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- W2949444331 abstract "We extend the study of weak local conditional independence (WCLI) based on a measurability condition made by Commenges and Gegout-Petit (2009) to a larger class of processes that we call D'. We also give a definition related to the same concept based on certain likelihood processes, using the Girsanov theorem. Under certain conditions, the two definitions coincide on D'. These results may be used in causal models in that we define what may be the largest class of processes in which influences of one component of a stochastic process on another can be described without ambiguity. From WCLI we can contruct a concept of strong local conditional independence (SCLI). When WCLI does not hold, there is a direct influence while when SCLI does not hold there is direct or indirect influence. We investigate whether WCLI and SCLI can be defined via conventional independence conditions and find that this is the case for the latter but not for the former. Finally we recall that causal interpretation does not follow from mere mathematical definitions, but requires working with a good system and with the true probability." @default.
- W2949444331 created "2019-06-27" @default.
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- W2949444331 date "2009-05-22" @default.
- W2949444331 modified "2023-09-26" @default.
- W2949444331 title "A general definition of influence between stochastic processes" @default.
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