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arXiv 1302.4982cs.AI
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反馈模型的有向循环图表示

Directed Cyclic Graphical Representations of Feedback Models

Carnegie Mellon University(卡内基梅隆大学)

Peter L. Spirtes

摘要:

使用有向无环图(DAG)来表示随机变量之间的条件独立关系已经在多种方面证明是富有成效的。递归结构方程模型是DAG模型的一种。然而,非递归结构方程模型的经济过程中使用的那种自然表示的有向循环图与独立的错误,条件独立性错误的一个特征,条件独立性约束的一个特征得到,它是一个自然的方式,结果推广到系统中的误差变量或噪声是统计相关的。对于具有独立误差的非线性系统,得到了变量在相关分布中条件独立的一个充分条件。

英文摘要:

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 directed cyclic graphs with independent errors, a characterization of conditional independence errors, a characterization 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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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