Markov equivalence of max-linear Bayesian networks

Published: 01 Jan 2021, Last Modified: 19 Feb 2025UAI 2021EveryoneRevisionsBibTeXCC BY-SA 4.0
Abstract: Max-linear Bayesian networks have emerged as highly applicable models for causal inference from extreme value data. However, conditional independence (CI) for max-linear Bayesian networks behaves differently than for classical Gaussian Bayesian networks. We establish the parallel between the two theories via tropicalization, and establish the surprising result that the Markov equivalence classes for max-linear Bayesian networks coincide with the ones obtained by regular CI. Our paper opens up many open problems at the intersection of extreme value statistics, causal inference and tropical geometry.
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