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

Complete Graphical Characterization and Construction of Adjustment Sets in Markov Equivalence Classes of Ancestral Graphs

We present a graphical criterion for covariate adjustment that is sound and complete for four different classes of causal graphical models: directed acyclic graphs (DAGs), maximum ancestral graphs (MAGs), completed partially directed acyclic graphs (CPDAGs), and partial ancestral graphs (PAGs). Our criterion unifies covariate adjustment for a large set of graph classes. Moreover, we define an explicit set that satisfies our criterion, if there is any set that satisfies our criterion. We also give efficient algorithms for constructing all sets that fulfill our criterion, implemented in the R package dagitty. Finally, we discuss the relationship between our criterion and other criteria for adjustment, and we provide new soundness and completeness proofs for the adjustment criterion for DAGs.Comment: 58 pages, 12 figures, to appear in JML

pgmpy: A Python Toolkit for Bayesian Networks

Bayesian Networks (BNs) are used in various fields for modeling, prediction, and decision making. pgmpy is a python package that provides a collection of algorithms and tools to work with BNs and related models. It implements algorithms for structure learning, parameter estimation, approximate and exact inference, causal inference, and simulations. These implementations focus on modularity and easy extensibility to allow users to quickly modify/add to existing algorithms, or to implement new algorithms for different use cases. pgmpy is released under the MIT License; the source code is available at: https://github.com/pgmpy/pgmpy, and the documentation at: https://pgmpy.org

A Simple Unified Approach to Testing High-Dimensional Conditional Independences for Categorical and Ordinal Data

Conditional independence (CI) tests underlie many approaches to model testing and structure learning in causal inference. Most existing CI tests for categorical and ordinal data stratify the sample by the conditioning variables, perform simple independence tests in each stratum, and combine the results. Unfortunately, the statistical power of this approach degrades rapidly as the number of conditioning variables increases. Here we propose a simple unified CI test for ordinal and categorical data that maintains reasonable calibration and power in high dimensions. We show that our test outperforms existing baselines in model testing and structure learning for dense directed graphical models while being comparable for sparse models. Our approach could be attractive for causal model testing because it is easy to implement, can be used with non-parametric or parametric probability models, has the symmetry property, and has reasonable computational requirements

Reply to Comment on "Inverse Square L\'evy Walks are not Optimal Search Strategies for d \geq 2 "

We refute here the concernes raised in the Comment of our letter. This reply states clearly the validity range of our results and shows that the optimality of inverse-square Levy walks at the basis of the Levy flight foraging hypothesis is generically unfounded. We also give the precise set of conditions for which inverse-levy square Levy walks turn to be optimal, conditions which are unlikely to be verified biologically

Inverse square L\'evy walks are not optimal search strategies for d≥2d\ge 2

The L\'evy hypothesis states that inverse square L\'evy walks are optimal search strategies because they maximise the encounter rate with sparse, randomly distributed, replenishable targets. It has served as a theoretical basis to interpret a wealth of experimental data at various scales, from molecular motors to animals looking for resources, putting forward the conclusion that many living organisms perform L\'evy walks to explore space because of their optimal efficiency. Here we provide analytically the dependence on target density of the encounter rate of L\'evy walks for any space dimension $d$ ; in particular, this scaling is shown to be {\it independent} of the L\'evy exponent $\alpha$ for the biologically relevant case $d\ge 2$, which proves that the founding result of the L\'evy hypothesis is incorrect. As a consequence, we show that optimizing the encounter rate with respect to $\alpha$ is {\it irrelevant} : it does not change the scaling with density and can lead virtually to {\it any} optimal value of $\alpha$ depending on system dependent modeling choices. The conclusion that observed inverse square L\'evy patterns are the result of a common selection process based purely on the kinetics of the search behaviour is therefore unfounded.Comment: Accepted in Phys. Rev. Let

Separators and Adjustment Sets in Causal Graphs: Complete Criteria and an Algorithmic Framework

Principled reasoning about the identifiability of causal effects from non-experimental data is an important application of graphical causal models. This paper focuses on effects that are identifiable by covariate adjustment, a commonly used estimation approach. We present an algorithmic framework for efficiently testing, constructing, and enumerating $m$-separators in ancestral graphs (AGs), a class of graphical causal models that can represent uncertainty about the presence of latent confounders. Furthermore, we prove a reduction from causal effect identification by covariate adjustment to $m$-separation in a subgraph for directed acyclic graphs (DAGs) and maximal ancestral graphs (MAGs). Jointly, these results yield constructive criteria that characterize all adjustment sets as well as all minimal and minimum adjustment sets for identification of a desired causal effect with multivariate exposures and outcomes in the presence of latent confounding. Our results extend several existing solutions for special cases of these problems. Our efficient algorithms allowed us to empirically quantify the identifiability gap between covariate adjustment and the do-calculus in random DAGs and MAGs, covering a wide range of scenarios. Implementations of our algorithms are provided in the R package dagitty.Comment: 52 pages, 20 figures, 12 table

Robust causal inference using directed acyclic graphs: the R package ‘dagitty’

Directed acyclic graphs (DAGs), which offer systematic representations of causal relationships, have become an established framework for the analysis of causal inference in epidemiology, often being used to determine covariate adjustment sets for minimizing confounding bias. DAGitty is a popular web application for drawing and analysing DAGs. Here we introduce the R package ‘dagitty’, which provides access to all of the capabilities of the DAGitty web application within the R platform for statistical computing, and also offers several new functions. We describe how the R package ‘dagitty’ can be used to: evaluate whether a DAG is consistent with the dataset it is intended to represent; enumerate ‘statistically equivalent’ but causally different DAGs; and identify exposure outcome adjustment sets that are valid for causally different but statistically equivalent DAGs. This functionality enables epidemiologists to detect causal misspecifications in DAGs and make robust inferences that remain valid for a range of different DAGs. The R package ‘dagitty’ is available through the comprehensive R archive network (CRAN) at [https://cran.r-project.org/web/packages/dagitty/]. The source code is available on github at [https://github.com/jtextor/dagitty]. The web application ‘DAGitty’ is free software, licensed under the GNU general public licence (GPL) version 2 and is available at [http:// dagitty.net/]