The moral graph of a Directed acyclic graph is formed by joining any two parents of a common child and then removing the directions from all edges. For D-separation, a path in the underlying undirected graph is active given when every noncollider on it is outside , and every collider has itself or a descendant in . Disjoint vertex sets and are D-separated by if no such active path connects them.
The adjacency characterization is
A one-edge path cannot be blocked by conditioning on other vertices. For a nonadjacent pair, choose the later vertex in a topological ordering. The earlier vertex is a nondescendant and is not a parent of , so the parents of separate the pair by the local Markov property of a directed acyclic graph.
Use faithfulness of a directed acyclic graph to mean that graphical and probabilistic independences agree, for all disjoint sets:
This includes the global Markov property of a directed acyclic graph as well as the absence of extra independences. The conditional independence graph of is the undirected graph in which is absent exactly when .
To identify this graph, condition on every vertex other than . Any noncollider in the interior of a path is then conditioned on, so an active path must have only colliders internally. Two adjacent interior vertices cannot both be colliders: the arrow joining them has an arrowhead at only one of its ends. Thus an active path can have no interior vertex, giving a direct edge, or just one, giving . In the latter case the conditioned common child activates the path. These possibilities are exactly the edges added or retained by moralization. Faithfulness therefore proves
This is why the moral graph equals the conditional independence graph under faithfulness.
For Gaussian graph estimation, collect the data into an matrix and let . The precision matrix has precisely for absent graph edges, by Gaussian conditional independence. In neighbourhood selection, fit a Lasso regression of each column on the others:
Select the nonzero coefficients as neighbours of , then make the graph undirected using either the OR rule, retaining an edge selected in at least one regression, or the AND rule, requiring both. These are instances of Nodewise Lasso.
The Graphical Lasso estimates the whole precision matrix jointly, for example by
Read off its nonzero off-diagonal entries as graph edges. This expression uses an off-diagonal penalty; an all-entry penalty is another convention.
To reduce computation in the PC algorithm, start its skeleton search from an estimate of the conditional independence graph rather than the complete graph. The exact graph contains the true DAG skeleton, so oracle tests can remove its extra edges while retaining the true adjacencies. Fewer initial edges and smaller neighbourhoods reduce both candidate pairs and candidate conditioning sets.
For correctness of the orientation stage, preserve valid separating-set records. With an exact conditional independence graph, an initially absent pair has the full complement as a separating set. Record that set, and record the usual discovered sets for edges removed later. Leaving an initially absent pair with an empty default could falsely mark an unshielded noncollider as a collider. This describes PC initialization from a conditional independence graph; with an estimated initial graph, screening errors can propagate into the output.