richardson Thomas S.
Spirtes Peter
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