Conditional independence in max-linear Bayesian networks
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Motivated by extreme value theory, max-linear Bayesian networks have been recently introduced and studied as an alternative to linear structural equation models. However, for max-linear systems the classical independence results for Bayesian networks are far from exhausting valid conditional independence statements. We use tropical linear algebra to derive a compact representation of the conditional distribution given a partial observation, and exploit this to obtain a complete description of all conditional independence relations. In the context-specific case, where conditional independence is queried relative to a specific value of the conditioning variables, we introduce the notion of a source DAG to disclose the valid conditional independence relations. In the context-free case, we characterize conditional independence through a modified separation concept, ∗-separation, combined with a tropical eigenvalue condition. We also introduce the notion of an impact graph, which describes how extreme events spread deterministically through the network and we give a complete characterization of such impact graphs. Our analysis opens up several interesting questions concerning conditional independence and tropical geometry.
|Journal||Annals of Applied Probability|
|Publication status||Published - 2022|
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