Causal inference using the algorithmic Markov condition

Inferring the causal structure that links n observables is usually based upon detecting statistical dependences and choosing simple graphs that make the joint measure Markovian. Here we argue why causal inference is also possible when only single observations are present. We develop a theory how to generate causal graphs explaining similarities between single objects. To this end, we replace the notion of conditional stochastic independence in the causal Markov condition with the vanishing of conditional algorithmic mutual information and describe the corresponding causal inference rules. We explain why a consistent reformulation of causal inference in terms of algorithmic complexity implies a new inference principle that takes into account also the complexity of conditional probability densities, making it possible to select among Markov equivalent causal graphs. This insight provides a theoretical foundation of a heuristic principle proposed in earlier work. We also discuss how to replace Kolmogorov complexity with decidable complexity criteria. This can be seen as an algorithmic analog of replacing the empirically undecidable question of statistical independence with practical independence tests that are based on implicit or explicit assumptions on the underlying distribution.Comment: 16 figure

Detecting confounding in multivariate linear models via spectral analysis

We study a model where one target variable Y is correlated with a vector X:=(X_1,...,X_d) of predictor variables being potential causes of Y. We describe a method that infers to what extent the statistical dependences between X and Y are due to the influence of X on Y and to what extent due to a hidden common cause (confounder) of X and Y. The method relies on concentration of measure results for large dimensions d and an independence assumption stating that, in the absence of confounding, the vector of regression coefficients describing the influence of each X on Y typically has `generic orientation' relative to the eigenspaces of the covariance matrix of X. For the special case of a scalar confounder we show that confounding typically spoils this generic orientation in a characteristic way that can be used to quantitatively estimate the amount of confounding.Comment: 27 pages, 16 figure

Distinguishing Cause and Effect via Second Order Exponential Models

We propose a method to infer causal structures containing both discrete and continuous variables. The idea is to select causal hypotheses for which the conditional density of every variable, given its causes, becomes smooth. We define a family of smooth densities and conditional densities by second order exponential models, i.e., by maximizing conditional entropy subject to first and second statistical moments. If some of the variables take only values in proper subsets of R^n, these conditionals can induce different families of joint distributions even for Markov-equivalent graphs. We consider the case of one binary and one real-valued variable where the method can distinguish between cause and effect. Using this example, we describe that sometimes a causal hypothesis must be rejected because P(effect|cause) and P(cause) share algorithmic information (which is untypical if they are chosen independently). This way, our method is in the same spirit as faithfulness-based causal inference because it also rejects non-generic mutual adjustments among DAG-parameters.Comment: 36 pages, 8 figure

Modeling Information Propagation with Survival Theory

Networks provide a skeleton for the spread of contagions, like, information, ideas, behaviors and diseases. Many times networks over which contagions diffuse are unobserved and need to be inferred. Here we apply survival theory to develop general additive and multiplicative risk models under which the network inference problems can be solved efficiently by exploiting their convexity. Our additive risk model generalizes several existing network inference models. We show all these models are particular cases of our more general model. Our multiplicative model allows for modeling scenarios in which a node can either increase or decrease the risk of activation of another node, in contrast with previous approaches, which consider only positive risk increments. We evaluate the performance of our network inference algorithms on large synthetic and real cascade datasets, and show that our models are able to predict the length and duration of cascades in real data.Comment: To appear at ICML '1

Quantifying Information Overload in Social Media and its Impact on Social Contagions

Information overload has become an ubiquitous problem in modern society. Social media users and microbloggers receive an endless flow of information, often at a rate far higher than their cognitive abilities to process the information. In this paper, we conduct a large scale quantitative study of information overload and evaluate its impact on information dissemination in the Twitter social media site. We model social media users as information processing systems that queue incoming information according to some policies, process information from the queue at some unknown rates and decide to forward some of the incoming information to other users. We show how timestamped data about tweets received and forwarded by users can be used to uncover key properties of their queueing policies and estimate their information processing rates and limits. Such an understanding of users' information processing behaviors allows us to infer whether and to what extent users suffer from information overload. Our analysis provides empirical evidence of information processing limits for social media users and the prevalence of information overloading. The most active and popular social media users are often the ones that are overloaded. Moreover, we find that the rate at which users receive information impacts their processing behavior, including how they prioritize information from different sources, how much information they process, and how quickly they process information. Finally, the susceptibility of a social media user to social contagions depends crucially on the rate at which she receives information. An exposure to a piece of information, be it an idea, a convention or a product, is much less effective for users that receive information at higher rates, meaning they need more exposures to adopt a particular contagion.Comment: To appear at ICSWM '1