Exploring the causal order of binary variables via exponential hierarchies of Markov kernels

نویسندگان

  • Xiaohai Sun
  • Dominik Janzing
چکیده

We propose a new algorithm for estimating the causal structure that underlies the observed dependence among n (n ≥ 4) binary variables X1, . . . , Xn. Our inference principle states that the factorization of the joint probability into conditional probabilities for Xj given X1, . . . , Xj−1 often leads to simpler terms if the order of variables is compatible with the directed acyclic graph representing the causal structure. We study joint measures of OR/AND gates and show that the complexity of the conditional probabilities (the so-called Markov kernels), defined by a hierarchy of exponential models, depends on the order of the variables. Some toy and real-data experiments support our inference rule.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A New Nonlinear Specification of Structural Breaks for Money Demand in Iran

In a structural time series regression model, binary variables have been used to quantify qualitative or categorical quantitative events such as politic and economic structural breaks, regions, age groups and etc. The use of the binary dummy variables is not reasonable because the effect of an event decreases (increases) gradually over time not at once. The simple and basic idea in this paper i...

متن کامل

Causal Inference by Choosing Graphs with Most Plausible Markov Kernels

We propose a new inference rule for estimating causal structure that underlies the observed statistical dependencies among n random variables. Our method is based on comparing the conditional distributions of variables given their direct causes (the so-called “Markov kernels”) for all hypothetical causal directions and choosing the most plausible one. We consider those Markov kernels most plaus...

متن کامل

Learning Bayesian Network Structure using Markov Blanket in K2 Algorithm

‎A Bayesian network is a graphical model that represents a set of random variables and their causal relationship via a Directed Acyclic Graph (DAG)‎. ‎There are basically two methods used for learning Bayesian network‎: ‎parameter-learning and structure-learning‎. ‎One of the most effective structure-learning methods is K2 algorithm‎. ‎Because the performance of the K2 algorithm depends on node...

متن کامل

Markov Chain Analogue Year Daily Rainfall Model and Pricing of Rainfall Derivatives

In this study we model the daily rainfall occurrence using Markov Chain Analogue Yearmodel (MCAYM) and the intensity or amount of daily rainfall using three different probability distributions; gamma, exponential and mixed exponential distributions. Combining the occurrence and intensity model we obtain Markov Chain Analogue Year gamma model (MCAYGM), Markov Chain Analogue Year exponentia...

متن کامل

Max - Planck - Institut für Mathematik in den Naturwissenschaften Leipzig Robustness and Conditional Independence Ideals

We study notions of robustness of Markov kernels and probability distribution of a system that is described by n input random variables and one output random variable. Markov kernels can be expanded in a series of potentials that allow to describe the system’s behaviour after knockouts. Robustness imposes structural constraints on these potentials. Robustness of probability distributions is def...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2007