English

Bayesian test of significance for conditional independence: The multinomial model

Computation 2015-06-16 v1 Machine Learning

Abstract

Conditional independence tests (CI tests) have received special attention lately in Machine Learning and Computational Intelligence related literature as an important indicator of the relationship among the variables used by their models. In the field of Probabilistic Graphical Models (PGM)--which includes Bayesian Networks (BN) models--CI tests are especially important for the task of learning the PGM structure from data. In this paper, we propose the Full Bayesian Significance Test (FBST) for tests of conditional independence for discrete datasets. FBST is a powerful Bayesian test for precise hypothesis, as an alternative to frequentist's significance tests (characterized by the calculation of the \emph{p-value}).

Cite

@article{arxiv.1306.3627,
  title  = {Bayesian test of significance for conditional independence: The multinomial model},
  author = {Pablo de Morais Andrade and Julio Michael Stern and Carlos Alberto de Bragança Pereira},
  journal= {arXiv preprint arXiv:1306.3627},
  year   = {2015}
}

Comments

24 pages, 33 figures

R2 v1 2026-06-22T00:34:26.247Z