Testing Conditional Independence on Discrete Data using Stochastic Complexity
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Abstract (arXiv)
Testing for conditional independence is a core aspect of constraint-based causal discovery. Although commonly used tests are perfect in theory, they often fail to reject independence in practice, especially when conditioning on multiple variables. We focus on discrete data and propose a new test based on the notion of algorithmic independence that we instantiate using stochastic complexity. Amongst others, we show that our proposed test, SCI, is an asymptotically unbiased as well as L2 consistent estimator for conditional mutual information (CMI). Further, we show that SCI can be reformulated to find a sensible threshold for CMI that works well on limited samples. Empirical evaluation shows that SCI has a lower type II error than commonly used tests. As a result, we obtain a higher recall when we use SCI in causal discovery algorithms, without compromising the precision.
Key facts. Cited by 10 papers in the map (data through 14 Oct 2026). First posted on arXiv 12 Mar 2019.
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Citing papers per year: 2021: 3; 2022: 1; 2023: 4; 2024: 1; 2025: 0; 2026: 1.
10 papers.
- 2021Combining Human Predictions with Model Probabilities via Confusion Matrices and Calibrationcited by 40
- 2023Beyond Normal: On the Evaluation of Mutual Information Estimatorscited by 37
- 2023A Survey on Causal Discovery Methods for I.I.D. and Time Series Datacited by 35
- 2021On the Sample Complexity of Causal Discovery and the Value of Domain Expertisecited by 9
- 2021Towards Efficient Local Causal Structure Learningcited by 7
- 2023Conditional independence testing under misspecified inductive biasescited by 7
- 2023On the Properties and Estimation of Pointwise Mutual Information Profilescited by 7
- 2022A Simple Unified Approach to Testing High-Dimensional Conditional Independences for Categorical and Ordinal Datacited by 4
- 2024Efficient Sample-optimal Learning of Gaussian Tree Models via Sample-optimal Testing of Gaussian Mutual Informationcited by 0
- 2026High-Order Markov Blanket Discovery via a k-Order Relaxation of the Faithfulness Assumptioncited by 0
- 2026High-Order Markov Blanket Discovery via a k-Order Relaxation of the Faithfulness Assumption29 Jul 2026
- 2024Efficient Sample-optimal Learning of Gaussian Tree Models via Sample-optimal Testing of Gaussian Mutual Information18 Nov 2024
- 2023On the Properties and Estimation of Pointwise Mutual Information Profiles16 Oct 2023
- 2023Conditional independence testing under misspecified inductive biases5 Jul 2023
- 2023Beyond Normal: On the Evaluation of Mutual Information Estimators19 Jun 2023
- 2023A Survey on Causal Discovery Methods for I.I.D. and Time Series Data27 Mar 2023
- 2022A Simple Unified Approach to Testing High-Dimensional Conditional Independences for Categorical and Ordinal Data9 Jun 2022
- 2021Combining Human Predictions with Model Probabilities via Confusion Matrices and Calibration29 Sep 2021
- 2021Towards Efficient Local Causal Structure Learning28 Feb 2021
- 2021On the Sample Complexity of Causal Discovery and the Value of Domain Expertise5 Feb 2021