On Different Notions of Redundancy in Conditional-Independence-Based Discovery of Graphical Models

arXiv stat.ML / 4/21/2026

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Key Points

  • Conditional-independence-based graphical model discovery relies on statistical tests, but the paper notes these tests can be unreliable and assumptions may be violated, leading to sensitivity in learned graphs.
  • The authors show that “redundant” conditional-independence tests—those not originally used to construct the graph—may still reveal or sometimes correct errors in the learned model.
  • They also demonstrate that not all redundant tests carry useful information, so applying them indiscriminately is risky.
  • The paper argues that conditional (in)dependence statements that hold for every probability distribution are unlikely to detect or fix errors, whereas statements derived only from graphical assumptions can be more informative.

Abstract

Conditional-independence-based discovery uses statistical tests to identify a graphical model that represents the independence structure of variables in a dataset. These tests, however, can be unreliable, and algorithms are sensitive to errors and violated assumptions. Often, there are tests that were not used in the construction of the graph. In this work, we show that these redundant tests have the potential to detect or sometimes correct errors in the learned model. But we further show that not all tests contain this additional information and that such redundant tests have to be applied with care. Precisely, we argue that the conditional (in)dependence statements that hold for every probability distribution are unlikely to detect and correct errors - in contrast to those that follow only from graphical assumptions.