High-order Markov chain models extend the conventional framework by incorporating dependencies that span several previous states rather than solely the immediate past. This extension allows for a ...
The Andersson-Madigan-Perlman (AMP) Markov property is a recently proposed alternative Markov property (AMP) for chain graphs. In the case of continuous variables with a joint multivariate Gaussian ...
We discuss a class of chain graph models for categorical variables defined by what we call a multivariate regression chain graph Markov property. First, the set of local independencies of these models ...