09.07.2025 13:15 Pratik Misra (TU München):
Structural identifiability in graphical continuous Lyapunov models8101.02.110 / BC1 2.01.10 (Parkring 11, 85748 Garching)

Graphical continuous Lyapunov models offer a novel framework for the statistical modeling of correlated multivariate data. These models define the covariance matrix through a continuous Lyapunov equation, parameterized by the drift matrix of the underlying dynamic process. In this talk, I will discuss key results on the defining equations of these models and explore the challenge of structural identifiability. Specifically, I will present conditions under which models derived from different directed acyclic graphs (DAGs) are equivalent and provide a transformational characterization of such equivalences. This is based on ongoing work with Carlos Amendola, Tobias Boege, and Ben Hollering.