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Kernel-based Conditional Independence Test and Application in Causal Discovery

2012/02/14 by Kun Zhang, Jonas Peters, Zhang, Kun +4 · 40 citations
Computer Science · #Bayesian Modeling and Causal Inference #FOS: Computer and information sciences #Geochemistry and Geologic Mapping #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Rough Sets and Fuzzy Logic

paper · pdf · doi:10.48550/arxiv.1202.3775

openalex publication_date 2012/02/14 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

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.

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