1,767 research outputs found
Geometry of the faithfulness assumption in causal inference
Many algorithms for inferring causality rely heavily on the faithfulness
assumption. The main justification for imposing this assumption is that the set
of unfaithful distributions has Lebesgue measure zero, since it can be seen as
a collection of hypersurfaces in a hypercube. However, due to sampling error
the faithfulness condition alone is not sufficient for statistical estimation,
and strong-faithfulness has been proposed and assumed to achieve uniform or
high-dimensional consistency. In contrast to the plain faithfulness assumption,
the set of distributions that is not strong-faithful has nonzero Lebesgue
measure and in fact, can be surprisingly large as we show in this paper. We
study the strong-faithfulness condition from a geometric and combinatorial
point of view and give upper and lower bounds on the Lebesgue measure of
strong-faithful distributions for various classes of directed acyclic graphs.
Our results imply fundamental limitations for the PC-algorithm and potentially
also for other algorithms based on partial correlation testing in the Gaussian
case.Comment: Published in at http://dx.doi.org/10.1214/12-AOS1080 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org
Faithfulness and learning hypergraphs from discrete distributions
The concepts of faithfulness and strong-faithfulness are important for
statistical learning of graphical models. Graphs are not sufficient for
describing the association structure of a discrete distribution. Hypergraphs
representing hierarchical log-linear models are considered instead, and the
concept of parametric (strong-) faithfulness with respect to a hypergraph is
introduced. Strong-faithfulness ensures the existence of uniformly consistent
parameter estimators and enables building uniformly consistent procedures for a
hypergraph search. The strength of association in a discrete distribution can
be quantified with various measures, leading to different concepts of
strong-faithfulness. Lower and upper bounds for the proportions of
distributions that do not satisfy strong-faithfulness are computed for
different parameterizations and measures of association.Comment: 23 pages, 6 figure
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