Causal discovery through MAP selection of stratified chain event graphs

被引:22
作者
Cowell, Robert G. [1 ]
Smith, James Q. [2 ]
机构
[1] City Univ London, Cass Business Sch, Fac Actuarial Sci & Insurance, London EC1Y 8TZ, England
[2] Univ Warwick, Dept Stat, Coventry CV4 7AL, W Midlands, England
来源
ELECTRONIC JOURNAL OF STATISTICS | 2014年 / 8卷
关键词
Causality; chain event graph; event tree; stratified chain event graph; staged event tree; structural learning; MAP estimation; BAYESIAN NETWORKS; MODEL SELECTION;
D O I
10.1214/14-EJS917
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We introduce a subclass of chain event graphs that we call stratified chain event graphs, and present a dynamic programming algorithm for the optimal selection of such chain event graphs that maximizes a decomposable score derived from a complete independent sample. We apply the algorithm to such a dataset, with a view to deducing the causal structure of the variables under the hypothesis that there are no unobserved confounders. We show that the algorithm is suitable for small problems. Similarities with and differences to a dynamic programming algorithm for MAP learning of Bayesian networks are highlighted, as are the relations to causal discovery using Bayesian networks,
引用
收藏
页码:965 / 997
页数:33
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