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The intersection axiom of conditional independence: some “new” results Richard D. Gill Mathematical Institute, University Leiden This version: 3 October, 2019 (X ⊥⊥ Y Z )&(X ⊥⊥ Z Y ) X ⊥⊥ (Y, Z ) Algebraic Statistics seminar, Leiden, 27 February 2019; Combinatorics seminar 2019, SJTU, 2 October 2019 X is independent of Y given Z and X is independent of Z given Y, implies X is independent of Y and Z

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Page 1: The intersection axiom of - Universiteit Leidengill/Intersection.pdf · experiments, Grobner bases, real algebraic geometry, exponential families, exact test, maximum likelihood degree,

The intersection axiom of conditional independence:

some “new” resultsRichard D. Gill

Mathematical Institute, University LeidenThis version: 3 October, 2019

(X ⊥⊥ Y ∣ Z) & (X ⊥⊥ Z ∣ Y ) ⟹ X ⊥⊥ (Y, Z)

Algebraic Statistics seminar, Leiden, 27 February 2019; Combinatorics seminar 2019, SJTU, 2 October 2019

X is independent of Y given Z and X is independent of Z given Y, implies X is independent of Y and Z

Page 2: The intersection axiom of - Universiteit Leidengill/Intersection.pdf · experiments, Grobner bases, real algebraic geometry, exponential families, exact test, maximum likelihood degree,

The intersection axiom of conditional independence:

some “new” resultsRichard D. Gill

Mathematical Institute, University LeidenThis version: 2 October, 2019

(X ⊥⊥ Y ∣ Z) & (X ⊥⊥ Z ∣ Y ) ⟹ X ⊥⊥ (Y, Z)

Algebraic Statistics seminar, Leiden, 27 February 2019; Combinatorics seminar 2019, JTSU, 2 October 2019

Intersection axiom. Well known to be neither true nor even an axiom.

X is independent of Y given Z and X is independent of Z given Y, implies X is independent of Y and Z

Page 3: The intersection axiom of - Universiteit Leidengill/Intersection.pdf · experiments, Grobner bases, real algebraic geometry, exponential families, exact test, maximum likelihood degree,

Comfort zones All variables have:

• Finite outcome space [Nice for algebraic geometry]

• Countable outcome space

• Continuous joint density with respect to sigma-finite product measures [Usually not used rigorously]

• Outcome spaces are Polish ❤

Other “convenience” assumptions: Strictly positive joint density Multivariate normal also allows algebraic geometry approach

Page 4: The intersection axiom of - Universiteit Leidengill/Intersection.pdf · experiments, Grobner bases, real algebraic geometry, exponential families, exact test, maximum likelihood degree,

Algebraic Statistics

Seth Sullivant

North Carolina State University

E-mail address: [email protected]

2010 Mathematics Subject Classification. Primary 62-01, 14-01, 13P10,13P15, 14M12, 14M25, 14P10, 14T05, 52B20, 60J10, 62F03, 62H17,

90C10, 92D15

Key words and phrases. algebraic statistics, graphical models, contingencytables, conditional independence, phylogenetic models, design of

experiments, Grobner bases, real algebraic geometry, exponential families,exact test, maximum likelihood degree, Markov basis, disclosure limitation,

random graph models, model selection, identifiability

Abstract. Algebraic statistics uses tools from algebraic geometry, com-mutative algebra, combinatorics, and their computational sides to ad-dress problems in statistics and its applications. The starting pointfor this connection is the observation that many statistical models aresemialgebraic sets. The algebra/statistics connection is now over twentyyears old– this book presents the first comprehensive and introductorytreatment of the subject. After background material in probability, al-gebra, and statistics, the book covers a range of topics in algebraicstatistics including algebraic exponential families, likelihood inference,Fisher’s exact test, bounds on entries of contingency tables, design ofexperiments, identifiability of hidden variable models, phylogenetic mod-els, and model selection. The book is suitable for both classroom useand independent study, as it has numerous examples, references, andover 150 exercises.

