Structural Intervention Distance (SID) for Evaluating Causal Graphs

Causal inference relies on the structure of a graph, often a directed acyclic graph (DAG). Different graphs may result in different causal inference statements and different intervention distributions. To quantify such differences, we propose a (pre-) distance between DAGs, the structural intervention distance (SID). The SID is based on a graphical criterion only and quantifies the closeness between two DAGs in terms of their corresponding causal inference statements. It is therefore well-suited for evaluating graphs that are used for computing interventions. Instead of DAGs it is also possible to compare CPDAGs, completed partially directed acyclic graphs that represent Markov equivalence classes. Since it differs significantly from the popular Structural Hamming Distance (SHD), the SID constitutes a valuable additional measure. We discuss properties of this distance and provide an efficient implementation with software code available on the first author's homepage (an R package is under construction)

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

A Complete Generalized Adjustment Criterion

Covariate adjustment is a widely used approach to estimate total causal effects from observational data. Several graphical criteria have been developed in recent years to identify valid covariates for adjustment from graphical causal models. These criteria can handle multiple causes, latent confounding, or partial knowledge of the causal structure; however, their diversity is confusing and some of them are only sufficient, but not necessary. In this paper, we present a criterion that is necessary and sufficient for four different classes of graphical causal models: directed acyclic graphs (DAGs), maximum ancestral graphs (MAGs), completed partially directed acyclic graphs (CPDAGs), and partial ancestral graphs (PAGs). Our criterion subsumes the existing ones and in this way unifies adjustment set construction for a large set of graph classes.Comment: 10 pages, 6 figures, To appear in Proceedings of the 31st Conference on Uncertainty in Artificial Intelligence (UAI2015