Sparse nested Markov models with log-linear parameters

Ilya Shpitser, Robin J. Evans, Thomas S. Richardson, James M. Robins

Research output: Contribution to conferencePaperpeer-review

6 Scopus citations


Hidden variables are ubiquitous in practical data analysis, and therefore modeling marginal densities and doing inference with the resulting models is an important problem in statistics, machine learning, and causal inference. Recently, a new type of graphical model, called the nested Markov model, was developed which captures equality constraints found in marginals of directed acyclic graph (DAG) models. Some of these constraints, such as the so called 'Verma constraint', strictly generalize conditional independence. To make modeling and inference with nested Markov models practical, it is necessary to limit the number of parameters in the model, while still correctly capturing the constraints in the marginal of a DAG model. Placing such limits is similar in spirit to sparsity methods for undirected graphical models, and regression models. In this paper, we give a log-linear parameterization which allows sparse modeling with nested Markov models. We illustrate the advantages of this parameterization with a simulation study.

Original languageEnglish (US)
Number of pages10
StatePublished - Jan 1 2013
Event29th Conference on Uncertainty in Artificial Intelligence, UAI 2013 - Bellevue, WA, United States
Duration: Jul 11 2013Jul 15 2013


Other29th Conference on Uncertainty in Artificial Intelligence, UAI 2013
Country/TerritoryUnited States
CityBellevue, WA

ASJC Scopus subject areas

  • Artificial Intelligence


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