论文标题
半行业标准可识别潜在变量模型
Half-Trek Criterion for Identifiability of Latent Variable Models
论文作者
论文摘要
我们考虑具有潜在变量的线性结构方程模型,并制定标准以证明基于观察到的协方差矩阵可以识别可观察变量之间的直接因果效应。线性结构方程模型假定观察和潜在变量都求解了具有随机噪声项的线性方程系统。每个模型对应于一个有向图的图形,其边缘表示方程系统中显示为系数的直接效应。先前的研究已经开发了多种方法来确定潜在投影框架中直接影响的可识别性,在这种框架中,潜在变量的混杂效应由噪声项之间的相关性表示。当混杂稀疏并且仅影响观察到的变量的小子集时,这种方法是有效的。相比之下,我们在本文中开发的新的潜在因子半行进标准(LF-HTC)对原始未投影的潜在变量模型运行,并且能够在设置中证明可识别性,其中某些潜在变量也可能对许多观察到许多可观察到。我们的LF-HTC是一个有效的有效标准,可用于合理可识别性,根据该标准,可以将直接效应作为观察到的随机变量的关节协方差矩阵的合理函数唯一恢复。当限制LF-HTC中的搜索步骤以考虑有界尺寸的潜在变量的子集时,可以在图表大小的时间内验证标准。
We consider linear structural equation models with latent variables and develop a criterion to certify whether the direct causal effects between the observable variables are identifiable based on the observed covariance matrix. Linear structural equation models assume that both observed and latent variables solve a linear equation system featuring stochastic noise terms. Each model corresponds to a directed graph whose edges represent the direct effects that appear as coefficients in the equation system. Prior research has developed a variety of methods to decide identifiability of direct effects in a latent projection framework, in which the confounding effects of the latent variables are represented by correlation among noise terms. This approach is effective when the confounding is sparse and effects only small subsets of the observed variables. In contrast, the new latent-factor half-trek criterion (LF-HTC) we develop in this paper operates on the original unprojected latent variable model and is able to certify identifiability in settings, where some latent variables may also have dense effects on many or even all of the observables. Our LF-HTC is an effective sufficient criterion for rational identifiability, under which the direct effects can be uniquely recovered as rational functions of the joint covariance matrix of the observed random variables. When restricting the search steps in LF-HTC to consider subsets of latent variables of bounded size, the criterion can be verified in time that is polynomial in the size of the graph.