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Testing Unfaithful Gaussian Graphical Models
De Wen Soh · Sekhar C Tatikonda

Wed Dec 10 04:00 PM -- 08:59 PM (PST) @ Level 2, room 210D #None
The global Markov property for Gaussian graphical models ensures graph separation implies conditional independence. Specifically if a node set $S$ graph separates nodes $u$ and $v$ then $X_u$ is conditionally independent of $X_v$ given $X_S$. The opposite direction need not be true, that is, $X_u \perp X_v \mid X_S$ need not imply $S$ is a node separator of $u$ and $v$. When it does, the relation $X_u \perp X_v \mid X_S$ is called faithful. In this paper we provide a characterization of faithful relations and then provide an algorithm to test faithfulness based only on knowledge of other conditional relations of the form $X_i \perp X_j \mid X_S$.

Author Information

De Wen Soh (Yale University)
Sekhar C Tatikonda (Yale University)

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