A Bayesian nonparametric test for conditional independence
File(s)FoDS_FINAL.pdf (688.96 KB)
Accepted version
Author(s)
Teymur, Onur
Filippi, Sarah
Type
Journal Article
Abstract
This article introduces a Bayesian nonparametric method for quantifying the relative evidence in a dataset in favour of the dependence or independence of two variables conditional on a third. The approach uses Pólya tree priors on spaces of conditional probability densities, accounting for uncertainty in the form of the underlying distributions in a nonparametric way. The Bayesian perspective provides an inherently symmetric probability measure of conditional dependence or independence, a feature particularly advantageous in causal discovery and not employed in existing procedures of this type.
Date Issued
2020-06-01
Date Acceptance
2020-06-01
Citation
Foundations of Data Science, 2020, 2 (2), pp.155-172
ISSN
2639-8001
Publisher
American Institute of Mathematical Sciences
Start Page
155
End Page
172
Journal / Book Title
Foundations of Data Science
Volume
2
Issue
2
Copyright Statement
©American Institute of Mathematical Sciences 2020. This is a pre-copy-editing, author-produced PDF of an article accepted for publication in Foundations of Data Sciencefollowing peer review. The definitive publisher-authenticated version is available online at:http://www.aimsciences.org/article/doi/10.3934/fods.2020009
Identifier
http://arxiv.org/abs/1910.11219v2
Subjects
stat.ME
stat.ME
stat.CO
stat.ML
Publication Status
Published
Date Publish Online
2020-07-28