Directed cyclic graphical representations of feedback models

  • Authors:
  • Peter Spirtes

  • Affiliations:
  • Department of Philosophy, Carnegie Mellon University, Pittsburgh, PA

  • Venue:
  • UAI'95 Proceedings of the Eleventh conference on Uncertainty in artificial intelligence
  • Year:
  • 1995

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Abstract

The use of directed acyclic graphs (DAGs) to represent conditional independence relations among random variables has proved fruitful in a variety of ways. Recursive structural equation models are one kind of DAG model. However, non-recursive structural equation models of the kinds used to model economic processes are naturally represented by directeed cyclic graphs (DCG). For linear systems associated with DCGs with independent errors, a characterisation of conditional independence constraints is obtained, and it is shown that the result generalizes in a natural way to systems in which the error variables or noises are statistically dependent. For non-linear systems with independent errors a sufficient condition for conditional independence of variables in associated distributions is obtained.