提出衡量条件独立性之间依赖关系的新方法,提升因果发现稳定性。
Meta-Dependence in Conditional Independence Testing
- 用协方差矩阵直接计算条件独立性的几何依赖关系
- 在高斯分布下有闭式解,可直接通过统计量计算
- 可用于调整显著性阈值,改善因果推断效果
条件独立性检验是特征筛选、不变统计模型和因果发现中的关键环节。许多算法依赖于条件独立性检验的串行应用,其稳定性取决于检验结果之间的相互影响。本文通过几何视角研究这种“元依赖”:每个条件独立性约束联合分布位于一个流形上,多个条件独立性之间的元依赖由分布相对于这些流形的位置决定。我们提出了一个基于矩投影的简单可计算度量,在多元高斯分布下具有闭式表达,并通过合成数据和真实数据验证了其有效性。该度量不依赖于分布的图结构,仅需协方差等摘要统计量即可计算,具有广泛适用性。我们展示了一个应用场景:利用简单的冗余度指标调节显著性阈值,从而提升因果发现性能。
原文摘要 · Abstract (English)
Conditional independence testing is a critical component of feature screening, invariant statistical models, and causal discovery. Many of these algorithms rely on the sequential application of conditional independence tests, and their stability hinges on how their outcomes interact. We study this ``meta-dependence'' between conditional independence properties using the following geometric intuition: satisfying each conditional independence property constrains the space of possible joint distributions to a manifold. The ``meta-dependence'' of multiple conditional independences in a probability distribution is informed by its position relative to these manifolds. We provide a simple-to-compute measure of this meta-dependence using moment projections, with a closed-form expression for multivariate Gaussian distributions, and consolidate our findings empirically using both synthetic and real-world data. Our measure of meta-dependence does not rely on graphical properties of the distribution and can be computed directly from summary statistics such as a covariance matrix, allowing for various applications. We demonstrate one use case of meta-dependence, using a simple redundancy metric to tune significance thresholds and improve causal discovery.
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