LWF chain graphs combine directed acyclic graphs and undirected graphs. We present a PC-like algorithm that finds the structure of chain graphs under the faithfulness assumption to resolve the problem of scalability of the proposed algorithm by Studeny (1997). We prove that our PC-like algorithm is order dependent, in the sense that the output can depend on the order in which the variables are given. This order dependence can be very pronounced in high-dimensional settings. We propose two modifications of the PC-like algorithm that remove part or all of this order dependence. Simulation results under a variety of settings demonstrate the competitive performance of the PC-like algorithms in comparison with the decomposition-based method, called LCD algorithm, proposed by Ma et al. (2008) in low-dimensional settings and improved performance in high-dimensional settings.

We address the problem of finding a minimal separator in an Andersson-Madigan-Perlman chain graph (AMP CG), namely, finding a set Z of nodes that separate a given non-adjacent pair of nodes such that no proper subset of Z separates that pair. We analyze several versions of this problem and offer polynomial-time algorithms for each. These include finding a minimal separator from a restricted set of nodes, finding a minimal separator for two given disjoint sets, and testing whether a given separator is minimal. We provide an extension of the decomposition approach for learning Bayesian networks (BNs) proposed by (Xie et. al.) to learn AMP CGs, which include BNs as a special case, under the faithfulness assumption and prove its correctness using the minimal separator results. The advantages of this decomposition approach hold in the more general setting: reduced complexity and increased power of computational independence tests. In addition, we show that the PC-like algorithm is order-dependent, in the sense that the output can depend on the order in which the variables are given. We propose two modifications of the PC-like algorithm that remove part or all of this order-dependence. Simulations under a variety of settings demonstrate the competitive performance of our decomposition-based method, called LCD-AMP, in comparison with the (modified version of) PC-like algorithm. In fact, the decomposition-based algorithm usually outperforms the PC-like algorithm. We empirically show that the results of both algorithms are more accurate and stable when the sample size is reasonably large and the underlying graph is sparse.

This paper deals with multivariate regression chain graphs (MVR CGs), which were introduced by Cox and Wermuth [3,4] to represent linear causal models with correlated errors. We consider the PC-like algorithm for structure learning of MVR CGs, which is a constraint-based method proposed by Sonntag and Pe\~{n}a in [18]. We show that the PC-like algorithm is order-dependent, in the sense that the output can depend on the order in which the variables are given. This order-dependence is a minor issue in low-dimensional settings. However, it can be very pronounced in high-dimensional settings, where it can lead to highly variable results. We propose two modifications of the PC-like algorithm that remove part or all of this order-dependence. Simulations under a variety of settings demonstrate the competitive performance of our algorithms in comparison with the original PC-like algorithm in low-dimensional settings and improved performance in high-dimensional settings.