We consider a binary response which is potentially affected by a set of continuous variables. Of special interest is the causal effect on the response due to an intervention on a specific variable. The latter can be meaningfully determined on the basis of observational data through suitable assumptions on the data generating mechanism. In particular we assume that the joint distribution obeys the conditional independencies (Markov properties) inherent in a Directed Acyclic Graph (DAG), and the DAG is given a causal interpretation through the notion of interventional distribution. We propose a DAG-probit model where the response is generated by discretization through a random threshold of a continuous latent variable and the latter, jointly with the remaining continuous variables, has a distribution belonging to a zero-mean Gaussian model whose covariance matrix is constrained to satisfy the Markov properties of the DAG. Our model leads to a natural definition of causal effect conditionally on a given DAG. Since the DAG which generates the observations is unknown, we present an efficient MCMC algorithm whose target is the posterior distribution on the space of DAGs, the Cholesky parameters of the concentration matrix, and the threshold linking the response to the latent. Our end result is a Bayesian Model Averaging estimate of the causal effect which incorporates parameter, as well as model, uncertainty. The methodology is assessed using simulation experiments and applied to a gene expression data set originating from breast cancer stem cells.
Data reproducibility is a critical issue in all scientific experiments. In this manuscript, we consider the problem of quantifying the reproducibility of graphical measurements. We generalize the concept of image intra-class correlation coefficient (I2C2) and propose the concept of the graphical intra-class correlation coefficient (GICC) for such purpose. The concept of GICC is based on multivariate probit-linear mixed effect models. We will present a Markov Chain EM (MCEM) algorithm for estimating the GICC. Simulations results with varied settings are demonstrated and our method is applied to…
Unobserved confounding presents a major threat to causal inference from observational studies. Recently, several authors suggest that this problem may be overcome in a shared confounding setting where multiple treatments are independent given a common latent confounder. It has been shown that under a linear Gaussian model for the treatments, the causal effect is not identifiable without parametric assumptions on the outcome model. In this paper, we show that the causal effect is indeed identifiable if we assume a general binary choice model for the outcome with a non-probit link. Our identific…
Relationship between two popular modeling frameworks of causal inference from observational data, namely, causal graphical model and potential outcome causal model is discussed. How some popular causal effect estimators found in applications of the potential outcome causal model, such as inverse probability of treatment weighted estimator and doubly robust estimator can be obtained by using the causal graphical model is shown. We confine to the simple case of binary outcome and treatment variables with discrete confounders and it is shown how to generalize results to cases of continuous variab…
Our motivation stems from current medical research aiming at personalized treatment using a molecular-based approach. The broad goal is to develop a more precise and targeted decision making process, relative to traditional treatments based primarily on clinical diagnoses. Specifically, we consider patients affected by Acute Myeloid Leukemia (AML), an hematological cancer characterized by uncontrolled proliferation of hematopoietic stem cells in the bone marrow. Because AML responds poorly to chemoterapeutic treatments, the development of targeted therapies is essential to improve patients' pr…
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 not only represent 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 comp…
Causal inference is a science with multi-disciplinary evolution and applications. On the one hand, it measures effects of treatments in observational data based on experimental designs and rigorous statistical inference to draw causal statements. One of the most influential framework in quantifying causal effects is the potential outcomes framework. On the other hand, causal graphical models utilizes directed edges to represent causalities and encodes conditional independence relationships among variables in the graphs. A series of research has been done both in reading-off conditional indepen…
Identifying causal parameters from observational data is fraught with subtleties due to the issues of selection bias and confounding. In addition, more complex questions of interest, such as effects of treatment on the treated and mediated effects may not always be identified even in data where treatment assignment is known and under investigator control, or may be identified under one causal model but not another. Increasingly complex effects of interest, coupled with a diversity of causal models in use resulted in a fragmented view of identification. This fragmentation makes it unnecessarily…