Graduate Studies in MathematicsVolume: 194; 2018; 490 pp;  HardcoverMSC: Primary 62; 14; 13; 52; 60; 90; 92;

Print ISBN: 978-1-4704-3517-2

Inspiration: study group on algebraic statistics

Page 5: The intersection axiom of - Universiteit Leidengill/Intersection.pdf · experiments, Grobner bases, real algebraic geometry, exponential families, exact test, maximum likelihood degree,

The (semi-)graphoid axioms of (conditional) independence

1. Symmetry

2. Decomposition

3. Weak union

4. Contraction

5. Intersection (  X ⊥⊥ Y ∣ Z  &  X ⊥⊥ Z ∣ Y  ) ⟹ X ⊥⊥ (Y, Z)

X ⊥⊥ Y ⟹ Y ⊥⊥ X

X ⊥⊥ (Y, Z) ⟹ X ⊥⊥ Y

X ⊥⊥ (Y, Z) ⟹ X ⊥⊥ Y ∣ Z

(  X ⊥⊥ Z ∣ Y  &  X ⊥⊥ Y  ) ⟹ X ⊥⊥ (Y, Z)

1–5: (with further global conditioning): the graphoid axioms. Phil Dawid (1980). 1–4: ( … ): the semi-graphoid axioms So called because of similarity to *graph separation* for subgraphs of a simple undirected graph: A is separated from B by C

Page 6: The intersection axiom of - Universiteit Leidengill/Intersection.pdf · experiments, Grobner bases, real algebraic geometry, exponential families, exact test, maximum likelihood degree,

• The intersection axiom (nr 5):

• “New” result:

where W:= f(Y) = g(Z) for some f, g

• In particular, we can take W = Law((Y, Z) | X)

• If f and g are trivial (constant) we obtain “axiom 5”

• Also “new”: Nontrivial f, g exist such that f(Y) = g(Z) a.e. iff A, B exist with probabilities strictly between 0 and 1 s.t.

Call such a joint law decomposable

(X ⊥⊥ Y ∣ Z) & (X ⊥⊥ Z ∣ Y ) ⟺ X ⊥⊥ (Y, Z) ∣ W

Pr(Y ∈ A & Z ∈ Bc) = 0 = Pr(Y ∈ Ac & Z ∈ B)

(X ⊥⊥ Y ∣ Z) & (X ⊥⊥ Z ∣ Y ) ⟹ X ⊥⊥ (Y, Z)

Page 7: The intersection axiom of - Universiteit Leidengill/Intersection.pdf · experiments, Grobner bases, real algebraic geometry, exponential families, exact test, maximum likelihood degree,

• The intersection axiom:

• “New” result:

where W:= f(Y) = g(Z) for some f, g

• In particular, we can take W = Law((Y, Z) | X)

• If f and g are trivial (constant) we obtain “axiom 5”

• Also “new”: Nontrivial f, g exist such that f(Y) = g(Z) a.e. iff A, B exist with probabilities strictly between 0 and 1 s.t.

Call such a joint law decomposable

(X ⊥⊥ Y ∣ Z) & (X ⊥⊥ Z ∣ Y ) ⟺ X ⊥⊥ (Y, Z) ∣ W

Pr(Y ∈ A & Z ∈ Bc) = 0 = Pr(Y ∈ Ac & Z ∈ B)

(X ⊥⊥ Y ∣ Z) & (X ⊥⊥ Z ∣ Y ) ⟹ X ⊥⊥ (Y, Z)

Page 8: The intersection axiom of - Universiteit Leidengill/Intersection.pdf · experiments, Grobner bases, real algebraic geometry, exponential families, exact test, maximum likelihood degree,

• The intersection axiom:

• “New” result:

where W:= f(Y) = g(Z) for some f, g

• In particular, we can take W = Law((Y, Z) | X)

• If f and g are trivial (constant) we obtain “axiom 5”

• Also “new”: Nontrivial f, g exist such that f(Y) = g(Z) a.e. iff A, B exist with probabilities strictly between 0 and 1 s.t.

Call such a joint law decomposable

(X ⊥⊥ Y ∣ Z) & (X ⊥⊥ Z ∣ Y ) ⟺ X ⊥⊥ (Y, Z) ∣ W

Pr(Y ∈ A & Z ∈ Bc) = 0 = Pr(Y ∈ Ac & Z ∈ B)

(X ⊥⊥ Y ∣ Z) & (X ⊥⊥ Z ∣ Y ) ⟹ X ⊥⊥ (Y, Z)

Page 9: The intersection axiom of - Universiteit Leidengill/Intersection.pdf · experiments, Grobner bases, real algebraic geometry, exponential families, exact test, maximum likelihood degree,

• The intersection axiom:

• “New” result:

where W:= f(Y) = g(Z) for some f, g

• In particular, we can take W = Law((Y, Z) | X)

• If f and g are trivial (constant) we obtain “axiom 5”

• Also “new”: Nontrivial f, g exist such that f(Y) = g(Z) a.e. iff A, B exist with probabilities strictly between 0 and 1 s.t.

