GFCM: A Tail-Sensitive Mixed-Type Conditional Independence Test for Causal Discovery
GFCM:面向因果发现的尾部敏感混合类型条件独立检验
Constraint-based causal discovery like PC and FCI depends on its conditional independence test. Partial correlation and the Generalised Covariance Measure (GCM) detect only the conditional covariance of residuals, so they miss dependence in the mean's nonlinear part, the scale, and the tails. Tests that detect more are biased inside PC, not scalable, only continuous, or not aimed at the tails. Our Generalised Feature Covariance Measure (GFCM) is valid, sensitive beyond…