We implement Ananke: an object-oriented Python package for causal inference with graphical models. At the top of our inheritance structure is an easily extensible Graph class that provides an interface to several broadly useful graph-based algorithms and methods for visualization. We use best practices of object-oriented programming to implement subclasses of the Graph superclass that correspond to types of causal graphs that are popular in the current literature. This includes directed acyclic graphs for modeling causally sufficient systems, acyclic directed mixed graphs for modeling unmeasur…
When engagement with a randomized trial is driven by factors that affect the outcome or when trial engagement directly affects the outcome independent of treatment, the average treatment effect among trial participants is unlikely to generalize to a target population. In this paper, we use counterfactual and graphical causal models to examine under what conditions we can generalize causal inferences from a randomized trial to the target population of trial-eligible individuals. We offer an interpretation of generalizability analyses using the notion of a hypothetical intervention to "scale-up"…
Modern RNA sequencing technologies provide gene expression measurements from single cells that promise refined insights on regulatory relationships among genes. Directed graphical models are well-suited to explore such (cause-effect) relationships. However, statistical analyses of single cell data are complicated by the fact that the data often show zero-inflated expression patterns. To address this challenge, we propose directed graphical models that are based on Hurdle conditional distributions parametrized in terms of polynomials in parent variables and their 0/1 indicators of being zero or…
Unobserved confounding is a major hurdle for causal inference from observational data. Confounders---the variables that affect both the causes and the outcome---induce spurious non-causal correlations between the two. Wang & Blei (2018) lower this hurdle with "the blessings of multiple causes," where the correlation structure of multiple causes provides indirect evidence for unobserved confounding. They leverage these blessings with an algorithm, called the deconfounder, that uses probabilistic factor models to correct for the confounders. In this paper, we take a causal graphical view of the …
Graphical causal models led to the development of complete non-parametric identification theory in arbitrary structured systems, and general approaches to efficient inference. Nevertheless, graphical approaches to causal inference have not been embraced by the statistics and public health communities. In those communities causal assumptions are instead expressed in terms of potential outcomes, or responses to hypothetical interventions. Such interventions are generally conceptualized only on a limited set of variables, where the corresponding experiment could, in principle, be performed. By co…
We consider situations where data have been collected such that the sampling depends on the outcome of interest and possibly further covariates, as for instance in case-control studies. Graphical models represent assumptions about the conditional independencies among the variables. By including a node for the sampling indicator, assumptions about sampling processes can be made explicit. We demonstrate how to read off such graphs whether consistent estimation of the association between exposure and outcome is possible. Moreover, we give sufficient graphical conditions for testing and estimating…
Discrete Bayesian Networks have been very successful as a framework both for inference and for expressing certain causal hypotheses. In this paper we present a class of graphical models called the chain event graph (CEG) models, that generalises the class of discrete BN models. It provides a flexible and expressive framework for representing and analysing the implications of causal hypotheses, expressed in terms of the effects of a manipulation of the generating underlying system. We prove that, as for a BN, identifiability analyses of causal effects can be performed through examining the topo…
The paper concerns the problem of predicting the effect of actions or interventions on a system from a combination of (i) statistical data on a set of observed variables, and (ii) qualitative causal knowledge encoded in the form of a directed acyclic graph (DAG). The DAG represents a set of linear equations called Structural Equations Model (SEM), whose coefficients are parameters representing direct causal effects. Reliable quantitative conclusions can only be obtained from the model if the causal effects are uniquely determined by the data. That is, if there exists a unique parametrization f…
Educational systems have traditionally been evaluated using cross-sectional studies, namely, examining a pretest, posttest, and single intervention. Although this is a popular approach, it does not model valuable information such as confounding variables, feedback to students, and other real-world deviations of studies from ideal conditions. Moreover, learning inherently is a sequential process and should involve a sequence of interventions. In this paper, we propose various experimental and quasi-experimental designs for educational systems and quantify them using the graphical model and dire…
