Kernel-based Conditional Independence Test and Application in Causal Discovery

@inproceedings{Zhang2011KernelbasedCI,
  title={Kernel-based Conditional Independence Test and Application in Causal Discovery},
  author={Kun Zhang and Jonas Peters and Dominik Janzing and Bernhard Sch{\"o}lkopf},
  booktitle={UAI},
  year={2011}
}
Conditional independence testing is an important problem, especially in Bayesian network learning and causal discovery. Due to the curse of dimensionality the case 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 relatively efficient and easy to… CONTINUE READING

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