39,315 research outputs found
Disentangling causal webs in the brain using functional Magnetic Resonance Imaging: A review of current approaches
In the past two decades, functional Magnetic Resonance Imaging has been used
to relate neuronal network activity to cognitive processing and behaviour.
Recently this approach has been augmented by algorithms that allow us to infer
causal links between component populations of neuronal networks. Multiple
inference procedures have been proposed to approach this research question but
so far, each method has limitations when it comes to establishing whole-brain
connectivity patterns. In this work, we discuss eight ways to infer causality
in fMRI research: Bayesian Nets, Dynamical Causal Modelling, Granger Causality,
Likelihood Ratios, LiNGAM, Patel's Tau, Structural Equation Modelling, and
Transfer Entropy. We finish with formulating some recommendations for the
future directions in this area
Linear mixed models with endogenous covariates: modeling sequential treatment effects with application to a mobile health study
Mobile health is a rapidly developing field in which behavioral treatments
are delivered to individuals via wearables or smartphones to facilitate
health-related behavior change. Micro-randomized trials (MRT) are an
experimental design for developing mobile health interventions. In an MRT the
treatments are randomized numerous times for each individual over course of the
trial. Along with assessing treatment effects, behavioral scientists aim to
understand between-person heterogeneity in the treatment effect. A natural
approach is the familiar linear mixed model. However, directly applying linear
mixed models is problematic because potential moderators of the treatment
effect are frequently endogenous---that is, may depend on prior treatment. We
discuss model interpretation and biases that arise in the absence of additional
assumptions when endogenous covariates are included in a linear mixed model. In
particular, when there are endogenous covariates, the coefficients no longer
have the customary marginal interpretation. However, these coefficients still
have a conditional-on-the-random-effect interpretation. We provide an
additional assumption that, if true, allows scientists to use standard software
to fit linear mixed model with endogenous covariates, and person-specific
predictions of effects can be provided. As an illustration, we assess the
effect of activity suggestion in the HeartSteps MRT and analyze the
between-person treatment effect heterogeneity
A time series causal model
Cause-effect relations are central in economic analysis. Uncovering empirical cause-effect relations is one of the main research activities of empirical economics. In this paper we develop a time series casual model to explore casual relations among economic time series. The time series causal model is grounded on the theory of inferred causation that is a probabilistic and graph-theoretic approach to causality featured with automated learning algorithms. Applying our model we are able to infer cause-effect relations that are implied by the observed time series data. The empirically inferred causal relations can then be used to test economic theoretical hypotheses, to provide evidence for formulation of theoretical hypotheses, and to carry out policy analysis. Time series causal models are closely related to the popular vector autoregressive (VAR) models in time series analysis. They can be viewed as restricted structural VAR models identified by the inferred causal relations.Inferred Causation, Automated Learning, VAR, Granger Causality, Wage-Price Spiral
Causal Discovery with Continuous Additive Noise Models
We consider the problem of learning causal directed acyclic graphs from an
observational joint distribution. One can use these graphs to predict the
outcome of interventional experiments, from which data are often not available.
We show that if the observational distribution follows a structural equation
model with an additive noise structure, the directed acyclic graph becomes
identifiable from the distribution under mild conditions. This constitutes an
interesting alternative to traditional methods that assume faithfulness and
identify only the Markov equivalence class of the graph, thus leaving some
edges undirected. We provide practical algorithms for finitely many samples,
RESIT (Regression with Subsequent Independence Test) and two methods based on
an independence score. We prove that RESIT is correct in the population setting
and provide an empirical evaluation
Marginal integration for nonparametric causal inference
We consider the problem of inferring the total causal effect of a single
variable intervention on a (response) variable of interest. We propose a
certain marginal integration regression technique for a very general class of
potentially nonlinear structural equation models (SEMs) with known structure,
or at least known superset of adjustment variables: we call the procedure
S-mint regression. We easily derive that it achieves the convergence rate as
for nonparametric regression: for example, single variable intervention effects
can be estimated with convergence rate assuming smoothness with
twice differentiable functions. Our result can also be seen as a major
robustness property with respect to model misspecification which goes much
beyond the notion of double robustness. Furthermore, when the structure of the
SEM is not known, we can estimate (the equivalence class of) the directed
acyclic graph corresponding to the SEM, and then proceed by using S-mint based
on these estimates. We empirically compare the S-mint regression method with
more classical approaches and argue that the former is indeed more robust, more
reliable and substantially simpler.Comment: 40 pages, 14 figure
Causal interpretation of stochastic differential equations
We give a causal interpretation of stochastic differential equations (SDEs)
by defining the postintervention SDE resulting from an intervention in an SDE.
We show that under Lipschitz conditions, the solution to the postintervention
SDE is equal to a uniform limit in probability of postintervention structural
equation models based on the Euler scheme of the original SDE, thus relating
our definition to mainstream causal concepts. We prove that when the driving
noise in the SDE is a L\'evy process, the postintervention distribution is
identifiable from the generator of the SDE
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