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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
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Official URL: http://doi.org/10.1214/16-AOS1537
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 > 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: |
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| Date of first compliant deposit: | 24 January 2017 | ||||||
| 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 | ||||||
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