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arXiv 1202.3775cs.LGstat.ML
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基于核的条件独立性检验及其在因果发现中的应用

Kernel-based Conditional Independence Test and Application in Causal Discovery

Max Planck Institute for Intelligent Systems(马克斯·普朗克智能系统研究所)

Kun Zhang, Jonas Peters, Dominik Janzing, Bernhard Schoelkopf

摘要:

条件独立性检验是贝叶斯网络学习和因果发现中的一个重要问题。由于维数灾难,连续变量的条件独立性测试特别具有挑战性。本文提出了一种基于核的条件独立性检验(KCI-test),通过构造一个适当的检验统计量,并在条件独立性的零假设下推导出其渐近分布。所提出的方法是计算效率高,易于实现。实验结果表明,该方法优于其他方法,特别是当条件集很大或样本量不是很大时,在这种情况下,其他方法遇到困难。

英文摘要:

Conditional independence testing is an important problem, especially in Bayesian network learning and causal discovery. Due to the curse of dimensionality, testing for conditional independence of continuous variables is particularly challenging. We propose a Kernel-based Conditional Independence test (KCI-test), by constructing an appropriate test statistic and deriving its asymptotic distribution under the null hypothesis of conditional independence. The proposed method is computationally efficient and easy to implement. Experimental results show that it outperforms other methods, especially when the conditioning set is large or the sample size is not very large, in which case other methods encounter difficulties.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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