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Extended conditional independence and applications in causal inference

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Constantinou, Panayiota and Dawid, A. Philip (2017) Extended conditional independence and applications in causal inference. Annals of statistics, 45 (6). pp. 2618-2653. doi:10.1214/16-AOS1537 ISSN 0090-5364.

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Official URL: http://doi.org/10.1214/16-AOS1537

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Abstract

The goal of this paper is to integrate the notions of stochastic conditional independence and variation conditional independence under a more general notion of extended conditional independence. we show that under appropriate assumptions the calculus that applies for the two cases separately (axioms of a separoid) still applies for the extended case. these results provide a rigorous basis for a wide range of statistical concepts, including ancillarity and sufficiency, and, in particular, the decision theoretic framework for statistical causality, which uses the language and calculus of conditional independence in order to express causal properties and make causal inferences.

Item Type: Journal Article
Subjects: Q Science > QA Mathematics
Divisions: Faculty of Science, Engineering and Medicine > Science > Statistics
Library of Congress Subject Headings (LCSH): Conditional expectations (Mathematics), Calculus, Stochastic analysis
Journal or Publication Title: Annals of statistics
Publisher: Inst Mathematical Statistics
ISSN: 0090-5364
Official Date: 15 December 2017
Dates:
DateEvent
15 December 2017Published
31 December 2016Accepted
Volume: 45
Number: 6
Page Range: pp. 2618-2653
DOI: 10.1214/16-AOS1537
Status: Peer Reviewed
Publication Status: Published
Access rights to Published version: Restricted or Subscription Access
Date of first compliant deposit: 24 January 2017
Date of first compliant Open Access: 23 April 2018
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