Graphical methods for inequality constraints in marginalized DAGs

We present a graphical approach to deriving inequality constraints for directed acyclic graph (DAG) models, where some variables are unobserved. In particular we show that the observed distribution of a discrete model is always restricted if any two observed variables are neither adjacent in the graph, nor share a latent parent; this generalizes the well known instrumental inequality. The method also provides inequalities on interventional distributions, which can be used to bound causal effects. All these constraints are characterized in terms of a new graphical separation criterion, providing an easy and intuitive method for their derivation.Comment: A final version will appear in the proceedings of the 22nd Workshop on Machine Learning and Signal Processing, 201

Quantum violations in the Instrumental scenario and their relations to the Bell scenario

The causal structure of any experiment implies restrictions on the observable correlations between measurement outcomes, which are different for experiments exploiting classical, quantum, or post-quantum resources. In the study of Bell nonlocality, these differences have been explored in great detail for more and more involved causal structures. Here, we go in the opposite direction and identify the simplest causal structure which exhibits a separation between classical, quantum, and post-quantum correlations. It arises in the so-called Instrumental scenario, known from classical causal models. We derive inequalities for this scenario and show that they are closely related to well-known Bell inequalities, such as the Clauser-Horne-Shimony-Holt inequality, which enables us to easily identify their classical, quantum, and post-quantum bounds as well as strategies violating the first two. The relations that we uncover imply that the quantum or post-quantum advantages witnessed by the violation of our Instrumental inequalities are not fundamentally different from those witnessed by the violations of standard inequalities in the usual Bell scenario. However, non-classical tests in the Instrumental scenario require fewer input choices than their Bell scenario counterpart, which may have potential implications for device-independent protocols.Comment: 12 pages, 3 figures. Comments welcome! v4: published version in Quantum journa

Experimental device-independent certified randomness generation with an instrumental causal structure

The intrinsic random nature of quantum physics offers novel tools for the generation of random numbers, a central challenge for a plethora of fields. Bell non-local correlations obtained by measurements on entangled states allow for the generation of bit strings whose randomness is guaranteed in a device-independent manner, i.e. without assumptions on the measurement and state-generation devices. Here, we generate this strong form of certified randomness on a new platform: the so-called instrumental scenario, which is central to the field of causal inference. First, we theoretically show that certified random bits, private against general quantum adversaries, can be extracted exploiting device-independent quantum instrumental-inequality violations. To that end, we adapt techniques previously developed for the Bell scenario. Then, we experimentally implement the corresponding randomness-generation protocol using entangled photons and active feed-forward of information. Moreover, we show that, for low levels of noise, our protocol offers an advantage over the simplest Bell-nonlocality protocol based on the Clauser-Horn-Shimony-Holt inequality.Comment: Modified Supplementary Information: removed description of extractor algorithm introduced by arXiv:1212.0520. Implemented security of the protocol against general adversarial attack

Graphs for margins of Bayesian networks

Directed acyclic graph (DAG) models, also called Bayesian networks, impose conditional independence constraints on a multivariate probability distribution, and are widely used in probabilistic reasoning, machine learning and causal inference. If latent variables are included in such a model, then the set of possible marginal distributions over the remaining (observed) variables is generally complex, and not represented by any DAG. Larger classes of mixed graphical models, which use multiple edge types, have been introduced to overcome this; however, these classes do not represent all the models which can arise as margins of DAGs. In this paper we show that this is because ordinary mixed graphs are fundamentally insufficiently rich to capture the variety of marginal models. We introduce a new class of hyper-graphs, called mDAGs, and a latent projection operation to obtain an mDAG from the margin of a DAG. We show that each distinct marginal of a DAG model is represented by at least one mDAG, and provide graphical results towards characterizing when two such marginal models are the same. Finally we show that mDAGs correctly capture the marginal structure of causally-interpreted DAGs under interventions on the observed variables

Assumptions of IV Methods for Observational Epidemiology

Instrumental variable (IV) methods are becoming increasingly popular as they seem to offer the only viable way to overcome the problem of unobserved confounding in observational studies. However, some attention has to be paid to the details, as not all such methods target the same causal parameters and some rely on more restrictive parametric assumptions than others. We therefore discuss and contrast the most common IV approaches with relevance to typical applications in observational epidemiology. Further, we illustrate and compare the asymptotic bias of these IV estimators when underlying assumptions are violated in a numerical study. One of our conclusions is that all IV methods encounter problems in the presence of effect modification by unobserved confounders. Since this can never be ruled out for sure, we recommend that practical applications of IV estimators be accompanied routinely by a sensitivity analysis.Comment: Published in at http://dx.doi.org/10.1214/09-STS316 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org