1,039 research outputs found
Direct Estimation of Differences in Causal Graphs
We consider the problem of estimating the differences between two causal
directed acyclic graph (DAG) models with a shared topological order given
i.i.d. samples from each model. This is of interest for example in genomics,
where changes in the structure or edge weights of the underlying causal graphs
reflect alterations in the gene regulatory networks. We here provide the first
provably consistent method for directly estimating the differences in a pair of
causal DAGs without separately learning two possibly large and dense DAG models
and computing their difference. Our two-step algorithm first uses invariance
tests between regression coefficients of the two data sets to estimate the
skeleton of the difference graph and then orients some of the edges using
invariance tests between regression residual variances. We demonstrate the
properties of our method through a simulation study and apply it to the
analysis of gene expression data from ovarian cancer and during T-cell
activation
Structural Agnostic Modeling: Adversarial Learning of Causal Graphs
A new causal discovery method, Structural Agnostic Modeling (SAM), is
presented in this paper. Leveraging both conditional independencies and
distributional asymmetries in the data, SAM aims at recovering full causal
models from continuous observational data along a multivariate non-parametric
setting. The approach is based on a game between players estimating each
variable distribution conditionally to the others as a neural net, and an
adversary aimed at discriminating the overall joint conditional distribution,
and that of the original data. An original learning criterion combining
distribution estimation, sparsity and acyclicity constraints is used to enforce
the end-to-end optimization of the graph structure and parameters through
stochastic gradient descent. Besides the theoretical analysis of the approach
in the large sample limit, SAM is extensively experimentally validated on
synthetic and real data
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
MERLiN: Mixture Effect Recovery in Linear Networks
Causal inference concerns the identification of cause-effect relationships
between variables, e.g. establishing whether a stimulus affects activity in a
certain brain region. The observed variables themselves often do not constitute
meaningful causal variables, however, and linear combinations need to be
considered. In electroencephalographic studies, for example, one is not
interested in establishing cause-effect relationships between electrode signals
(the observed variables), but rather between cortical signals (the causal
variables) which can be recovered as linear combinations of electrode signals.
We introduce MERLiN (Mixture Effect Recovery in Linear Networks), a family of
causal inference algorithms that implement a novel means of constructing causal
variables from non-causal variables. We demonstrate through application to EEG
data how the basic MERLiN algorithm can be extended for application to
different (neuroimaging) data modalities. Given an observed linear mixture, the
algorithms can recover a causal variable that is a linear effect of another
given variable. That is, MERLiN allows us to recover a cortical signal that is
affected by activity in a certain brain region, while not being a direct effect
of the stimulus. The Python/Matlab implementation for all presented algorithms
is available on https://github.com/sweichwald/MERLi
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