On the Intersection Property of Conditional Independence and its Application to Causal Discovery

This work investigates the intersection property of conditional independence. It states that for random variables $A,B,C$ and $X$ we have that $X$ independent of $A$ given $B,C$ and $X$ independent of $B$ given $A,C$ implies $X$ independent of $(A,B)$ given $C$. Under the assumption that the joint distribution has a continuous density, we provide necessary and sufficient conditions under which the intersection property holds. The result has direct applications to causal inference: it leads to strictly weaker conditions under which the graphical structure becomes identifiable from the joint distribution of an additive noise model

Graphical methods for inequality constraints in marginalized DAGs

We present a graphical approach to deriving inequality constraints for directed acyclic graph (DAG) models, where some variables are unobserved. In particular we show that the observed distribution of a discrete model is always restricted if any two observed variables are neither adjacent in the graph, nor share a latent parent; this generalizes the well known instrumental inequality. The method also provides inequalities on interventional distributions, which can be used to bound causal effects. All these constraints are characterized in terms of a new graphical separation criterion, providing an easy and intuitive method for their derivation.Comment: A final version will appear in the proceedings of the 22nd Workshop on Machine Learning and Signal Processing, 201

Who Learns Better Bayesian Network Structures: Accuracy and Speed of Structure Learning Algorithms

Three classes of algorithms to learn the structure of Bayesian networks from data are common in the literature: constraint-based algorithms, which use conditional independence tests to learn the dependence structure of the data; score-based algorithms, which use goodness-of-fit scores as objective functions to maximise; and hybrid algorithms that combine both approaches. Constraint-based and score-based algorithms have been shown to learn the same structures when conditional independence and goodness of fit are both assessed using entropy and the topological ordering of the network is known (Cowell, 2001). In this paper, we investigate how these three classes of algorithms perform outside the assumptions above in terms of speed and accuracy of network reconstruction for both discrete and Gaussian Bayesian networks. We approach this question by recognising that structure learning is defined by the combination of a statistical criterion and an algorithm that determines how the criterion is applied to the data. Removing the confounding effect of different choices for the statistical criterion, we find using both simulated and real-world complex data that constraint-based algorithms are often less accurate than score-based algorithms, but are seldom faster (even at large sample sizes); and that hybrid algorithms are neither faster nor more accurate than constraint-based algorithms. This suggests that commonly held beliefs on structure learning in the literature are strongly influenced by the choice of particular statistical criteria rather than just by the properties of the algorithms themselves.Comment: 27 pages, 8 figure

Learning a bayesian network from ordinal data

Bayesian networks are graphical models that represent the joint distributionof a set of variables using directed acyclic graphs. When the dependence structure is unknown (or partially known) the network can be learnt from data. In this paper, we propose a constraint-based method to perform Bayesian networks structural learning in presence of ordinal variables. The new procedure, called OPC, represents a variation of the PC algorithm. A nonparametric test, appropriate for ordinal variables, has been used. It will be shown that, in some situation, the OPC algorithm is a solution more efficient than the PC algorithm.Structural Learning, Monotone Association, Nonparametric Methods