Call such a joint law decomposable

(X ⊥⊥ Y ∣ Z) & (X ⊥⊥ Z ∣ Y ) ⟺ X ⊥⊥ (Y, Z) ∣ W

Pr(Y ∈ A & Z ∈ Bc) = 0 = Pr(Y ∈ Ac & Z ∈ B)

(X ⊥⊥ Y ∣ Z) & (X ⊥⊥ Z ∣ Y ) ⟹ X ⊥⊥ (Y, Z)

Page 10: The intersection axiom of - Universiteit Leidengill/Intersection.pdf · experiments, Grobner bases, real algebraic geometry, exponential families, exact test, maximum likelihood degree,

Construction of counter example

Page 11: The intersection axiom of - Universiteit Leidengill/Intersection.pdf · experiments, Grobner bases, real algebraic geometry, exponential families, exact test, maximum likelihood degree,

More elaborate counter example Leading to the general theorem

Page 12: The intersection axiom of - Universiteit Leidengill/Intersection.pdf · experiments, Grobner bases, real algebraic geometry, exponential families, exact test, maximum likelihood degree,

Proof of new rule Discrete case

Page 13: The intersection axiom of - Universiteit Leidengill/Intersection.pdf · experiments, Grobner bases, real algebraic geometry, exponential families, exact test, maximum likelihood degree,

Comfort zones• All variables have finite support (Algebraic Geometry)

• All variables have countable support

• All variables have continuous joint probability densities (many applied statisticians)

• All densities are strictly positive

• All distributions are non-degenerate Gaussian

• All variables take values in Polish spaces (My favourite)Polish space: a topological space which can be given a metric making it complete and separable

Page 14: The intersection axiom of - Universiteit Leidengill/Intersection.pdf · experiments, Grobner bases, real algebraic geometry, exponential families, exact test, maximum likelihood degree,

Please recall• The joint probability distribution of X and Y can be disintegrated into

the marginal distribution of X and a family of conditional distributions of Y given X = x

• The disintegration is unique up to almost everywhere equivalence

• Conditional independence of X and Y given Z is just ordinary independence within each of the joint laws of X and Y conditional on Z = z

• For me, 0/0 = “undefined” and 0 x “undefined” = 0 (probability times number)

• So: conditional distributions do exist if we condition on zero probability events; they’re just not uniquely defined.

• The non-uniqueness is harmless

Page 15: The intersection axiom of - Universiteit Leidengill/Intersection.pdf · experiments, Grobner bases, real algebraic geometry, exponential families, exact test, maximum likelihood degree,

Some new notation• I’ll denote by “law(X)” the probability distribution (law) of X, where X is a random variable

which takes values in a space 𝒳. So law(X) is a probability distribution on 𝒳

• In the finite, discrete case, a “law” is just a vector of real numbers, non-negative, adding to one.

• In the Polish case, the set of probability laws on a given Polish space is itself a Polish space under, e.g., the Wasserstein metric. Disintegrations exist, Everything is nice.

• The family of conditional distributions of X given Y, (law(X | Y = y))y ∈ 𝒴 can be thought of as a function of y ∈ 𝒴. In the Polish case, the function is Borel measurable.

• As a function of the random variable Y, we can consider it as a random variable, or as a random vector talking values in an affine space.

• By Law(X | Y) I’ll denote that random variable, taking values in the space of probability laws on 𝒳.

