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arXiv 1202.3763cs.LGstat.ML
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隐变量因果模型中干涉分布的一种有效算法

An Efficient Algorithm for Computing Interventional Distributions in Latent Variable Causal Models

Harvard School of Public Health(哈佛公共卫生学院);University of Washington(华盛顿大学)

Ilya Shpitser, Thomas S. Richardson, James M. Robins

摘要:

图模型中的概率推理是从联合概率分布的因子分解表示计算感兴趣的边际和条件密度的任务。诸如变量消除和置信传播之类的推理算法利用嵌入在该因子分解中的约束来有效地计算这样的密度。在本文中,我们提出了一个算法,计算由无环有向混合图(ADMG)表示的潜在变量因果模型的干预分布。为了有效地计算这些分布,我们利用递归因式分解,它概括了通常的马尔可夫分解的DAG和最近的因式分解的ADMG。我们的算法可以被看作是一个推广的变量消除的混合图的情况下。我们表明,我们的算法是指数的混合图推广的树宽。

英文摘要:

Probabilistic inference in graphical models is the task of computing marginal and conditional densities of interest from a factorized representation of a joint probability distribution. Inference algorithms such as variable elimination and belief propagation take advantage of constraints embedded in this factorization to compute such densities efficiently. In this paper, we propose an algorithm which computes interventional distributions in latent variable causal models represented by acyclic directed mixed graphs(ADMGs). To compute these distributions efficiently, we take advantage of a recursive factorization which generalizes the usual Markov factorization for DAGs and the more recent factorization for ADMGs. Our algorithm can be viewed as a generalization of variable elimination to the mixed graph case. We show our algorithm is exponential in the mixed graph generalization of treewidth.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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