A Bayesian nonparametric test for conditional independence

This article introduces a Bayesian nonparametric method for quantifying the relative evidence in a dataset in favour of the dependence or independence of two variables conditional on a third. The approach uses P olya tree priors on spaces of conditional probability densities, accounting for uncertainty in the form of the underlying distributions in a nonparametric way. The Bayesian perspective provides an inherently symmetric probability measure of conditional dependence or independence, a feature particularly advantageous in causal discovery and not employed by any previous procedure of this type.