Information processing apparatus, information processing method, and program

Abstract

Provided is an information processing apparatus that tests independence between multiple variables, the information processing apparatus including: a discretization section that discretizes at least one numerical variable on the basis of at least one categorical variable, when the categorical variable and the numerical variable are included in at least two dependent variables in a graphical model and a set of conditional variables serving as conditions of independence between the two variables; and a test execution section that executes a test for conditional independence between the two variables by using the categorical variable and a discrete variable which is obtained by discretizing the numerical variable.

Description

[0001] Cross References to Related Applications [0002] This application claims priority from Japanese Priority Patent Application JP2013-106909 filed May 21, 2013, the contents of which are incorporated herein by reference. technical field [0003] The technology relates to an information processing device, an information processing method, and a program. Specifically, the present technology relates to an information processing device, an information processing method, and a program capable of estimating a causal relationship between a plurality of variables. Background technique [0004] In the related art, the estimation of statistical causality from observation data of multivariate random variables is roughly classified into: methods based on informative benchmarks, as scores, maximizing the estimated results, maximum penalty likelihood ratio methods, or Bayesian methods (hereinafter simply referred to as a first estimation method), and a method of performing estimatio...

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Problems solved by technology

However, it is difficult to apply the modeling and estimation approach to the second estimation method

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