Counting and Sampling from Markov Equivalent DAGs Using Clique Trees

A directed acyclic graph (DAG) is the most common graphical model for representing causal relationships among a set of variables. When restricted to using only observational data, the structure of the ground truth DAG is identifiable only up to Markov equivalence, based on conditional independence relations among the variables. Therefore, the number of DAGs equivalent to the ground truth DAG is an indicator of the causal complexity of the underlying structure--roughly speaking, it shows how many interventions or how much additional information is further needed to recover the underlying DAG. In this paper, we propose a new technique for counting the number of DAGs in a Markov equivalence class. Our approach is based on the clique tree representation of chordal graphs. We show that in the case of bounded degree graphs, the proposed algorithm is polynomial time. We further demonstrate that this technique can be utilized for uniform sampling from a Markov equivalence class, which provides a stochastic way to enumerate DAGs in the equivalence class and may be needed for finding the best DAG or for causal inference given the equivalence class as input. We also extend our counting and sampling method to the case where prior knowledge about the underlying DAG is available, and present applications of this extension in causal experiment design and estimating the causal effect of joint interventions

Counting and Sampling Markov Equivalent Directed Acyclic Graphs

Exploring directed acyclic graphs (DAGs) in a Markov equivalence class is pivotal to infer causal effects or to discover the causal DAG via appropriate interventional data. We consider counting and uniform sampling of DAGs that are Markov equivalent to a given DAG. These problems efficiently reduce to counting the moral acyclic orientations of a given undirected connected chordal graph on n vertices, for which we give two algorithms. Our first algorithm requires O(2(n)n(4)) arithmetic operations, improving a previous super-exponential upper bound. The second requires O (k! 2(k) k(2)n) operations, where k is the size of the largest clique in the graph; for bounded-degree graphs this bound is linear in n. After a single run, both algorithms enable uniform sampling from the equivalence class at a computational cost linear in the graph size. Empirical results indicate that our algorithms are superior to previously presented algorithms over a range of inputs; graphs with hundreds of vertices and thousands of edges are processed in a second on a desktop computer.Peer reviewe

Partition MCMC for inference on acyclic digraphs

Acyclic digraphs are the underlying representation of Bayesian networks, a widely used class of probabilistic graphical models. Learning the underlying graph from data is a way of gaining insights about the structural properties of a domain. Structure learning forms one of the inference challenges of statistical graphical models. MCMC methods, notably structure MCMC, to sample graphs from the posterior distribution given the data are probably the only viable option for Bayesian model averaging. Score modularity and restrictions on the number of parents of each node allow the graphs to be grouped into larger collections, which can be scored as a whole to improve the chain's convergence. Current examples of algorithms taking advantage of grouping are the biased order MCMC, which acts on the alternative space of permuted triangular matrices, and non ergodic edge reversal moves. Here we propose a novel algorithm, which employs the underlying combinatorial structure of DAGs to define a new grouping. As a result convergence is improved compared to structure MCMC, while still retaining the property of producing an unbiased sample. Finally the method can be combined with edge reversal moves to improve the sampler further.Comment: Revised version. 34 pages, 16 figures. R code available at https://github.com/annlia/partitionMCM