Hypersurfaces and their singularities in partial correlation testing

DOI10.1007/S10208-014-9205-0MaRDI QIDQ486682zbMATH OpenOpenAlexFDO

Authors Shaowei Lin, Caroline Uhler, Bernd Sturmfels, Peter Bühlmann

Publication date 16 January 2015

Published in Foundations of Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1209.0285

zbMATH Keywords

causal inferenceGaussian graphical modelalgebraic statisticsresolution of singularitiesreal log canonical thresholdsingular learning theory

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20) Computational aspects of algebraic surfaces (14Q10)

Abstract: An asymptotic theory is developed for computing volumes of regions in the parameter space of a directed Gaussian graphical model that are obtained by bounding partial correlations. We study these volumes using the method of real log canonical thresholds from algebraic geometry. Our analysis involves the computation of the singular loci of correlation hypersurfaces. Statistical applications include the strong-faithfulness assumption for the PC-algorithm, and the quantification of confounder bias in causal inference. A detailed analysis is presented for trees, bow-ties, tripartite graphs, and complete graphs.

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Cited in

(6)

• A uniformly consistent estimator of causal effects under the k-triangle-faithfulness assumption
• Geometry of the faithfulness assumption in causal inference
• Learning unfaithful \(K\)-separable Gaussian graphical models
• A review of Gaussian Markov models for conditional independence
• Correlation testing for affine invariant properties on F _p ⁿ in the high error regime
• Partial correlation hypersurfaces in Gaussian graphical models

Describes a project that uses

Uses Software

• pcalg
• SINGULAR
• Macaulay2

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