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An ANM noise is independent of every set of nondescendants
Statement
In a finite additive-noise model on a DAG , for every vertex and every set of nondescendants, the noise is independent of the random vector .
Statement references
Facts & Assumptions
Given: A finite recursive ANM with mutually independent exogenous noises.
Each endogenous variable is obtained recursively in a topological order as a Borel function of its parents and its own noise. Continuous additive-noise models on finite DAGs
The joint law of a finite independent family is the product of its marginal laws. Independent random elements have product joint law
Measurable functions of independent random elements remain independent. Measurable coordinatewise functions preserve independence
Proof
Given: The finite DAG, its topological structural equations, and mutually independent noises.
For each , define to be together with all vertices having a directed path to , and put . In topological order, a root variable is a measurable function of its own noise; if this representation has been obtained for each parent of , substituting those representations into shows that is a measurable function of . Finite induction therefore makes a measurable function of . Since contains only nondescendants of , no directed path goes from to a vertex of , so .
The finite noise product law [F2] implies that is independent of the vector because the two coordinate blocks are disjoint. Applying [F3] to the measurable map from that vector to from step 1.1 shows . If , is the constant empty tuple and the same independence statement holds.
Depends on
Used by
Dependency tree · two levels
14 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Jonas Peters, Joris Mooij, Dominik Janzing, and Bernhard Schölkopf, Causal Discovery with Continuous Additive Noise Models, Appendix A.10, Lemma 37 (standard reference, not scraped)
- Rick Durrett, Probability: Theory and Examples, 5th ed., Theorem 2.1.10 (standard reference, not scraped)