The geometry of conditional independence models with hidden variables

2022-05-19 15:43 - 17:43

Abstract: Conditional independence (CI) is an important tool instatistical modeling, as, for example, it gives a statistical interpretation to graphical models. In general, given a list of dependencies among random variables, it is difficult to say which constraints are implied by them. Moreover, it is important to know what constraints on the random variables are caused by hidden variables. On the other hand, such constraints are corresponding to some determinantal conditions on the tensor of joint probabilities of the observed random variables. Hence, the inference question in statistics relates to understanding the algebraic and geometric properties of determinantal varieties such as their irreducible decompositions or determining their defining equations. I will explain some recent progress that arises by uncovering the link to point configurations in matroid theory and incidence geometry. This connection, in particular, leads to effective computational approaches for (1) giving a decomposition for each CI variety; (2) identifying each component in the decomposition as a matroid variety; (3) determining whether the variety has a real point or equivalently there is a statistical model satisfying a given collection of dependencies. The talk is based on joint works with Oliver Clarke, Kevin Grace, and Harshit Motwani.

The papers are available on arxiv: https://arxiv.org/pdf/2011.02450
and https://arxiv.org/pdf/2103.16550.pdf