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An ANM noise is independent of every set of nondescendants

Statement

In a finite additive-noise model on a DAG G, for every vertex j and every set S⊆nd⁡(j) of nondescendants, the noise Nj is independent of the random vector XS=(Xk)k∈S.

Facts & Assumptions

Given: A finite recursive ANM with mutually independent exogenous noises.

[F1]

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

[F2]

The joint law of a finite independent family is the product of its marginal laws. Independent random elements have product joint law

[F3]

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.

1.1givenF1construct

For each k∈S, define Ak to be k together with all vertices having a directed path to k, and put A=⋃k∈SAk. In topological order, a root variable is a measurable function of its own noise; if this representation has been obtained for each parent of k, substituting those representations into Xk=fk(Xpa⁡(k))+Nk shows that Xk is a measurable function of (Ni)i∈Ak. Finite induction therefore makes XS a measurable function of (Ni)i∈A. Since S contains only nondescendants of j, no directed path goes from j to a vertex of S, so j∉A.

2.1F2F3step 1.1∎

The finite noise product law [F2] implies that Nj is independent of the vector (Ni)i∈A because the two coordinate blocks are disjoint. Applying [F3] to the measurable map from that vector to XS from step 1.1 shows Nj⊥XS. If S=∅, XS is the constant empty tuple and the same independence statement holds.

Depends on

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