Kernel-based Conditional Independence Test and Application in Causal Discovery

TY - CHAP

T1 - Kernel-based Conditional Independence Test and Application in Causal Discovery

AU - Zhang, K.

AU - Peters, Jonas Martin

AU - Janzing, D.

AU - Schölkopf, B.

PY - 2011

Y1 - 2011

N2 - 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.

AB - 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.

M3 - Bidrag til bog/antologi

SP - 804

EP - 813

BT - Proceedings of the 27th Annual Conference on Uncertainty in Artificial Intelligence (UAI)

ER -