General congruence transformation to a diagonal-noise adjacency representation

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Let ?\boldsymbol{\boldsymbol{\text{?}}} denote the covariance and adjacency objects in the source construction, with observed and unobserved index sets JOJ_O and JUJ_U. Let W′W' be the adjacency matrix in the root-confounder data-generation model, and let QQ satisfy the displayed matrix equation and the requirements referenced in the source.

General diagonal-noise representation conjecture. There exists a general adjacency matrix

W”=QW′Q−1W”=QW'Q^{-1}

of the displayed block form, with [W]JU,JOotot→0[W]_{J_U,J_O} ot ot\to 0 and [W]JUotot→0[W]_{J_U} ot ot\to 0, such that W”W” with independent idiosyncratic variables represents the same observed data, preserving Sigma11=SigmaY=E(YYT) Sigma_{11}= Sigma_Y= E(YY^T); equivalently, the corresponding noise covariance Omega”=E(epsilon”epsilon”T) Omega”= E( epsilon” epsilon”^T) is diagonal, where epsilon”=Qepsilon′ epsilon”=Q epsilon'.

The statement is presented as future work after a special-case construction, and the source supplies no evidence of resolution. It concerns whether latent-confounding representations can be transformed into observationally equivalent representations with diagonal idiosyncratic noise.

References

Primary source

Xudong Sun, Alex Markham, Pratik Misra and Carsten Marr, “Addressing pitfalls in implicit unobserved confounding synthesis using explicit block hierarchical ancestral sampling”, arXiv:2503.09194 (2025).

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