Robin Evans: Models based on marginalised DAGs

Directed acyclic graphs (DAGs) form a convenient and intuitive class of models for working with multivariate data, as they have good computational properties, impose only non-parametric independence constraints, and if chosen suitably, can lead to parsimonious models. In some circumstances, it may also be realistic in practice to believe that a system of interest corresponds to a DAG.

However DAG models are not closed under marginalisation and conditioning, which means that even when this modelling assumptions holds, if some of the variables are unobservable then the distribution over the remaining variables will not necessarily correspond to a DAG model.

We will cover basic DAG theory, known constraints which arise on marginalised DAGs (conditional independences, Verma constraints, inequalities), as well as some new results on equivalence.