Article ID Journal Published Year Pages File Type
4625231 Advances in Applied Mathematics 2008 32 Pages PDF
Abstract

Conditional independence models in the Gaussian case are algebraic varieties in the cone of positive definite covariance matrices. We study these varieties in the case of Bayesian networks, with a view towards generalizing the recursive factorization theorem to situations with hidden variables. In the case when the underlying graph is a tree, we show that the vanishing ideal of the model is generated by the conditional independence statements implied by graph. We also show that the ideal of any Bayesian network is homogeneous with respect to a multigrading induced by a collection of upstream random variables. This has a number of important consequences for hidden variable models. Finally, we relate the ideals of Bayesian networks to a number of classical constructions in algebraic geometry including toric degenerations of the Grassmannian, matrix Schubert varieties, and secant varieties.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics