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Cybernetics And Systems Analysis
International Theoretical Science Journal
UDC 004.855:519.216
O.S. Balabanov

INEQUALITY CONSTRAINTS ON CORRELATIONS, STRUCTURALLY
IMPLIED BY CYCLE OF LINEAR DEPENDENCIES

Abstract. We state and prove several simple inequality constraints on correlations, which are entailed by linearity and Markov properties of rhombus-like causal model (structured as cycle with one collider). The inequalities are specific for the basic model and are likely to be violated in alternative models, which differ in Markov properties due to existence of additional edge (connection). Plausibility of violation of the inequalities in alternative models is evaluated via simulation. We outline some ways by which the inequalities can assist in the model verification under partial observability.

Keywords: correlation, inequality constraint, system of linear structural equations, rhombus-like structure, Markov properties.



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Institute of Software Systems, National Academy of Sciences of Ukraine, Kyiv, Ukraine,
e-mail: bas@isofts.kiev.ua.

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