Hypersurfaces and their singularities in partial correlation testing

DOI10.1007/S10208-014-9205-0zbMATH Open1308.62110arXiv1209.0285OpenAlexW2143143687MaRDI QIDQ486682FDOQ486682

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)

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.

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

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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)

Cites Work

• Estimating high-dimensional directed acyclic graphs with the PC-algorithm
• Ideals, varieties, and algorithms. An introduction to computational algebraic geometry and commutative algebra
• Resolution of singularities of an algebraic variety over a field of characteristic zero. I
• Algebraic Geometry and Statistical Learning Theory
• Geometry of the faithfulness assumption in causal inference
• Title not available (Why is that?)
• Lectures on Resolution of Singularities (AM-166)
• Causation, prediction, and search. With additional material by David Heckerman, Christopher Meek, Gregory F. Cooper and Thomas Richardson.
• Positive polynomials and sums of squares
• The Hironaka theorem on resolution of singularities (Or: A proof we always wanted to understand)
• Oscillatory integral decay, sublevel set growth, and the Newton polyhedron
• Adjustments and their consequences -- Collapsibility analysis using graphical models
• Level Sets and NonGaussian Integrals of Positively Homogeneous Functions

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
• Correlation testing for affine invariant properties on F _p ⁿ in the high error regime
• A review of Gaussian Markov models for conditional independence
• Partial correlation hypersurfaces in Gaussian graphical models

Uses Software

• Macaulay2
• SINGULAR
• pcalg

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