RichardKennaway comments on Rationality Quotes February 2013 - Less Wrong

2 Post author: arundelo 05 February 2013 10:20PM

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Comment author: RichardKennaway 05 February 2013 11:10:49PM 4 points [-]

A function is not always uncorrelated with its derivative.

I omitted some details, crucially that the function be bounded. If it is, then the long-term correlation with its derivative tends to zero, providing only that it's well-behaved enough for the correlation to be defined. Alternatively, for a finite interval, the correlation is zero if it has the same value at the beginning and the end. This is pretty much immediate from the fact that the integral of x(dx/dt) is (x^2)/2. A similar result holds for time series, the proof proceeding from the discrete analogue of that formula, (x+y)(x-y) = x^2-y^2.

To put that more concretely, if in the long term you're getting neither richer nor poorer, then there will be no correlation between monthly average bank balance and net monthly income.

Do you have any examples where statistical dependence does not imply causality without a faithfulness violation?

Don't you mean causality not implying statistical dependence, which is what these examples have been showing? That pretty much is the faithfulness assumption, so of course faithfulness is violated by the systems I've mentioned, where causal links are associated with zero correlation. In some cases, if the system is sampled on a timescale longer than its settling time, causal links are associated not only with zero product-moment correlation, but zero mutual information of any sort.

Statistical dependence does imply that somewhere there is causality (considering identity a degenerate case of causality -- when X, Y, and Z are independent, X+Y correlates with X+Z). The causality, however, need not be in the same place as the dependence.

Would you mind maybe sending me a preprint?

Certainly. Is this web page current for your email address?

Comment author: IlyaShpitser 06 February 2013 12:04:36AM *  3 points [-]

Don't you mean causality not implying statistical dependence, which is what these examples have been showing?

That's right, sorry.


I had gotten the impression that you thought causal systems where things are related to derivatives/integrals introduce a case where this happens and it's not due to "cancellations" but something else. From my point of view, correlation is not a very interesting measure -- it's a holdover from simple parametric statistical models that gets applied far beyond its actual capability.

People misuse simple regression models in the same way. For example, if you use linear causal regressions, direct effects are just regression coefficients. But as soon as you start using interaction terms, this stops being true (but people still try to use coefficients in these cases...)


Yes, the Harvard address still works.