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Cybernetics and Systems Analysis

, Volume 54, Issue 2, pp 173–184 | Cite as

Structurally Determined Inequality Constraints on Correlations in the Cycle of Linear Dependencies

  • O. S. Balabanov
CYBERNETICS
  • 9 Downloads

Abstract

Several simple inequality constraints on correlations in a rhombus-like causal model (structured as a cycle with one collider) are formulated and proved. These constraints follow from the linearity and Markov properties of the model. The presented inequalities are specific to the basic model and are incorrect for alternative models that differ in Markov properties due to the presence of an additional edge (connection). The plausibility of the violation of these inequalities in alternative models is evaluated by stochastic simulation. It is shown that the presented inequalities are useful for model verification under partial observability.

Keywords

correlation inequality constraint system of linear structural equations rhombus-like structure Markov property 

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© Springer Science+Business Media, LLC, part of Springer Nature 2018

Authors and Affiliations

  1. 1.Institute of Software SystemsNational Academy of Sciences of UkraineKyivUkraine

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