Causal Structure Learning

被引:104
作者
Heinze-Deml, Christina [1 ]
Maathuis, Marloes H. [1 ]
Meinshausen, Nicolai [1 ]
机构
[1] Swiss Fed Inst Technol, Dept Math, Seminar Stat, CH-8092 Zurich, Switzerland
来源
ANNUAL REVIEW OF STATISTICS AND ITS APPLICATION, VOL 5 | 2018年 / 5卷
关键词
directed graphs; interventions; latent variables; feedback; causal model; MARKOV EQUIVALENCE CLASSES; DIRECTED ACYCLIC GRAPHS; INFERENCE; MODELS; LATENT;
D O I
10.1146/annurev-statistics-031017-100630
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Graphical models can represent a multivariate distribution in a convenient and accessible form as a graph. Causal models can be viewed as a special class of graphical models that represent not only the distribution of the observed system but also the distributions under external interventions. They hence enable predictions under hypothetical interventions, which is important for decision making. The challenging task of learning causal models from data always relies on some underlying assumptions. We discuss several recently proposed structure learning algorithms and their assumptions, and we compare their empirical performance under various scenarios.
引用
收藏
页码:371 / 391
页数:21
相关论文
共 53 条
[31]   ESTIMATING HIGH-DIMENSIONAL INTERVENTION EFFECTS FROM OBSERVATIONAL DATA [J].
Maathuis, Marloes H. ;
Kalisch, Markus ;
Buehlmann, Peter .
ANNALS OF STATISTICS, 2009, 37 (6A) :3133-3164
[32]  
Nandy P, 2017, ARXIV150702608MATHST
[33]   ESTIMATING THE EFFECT OF JOINT INTERVENTIONS FROM OBSERVATIONAL DATA IN SPARSE HIGH-DIMENSIONAL SETTINGS [J].
Nandy, Preetam ;
Maathuis, Marloes H. ;
Richardson, Thomas S. .
ANNALS OF STATISTICS, 2017, 45 (02) :647-674
[34]  
Pearl J., 2009, Causality: Models, Reasoning and Inference
[35]   Causal inference by using invariant prediction: identification and confidence intervals [J].
Peters, Jonas ;
Buhlmann, Peter ;
Meinshausen, Nicolai .
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2016, 78 (05) :947-1012
[36]  
R Core Team, 2017, R PROJ STAT COMP
[37]  
Richardson T, 2002, ANN STAT, V30, P962
[38]  
Richardson T, 1999, COMPUTATION, CAUSATION, AND DISCOVERY, P253
[39]  
Richardson TS, 2013, U WASHINGTON SERIES, V128, P2013
[40]   A NEW APPROACH TO CAUSAL INFERENCE IN MORTALITY STUDIES WITH A SUSTAINED EXPOSURE PERIOD - APPLICATION TO CONTROL OF THE HEALTHY WORKER SURVIVOR EFFECT [J].
ROBINS, J .
MATHEMATICAL MODELLING, 1986, 7 (9-12) :1393-1512