Speaker
Mathias Drton
(Technical University Munich)
Description
"Linear structural equation models relate random variables of interest via a linear equation system that features stochastic noise. The models are naturally represented by directed graphs whose edges indicate non-zero coefficients in the linear equations. In this talk I will report on progress on combinatorial conditions for parameter identifiability in models with latent (i.e., unobserved) variables. Identifiability holds if the coefficients associated with the edges of the graph can be uniquely recovered from the covariance matrix they define.
Paper:
https://doi.org/10.1214/22-AOS2221 or
https://arxiv.org/abs/2201.04457"
External references
- 23040124
- 88631256-6fa0-47d5-be13-9f64abdbaf2c
- c99b9019-2223-431a-9ce4-b09a5af68ea2
