Learning from Pairwise Marginal Independencies
Artificial Intelligence
2015-08-04 v1
Abstract
We consider graphs that represent pairwise marginal independencies amongst a set of variables (for instance, the zero entries of a covariance matrix for normal data). We characterize the directed acyclic graphs (DAGs) that faithfully explain a given set of independencies, and derive algorithms to efficiently enumerate such structures. Our results map out the space of faithful causal models for a given set of pairwise marginal independence relations. This allows us to show the extent to which causal inference is possible without using conditional independence tests.
Cite
@article{arxiv.1508.00280,
title = {Learning from Pairwise Marginal Independencies},
author = {Johannes Textor and Alexander Idelberger and Maciej Liśkiewicz},
journal= {arXiv preprint arXiv:1508.00280},
year = {2015}
}
Comments
10 pages, 6 figures, 2 tables. Published at the 31st Conference on Uncertainty in Artificial Intelligence (UAI 2015)