We investigate the relationship between conditional independence (CI) x ⊥  y | Z and the independence of two residuals x – E ( x | Z ) ⊥  –E ( y | Z ), where x and y are two random variables, and Z is a set of random variables. We show that if x, y and Z are generated by following linear structural equation model and all external influences follow Gaussian distributions, then x ⊥  y | Z if and only if x – E ( x | Z ) ⊥ y – E ( y | Z ). That is, the test of x ⊥  y | Z can be relaxed to a simpler unconditional independence test of x – E ( x | Z ) ⊥  y – E ( y | Z ). Furthermore, if all these external influences follow non-Gaussian distributions and the model satisfies structural faithfulness condition, then we have x ⊥  y | Z ⇔ x – E ( x | Z ) ⊥  y – E ( y | Z ). We apply the results above to the causal discovery problem, where the causal directions are generally determined by a set of V -structures and their consistent propagations, so CI test-based methods can return a set of Markov equivalence classes. We show that in linear non-Gaussian context, x – E ( x | Z ) ⊥  y – E ( y | Z ) ⇒ x – E ( x | Z ) ⊥  z or y – E ( y | Z ⊥  z (∀ z ∈  Z ) if Z is a minimal d -separator, which implies z causes x (or y ) if z directly connects to x (or y ). Therefore, we conclude that CIs have useful information for distinguishing Markov equivalence classes. In summary, compared with the existing discretization-based and kernel-based CI testing methods, the proposed method provides a simpler way to measure CI, which needs only one unconditional independence test and two regression operations. When being applied to causal discovery, it can find more causal relationships, which is experimentally validated.

Constraint-based causal discovery (CCD) algorithms require fast and accurate conditional independence (CI) testing. The Kernel Conditional Independence Test (KCIT) is currently one of the most popular CI tests in the non-parametric setting, but many investigators cannot use KCIT with large datasets because the test scales cubicly with sample size. We therefore devise two relaxations called the Randomized Conditional Independence Test (RCIT) and the Randomized conditional Correlation Test (RCoT) which both approximate KCIT by utilizing random Fourier features. In practice, both of the proposed tests scale linearly with sample size and return accurate p-values much faster than KCIT in the large sample size context. CCD algorithms run with RCIT or RCoT also return graphs at least as accurate as the same algorithms run with KCIT but with large reductions in run time.

Conditional independence (CI) testing is an important tool in causal discovery. Generally, by using CI tests, a set of Markov equivalence classes w.r.t. the observed data can be estimated by checking whether each pair of variables x and y is d -separated, given a set of variables Z. Due to the curse of dimensionality, CI testing is often difficult to return a reliable result for high-dimensional Z. In this paper, we propose a regression-based CI test to relax the test of x ⊥ y | Z to simpler unconditional independence tests of x − f ( Z ) ⊥ y − g ( Z ), and x − f ( Z ) ⊥ Z or y − g ( Z ) ⊥ Z under the assumption that the data-generating procedure follows additive noise models (ANMs). When the ANM is identifiable, we prove that x − f ( Z ) ⊥ y − g ( Z ) ⇒ x ⊥ y | Z . We also show that 1) f and g can be easily estimated by regression, 2) our test is more powerful than the state-of-the-art kernel CI tests, and 3) existing causal learning algorithms can infer much more causal directions by using the proposed method.