Jointly interventional and observational data: estimation of interventional Markov equivalence classes of directed acyclic graphs
In many applications we have both observational and (randomized) interventional data. We propose a Gaussian likelihood framework for joint modeling of such different data-types, based on global parameters consisting of a directed acyclic graph (DAG) and correponding edge weights and error variances....
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| creator | Hauser, Alain Bühlmann, Peter |
| description | In many applications we have both observational and (randomized) interventional data. We propose a Gaussian likelihood framework for joint modeling of such different data-types, based on global parameters consisting of a directed acyclic graph (DAG) and correponding edge weights and error variances. Thanks to the global nature of the parameters, maximum likelihood estimation is reasonable with only one or few data points per intervention. We prove consistency of the BIC criterion for estimating the interventional Markov equivalence class of DAGs which is smaller than the observational analogue due to increased partial identifiability from interventional data. Such an improvement in identifiability has immediate implications for tighter bounds for inferring causal effects. Besides methodology and theoretical derivations, we present empirical results from real and simulated data. |
| doi_str_mv | 10.48550/arxiv.1303.3216 |
| format | Article |
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| subjects | Computer simulation Data points Economic models Equivalence Graph theory Markov processes Mathematics - Statistics Theory Maximum likelihood estimation Monte Carlo simulation Parameter estimation Statistics - Methodology Statistics - Theory |
| title | Jointly interventional and observational data: estimation of interventional Markov equivalence classes of directed acyclic graphs |
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