A Conditional Independence Test in the Presence of Discretization
Keywords: Conditional Independence Test, Discretization, Causal Discovery
TL;DR: We propose a novel conditional independence test to deal with data shuold be inherently continuous but only discretized observations available.
Abstract: Testing conditional independence (CI) has many important applications, such as Bayesian network learning and causal discovery. Although several approaches have been developed for learning CI structures for observed variables, those existing methods generally fail to work when the variables of interest can not be directly observed and only discretized values of those variables are available. For example, if $X_1$, $\tilde{X}_2$ and $X_3$ are the observed variables, where $\tilde{X}_2$ is a discretization of the latent variable $X_2$, applying the existing methods to the observations of $X_1$, $\tilde{X}_2$ and $X_3$ would lead to a false conclusion about the underlying CI of variables $X_1$, $X_2$ and $X_3$.
Motivated by this, we propose a CI test specifically designed to accommodate the presence of discretization. To achieve this, a bridge equation and nodewise regression are used to recover the precision coefficients reflecting the conditional dependence of the latent continuous variables under the nonparanormal model. An appropriate test statistic has been proposed, and its asymptotic distribution under the null hypothesis of CI has been derived.
Theoretical analysis, along with empirical validation on various datasets, rigorously demonstrates the effectiveness of our testing methods.
Primary Area: causal reasoning
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Submission Number: 6671
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