Asymmetric separation for local independence graphs

V Didelez

Research output: Contribution to conferenceConference Paperpeer-review

7 Citations (Scopus)

Abstract

Directed possibly cyclic graphs have been proposed by Didelez (2000) and Nodelmann et al. (2002) in order to represent the dynamic dependencies among stochastic processes. These dependencies are based on a generalization of Granger-causality to continuous time, first developed by Schweder (1970) for Markov processes, who called them local dependencies. They deserve special attention as they are asymmetric unlike stochastic (in)dependence. In this paper we focus on their graphical representation and develop a suitable, i.e. asymmetric notion of separation, called delta-separation. The properties of this graph separation as well as of local independence are investigated in detail within a framework of asymmetric (semi)graphoids allowing a deeper insight into what information can be read off these graphs.
Translated title of the contributionAsymmetric separation for local independence graphs
Original languageEnglish
Pages130 - 137
Number of pages8
Publication statusPublished - Jul 2006
Event23rd Annual Conference on Uncertainty in Artifical Intelligence - Vancouver, Canada
Duration: 19 Jun 2006 → …

Conference

Conference23rd Annual Conference on Uncertainty in Artifical Intelligence
CountryCanada
CityVancouver
Period19/06/06 → …

Fingerprint Dive into the research topics of 'Asymmetric separation for local independence graphs'. Together they form a unique fingerprint.

Cite this