ACTA issues

Graphical models, regression graphs, and recursive linear regression in a unified way

Marianna Bolla, Fatma Abdelkhalek, Máté Baranyi

Acta Sci. Math. (Szeged) 85:1-2(2019), 9-57

Abstract. This versatile topic goes back to the inventions of Gauss, Markov, and Gibbs, whose ideas are incorporated in graphical models and regression graphs. Later, the geneticist S. Wright (1923--1934) and the philosopher and computer scientist J. Pearl (1986--1987) developed the tools, but their notation is too complicated to formulate the mathematical background. Here we mainly follow the up-to-date discussion of statisticians S. Lauritzen and N. Wermuth, and try to juxtapose the directed--undirected and discrete--continuous cases.

DOI: 10.14232/actasm-018-331-4

AMS Subject Classification (1991): 62H99, 68T30

Keyword(s): graphical models, log-linear models, Markov random fields, covariance selection, recursive linear regressions

Received September 10, 2018. (Registered under 81/2018.)