Consistency of the Greedy Sparsest Poset algorithm
Let $P$ be the joint distribution of random variables $(X_i)_{i \in V}$, with $V$ finite, and let $G^*$ be a directed maximal ancestral graph (DMAG) on $V$. Assume that $P$ is Markov to $G^*$, that is, every $m$-separation in $G^*$ is a conditional independence of $P$, and that $P$ is restricted-faithful to $G^*$: $X_i$ and $X_j$ are conditionally dependent given $X_S$ for every $S \subseteq V \setminus \{i, j\}$ such that $i$ and $j$ are $m$-connected given $S$ in $G^*$ and are adjacent, or are the endpoints of a path of length two in the skeleton of $G^*$, or are the endpoints of a discriminating path.
For a partial order $\pi$ on $V$ and $i \ne j$, let $$D_\pi(i, j) = \{v : v \le_\pi i \text{ or } v \le_\pi j\} \setminus \{i, j\}.$$ Let $A(\pi, P)$ be the graph on $V$ with an edge between $i$ and $j$ exactly when $X_i$ and $X_j$ are conditionally dependent given $X_{D_\pi(i,j)}$, directed from the smaller to the larger endpoint when they are comparable in $\pi$ and bidirected otherwise. Let $\operatorname{po}(H)$ be the partial order of directed ancestry in $H$, equality included, and set $$G_\pi = \operatorname{cl}_{\mathrm{ma}}\Bigl(A\bigl(\operatorname{po}(A(\pi, P)), P\bigr)\Bigr),$$ where $\operatorname{cl}_{\mathrm{ma}}$ is the maximal ancestral closure, which adds an edge between every pair that cannot be $m$-separated while preserving the separation model and the ancestral orientations. The search graph has as vertices the distinct graphs $G_\pi$, with an arc from $H$ to $G_{\operatorname{po}(H')}$ whenever $H'$ is obtained from $H$ by a legitimate mark change: changing one edge $i \to j$ into $i \leftrightarrow j$, or conversely, so that $H'$ is still a DMAG Markov equivalent to $H$. Write $|E(H)|$ for the number of edges of $H$.
Bernstein, Saeed, Squires and Uhler, who introduced this search as the Greedy Sparsest Poset (GSPo) algorithm, proved that under these assumptions every $G_\pi$ is a minimal independence map of $P$ and every $G_\pi$ with the fewest edges is Markov equivalent to $G^*$. Zhang and Spirtes proved that two DMAGs are Markov equivalent if and only if one can be transformed into the other by a sequence of legitimate mark changes, and characterized the legitimate mark changes graphically.
Problem. Does every vertex $H_0$ of the search graph have a directed path $H_0, H_1, \dots, H_r$ in it with $$|E(H_{t+1})| \le |E(H_t)| \quad (0 \le t < r), \qquad |E(H_r)| = \min_\pi |E(G_\pi)|?$$ This is the oracle consistency of GSPo with a sufficiently large search depth; no fixed depth or polynomial running time is prescribed.
Source: Bernstein, Saeed, Squires and Uhler (2020), Conjecture 1.
Imported from github.com/MColbrook/AIM.
Classification
- Primary
- ST — Statistics Theory
- Secondary
- CO
- Keywords
- AIM Open Applied Problems, causal discovery, latent variables, maximal ancestral graphs
References
@inproceedings{bernstein2020,
author = {Bernstein, Daniel Irving and Saeed, Basil and Squires, Chandler and Uhler, Caroline},
title = {Ordering-based causal structure learning in the presence of latent variables},
booktitle = {Proceedings of the Twenty Third International Conference on Artificial Intelligence and Statistics},
editor = {Chiappa, Silvia and Calandra, Roberto},
series = {Proceedings of Machine Learning Research},
volume = {108},
publisher = {PMLR},
year = {2020},
pages = {4098--4108},
url = {https://proceedings.mlr.press/v108/bernstein20a.html},
eprint = {1910.09014},
archivePrefix = {arXiv},
}
@inproceedings{zhang2005,
author = {Zhang, Jiji and Spirtes, Peter},
title = {A transformational characterization of {M}arkov equivalence for directed acyclic graphs with latent variables},
booktitle = {Proceedings of the Twenty-First Conference on Uncertainty in Artificial Intelligence (UAI 2005)},
editor = {Bacchus, Fahiem and Jaakkola, Tommi},
publisher = {AUAI Press},
year = {2005},
pages = {667--674},
eprint = {1207.1419},
archivePrefix = {arXiv},
}
@misc{aim-greedy-sparsest-poset-consistency,
author = {Brunton, Steve and Colbrook, Matthew J. and de Hoop, Maarten V. and Stepaniants, George and Townsend, Alex and Ward, Rachel},
title = {{Consistency of the Greedy Sparsest Poset algorithm}},
howpublished = {AIM --- Open Applied Problems, GitHub repository},
year = {2026},
url = {https://github.com/MColbrook/AIM/blob/a153f469ee0ea64e876b2ad97c79d252c19a3e22/problems/515-greedy-sparsest-poset-consistency.md},
note = {Entry 515 at commit a153f46, 2026-10-13},
}
Resolution claims
The oracle consistency conjecture for Greedy Sparsest Poset asks whether every starting graph can reach a globally sparsest graph by legitimate mark changes and reconstruction, without increasing the edge count. We give a counterexample under its stated Markov and restricted-faithfulness assumptions. For a nondegenerate Gaussian distribution on six variables, an explicit starting poset maps to an eight-edge graph whose entire …
Status history
| When | Change | By | Reason |
|---|---|---|---|
| 2026-10-16 | Needs verification → Solution claimed | — | Recorded here: AIM @ a153f46, paper/counterexample.pdf. |
Citing this problem
This identifier is permanent. It will not change if the problem is solved, reclassified or withdrawn.
OP-00753, "Consistency of the Greedy Sparsest Poset algorithm", clopen.solutions.