Note distinction: Law vs. law

Page 16: The intersection axiom of - Universiteit Leidengill/Intersection.pdf · experiments, Grobner bases, real algebraic geometry, exponential families, exact test, maximum likelihood degree,

Crucial lemma

X ⫫ Y | Law(X | Y)

Page 17: The intersection axiom of - Universiteit Leidengill/Intersection.pdf · experiments, Grobner bases, real algebraic geometry, exponential families, exact test, maximum likelihood degree,

Proof of lemma, discrete case

Recall, X ⫫ Y | Z ⟺ p(x, y, z) = g(x, z) h(y, z)

Thus X ⫫ Y | L ⟺ we can factor p(x, y, l) this way

Given function p(x, y), pick any

Lemma: X ⫫ Y | Law(X | Y)

x ∈ 𝒳, y ∈ 𝒴, ℓ ∈ Δ|𝒳|−1

p(x, y, ℓ) = p(x, y) ⋅ 1{ℓ = p( ⋅ , y)/p(y)}

= ℓ(x)p(y)1{ℓ = p( ⋅ , y)/p(y)}

= Eval(ℓ, x) . p(y)1{ℓ = p( ⋅ , y)/p(y)}Proof of lemma, Polish caseSimilar, but a tiny bit different – we don’t assume existence of joint densities!

𝝙d = probability simplex, dimension d capital L = Law(X | Y), a random probability measure

Small 𝓁 (“ell”) is a possible realisation

Page 18: The intersection axiom of - Universiteit Leidengill/Intersection.pdf · experiments, Grobner bases, real algebraic geometry, exponential families, exact test, maximum likelihood degree,

• X ⫫ Y | Z ⟹ Law(X | Y, Z) = Law(X | Z)

• X ⫫ Z | Y ⟹ Law(X | Y, Z) = Law(X | Y)

• So we have w(Y, Z) = g(Z) = f(Y) =: W for some functions w, g, f

• By our lemma, X ⫫ (Y, Z) | Law(X | (Y, Z))

• We found functions g, f such that g(Z) = f(Y) and, with W:= w(Y, Z) = g(Z) = f(Y), X ⫫ (Y, Z) | W

Proof of forwards implication

Page 19: The intersection axiom of - Universiteit Leidengill/Intersection.pdf · experiments, Grobner bases, real algebraic geometry, exponential families, exact test, maximum likelihood degree,

• Suppose X ⫫ (Y, Z) | W where W = g(Z) = f(Y) for some functions g, f

• By axiom 3, X ⫫ Y | (W, Z)

• So X ⫫ Y | (g(Z), Z)

• So X ⫫ Y | Z

• Similarly, X ⫫ Z | Y

Proof of reverse implication

Page 20: The intersection axiom of - Universiteit Leidengill/Intersection.pdf · experiments, Grobner bases, real algebraic geometry, exponential families, exact test, maximum likelihood degree,

Sullivant• Uses primary decomposition of toric ideals to come up with a nice

parametrisation of the model “Axiom 5”

• Given: finite sets 𝒳, 𝒴, 𝒵, what is the set of all probability measures on their product satisfying Axiom 5, and with p(y) > 0, p(z) > 0, for all y, z ?

• Answer: pick partitions of 𝒴, 𝒵 which are in 1-1 correspondence with one another. Call one of them “𝒲”. Pick a positive probability distribution on 𝒲. Pick indecomposable probability distributions on the products of corresponding partition elements of 𝒴 and 𝒵. Pick probability distributions on 𝒳, also corresponding to the preceding, not necessarily all different

• Now put them together: in simulation terms: generate r.v. W = w∊𝒲. Generate (Y,Z) given W =w and independently thereof generate X given W = w.

Page 21: The intersection axiom of - Universiteit Leidengill/Intersection.pdf · experiments, Grobner bases, real algebraic geometry, exponential families, exact test, maximum likelihood degree,

Polish spaces

• Exactly same construction … just replace “partition” by a Borel measurable map onto another Polish space

• “Corresponding partitions” … Borel measurable maps onto same Polish space

Page 22: The intersection axiom of - Universiteit Leidengill/Intersection.pdf · experiments, Grobner bases, real algebraic geometry, exponential families, exact test, maximum likelihood degree,

Questions

• Does algebraic geometry provide any further “statistical” insights?

• Can some of you join me to turn all these ideas into a nice joint paper?

• Could there be a category theoretical meta-theorem?

Page 23: The intersection axiom of - Universiteit Leidengill/Intersection.pdf · experiments, Grobner bases, real algebraic geometry, exponential families, exact test, maximum likelihood degree,

Sullivant, book, ch. 4, esp. section 4.3.1

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