DSCS: Fast CPDAG-Based Verification of Collapsible Submodels in High-Dimensional Bayesian Networks

Wentao Wu, Shiyuan He, Jianhua Guo

Keywords: directed acyclic graph, Bayesian network, Markov equivalence class, estimation-collapsibility, completed partially directed acyclic graph

Abstract: Bayesian networks (BNs), represented by directed acyclic graphs (DAGs), provide a principled framework for modeling complex dependencies among random variables. As data dimensionality increases into the tens of thousands, fitting and marginalizing a full BN becomes computationally prohibitive—particularly when inference is only needed for a small subset of variables. Estimation-collapsibility addresses this challenge by ensuring that directly fitting a submodel, obtained by ignoring non-essential variables, still yields exact inference on target variables. However, current DAG-based criterion for checking estimation-collapsibility is computationally intensive, involving exhaustive vertex searches and iterative removals. Additionally, practical applications typically identify the underlying DAG only up to its Markov equivalence class, represented by a completed partially directed acyclic graph (CPDAG). To bridge this gap, we introduce sequential $c$-simplicial sets—a novel graphical characterization of estimation-collapsibility applicable directly to CPDAGs. We further propose DSCS, a computationally efficient algorithm for verifying estimation-collapsibility within CPDAG framework that scales effectively to high-dimensional BNs. Extensive numerical experiments demonstrate the practicality, scalability, and efficiency of our proposed approach.

Primary Area: Probabilistic methods (e.g., variational inference, causal inference, Gaussian processes)

Submission Number: 11582