A Bayesian multiresolution independence test for continuous variables

  • Authors:
  • Diraitris Margaritis;Sebastian Thrun

  • Affiliations:
  • Computer Science Dept., Carnegie Mellon University, Pittsburgh, PA;Computer Science Dept., Carnegie Mellon University, Pittsburgh, PA

  • Venue:
  • UAI'01 Proceedings of the Seventeenth conference on Uncertainty in artificial intelligence
  • Year:
  • 2001

Quantified Score

Hi-index 0.00

Visualization

Abstract

In this paper we present a method of computing the posterior probability of conditional independence of two or more continuous variables from data, examined at several resolutions. Our approach is motivated by the observation that the appearance of continuous data varies widely at various resolutions, producing very different independence estimates between the variables involved. Therefore, it is difficult to ascertain independence without examining discretized data at several carefully selected resolutions. In our paper, we accomplish this using the exact computation of the posterior probability of independence, calculated analytically given a resolution. At each examined resolution and boundary placement, we assume a multinomial distribution with Dirichlet priors for the discretized table parameters, and compute the posterior using Bayesian integration. Across resolutions, we use a search procedure to approximate the Bayesian integral of probability over an exponential number of possible boundary placements. Our method generalizes to an arbitrary number variables in a straightforward manner. The test is suitable for Bayesian network learning algorithms that use independence tests to infer the network structure, in domains that contain any mix of continuous, ordinal discrete, and categorical variables.