arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1203.6502math.STstat.TH
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量化因果影响

Quantifying causal influences

Dominik Janzing, David Balduzzi, Moritz Grosse-Wentrup, Bernhard Schölkopf

摘要:

因果推理的许多方法生成形式化$n$变量之间的因果关系的有向无圈图(DAG)。给定所有这些变量的联合分布,DAG包含有关干预一个变量如何改变其他$n-1$变量分布的所有信息。然而,量化一个变量对另一个变量的因果影响仍然是一个重要的问题。在这里,我们提出了一套自然的,直观的假设,因果强度的测量应该满足。然后,我们介绍了一个通信方案,在DAG中的边缘发挥的作用,可以在本地损坏的干预渠道。因果强度则是新旧分布之间的相对熵距离。人们还提出了许多其他的因果强度度量方法,包括平均因果效应、传递熵、定向信息和信息流。我们解释了它们如何不能满足$\leq3$节点的简单DAG的假设。最后,我们研究了我们的措施对时间序列的行为,支持我们的主张与模拟数据上的实验。

英文摘要:

Many methods for causal inference generate directed acyclic graphs (DAGs) that formalize causal relations between $n$ variables. Given the joint distribution on all these variables, the DAG contains all information about how intervening on one variable changes the distribution of the other $n-1$ variables. However, quantifying the causal influence of one variable on another one remains a nontrivial question. Here we propose a set of natural, intuitive postulates that a measure of causal strength should satisfy. We then introduce a communication scenario, where edges in a DAG play the role of channels that can be locally corrupted by interventions. Causal strength is then the relative entropy distance between the old and the new distribution. Many other measures of causal strength have been proposed, including average causal effect, transfer entropy, directed information, and information flow. We explain how they fail to satisfy the postulates on simple DAGs of $\leq3$ nodes. Finally, we investigate the behavior of our measure on time-series, supporting our claims with experiments on simulated data.

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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