The Institute for Statistics and Mathematics is pleased to invite you to the next research seminar, taking place on campus:

Søren Wengel Mogensen(Center for Statistics, Department of Finance, Copenhagen Business School)
Weak Equivalence of Local Independence Graphs
Wednesday, June 4, 2025, 17:15, in Building D4, Room D4.0.127.

Abstract: Classical graphical modeling of random vectors uses graphs to encode conditional independence. In graphical modeling of multivariate stochastic processes, graphs may encode so-called local independence analogously. If some coordinate processes of the multivariate stochastic process are unobserved, the local independence graph of the observed coordinate processes is a directed mixed graph (DMG). Two DMGs may encode the same local independences in which case we say that they are Markov equivalent. Markov equivalence is a central notion in graphical modeling. We show that deciding Markov equivalence of DMGs is coNP-complete, even under a sparsity assumption. As a remedy, we introduce weak equivalence relations on DMGs that are less granular than Markov equivalence. This leads to feasible algorithms for naturally occurring computational problems, and the equivalence classes of a weak equivalence relation have attractive properties. In particular, each equivalence class has a greatest element which allows a concise representation of an equivalence class. Moreover, these equivalence relations define a hierarchy of granularity in the graphical modeling which leads to simple and interpretable connections between equivalence classes corresponding to different levels of granularity. Weak equivalence is an approximation to the more expressive Markov equivalence, and we also describe some properties of this approximation.

We aim to stream all on-campus talks via Zoom. A direct link to the stream will be posted on our website.

For further information and the seminar schedule, please see:
www.wu.ac.at/en/statmath/research/resseminar