Covariate adjustment is a commonly used method for total causal effect estimation. In recent years, graphical criteria have been developed to identify all valid adjustment sets, that is, all covariate sets that can be used for this purpose. Different valid adjustment sets typically provide total effect estimates of varying accuracies. Restricting ourselves to causal linear models, we introduce a graphical criterion to compare the asymptotic variances provided by certain valid adjustment sets. We employ this result to develop two further graphical tools. First, we introduce a simple variance re…
Strong untestable assumptions are almost universal in causal point estimation. In particular settings, bounds can be derived to narrow the possible range of a causal effect. Symbolic bounds apply to all settings that can be depicted using the same directed acyclic graph (DAG) and for the same effect of interest. Although the core of the methodology for deriving symbolic bounds has been previously developed, the means of implementation and computation have been lacking. Our R-package causaloptim aims to solve this usability problem by implementing the method of Sachs et al. (2022a) and providin…
Several approaches to causal inference from observational studies have been proposed. Since the proposal of Rubin (1974) many works have developed a counterfactual approach to causality, statistically formalized by potential outcomes. Pearl (2000) has put forward a theory of structural causal models which gives an important role to graphical models and do not necessarily use potential outcomes. On the other hand, several authors have developed a dynamical approach in line with Granger (1969). We analyze prospective and retrospective causal questions and their different modalities. Following Da…
Universidad Torcuato Di Tella（托尔夸托·迪·特利亚大学）；CONICET（阿根廷国家科学与技术研究理事会）；Harvard T. H. Chan School of Public Health（哈佛陈曾熙公共卫生学院）
The method of covariate adjustment is often used for estimation of population average treatment effects in observational studies. Graphical rules for determining all valid covariate adjustment sets from an assumed causal graphical model are well known. Restricting attention to causal linear models, a recent article derived two novel graphical criteria: one to compare the asymptotic variance of linear regression treatment effect estimators that control for certain distinct adjustment sets and another to identify the optimal adjustment set that yields the least squares treatment effect estimator…
We introduce a new family of graphical models that consists of graphs with possibly directed, undirected and bidirected edges but without directed cycles. We show that these models are suitable for representing causal models with additive error terms. We provide a set of sufficient graphical criteria for the identification of arbitrary causal effects when the new models contain directed and undirected edges but no bidirected edge. We also provide a necessary and sufficient graphical criterion for the identification of the causal effect of a single variable on the rest of the variables. Moreove…
An resilience optimal evaluation of financial portfolios implies having plausible hypotheses about the multiple interconnections between the macroeconomic variables and the risk parameters. In this paper, we propose a graphical model for the reconstruction of the causal structure that links the multiple macroeconomic variables and the assessed risk parameters, it is this structure that we call Stress Testing Network (STN). In this model, the relationships between the macroeconomic variables and the risk parameter define a "relational graph" among their time-series, where related time-series ar…
Williams College（威廉姆斯学院）；Emory University（埃默里大学）；Johns Hopkins University（约翰斯·霍普金斯大学）
Identification theory for causal effects in causal models associated with hidden variable directed acyclic graphs (DAGs) is well studied. However, the corresponding algorithms are underused due to the complexity of estimating the identifying functionals they output. In this work, we bridge the gap between identification and estimation of population-level causal effects involving a single treatment and a single outcome. We derive influence function based estimators that exhibit double robustness for the identified effects in a large class of hidden variable DAGs where the treatment satisfies a …
Causal inference approaches in systems genetics exploit quantitative trait loci (QTL) genotypes to infer causal relationships among phenotypes. The genetic architecture of each phenotype may be complex, and poorly estimated genetic architectures may compromise the inference of causal relationships among phenotypes. Existing methods assume QTLs are known or inferred without regard to the phenotype network structure. In this paper we develop a QTL-driven phenotype network method (QTLnet) to jointly infer a causal phenotype network and associated genetic architecture for sets of correlated phenot…
Causal Effect Identification in LiNGAM Models with Latent Confounders
Technical University of Munich（慕尼黑工业大学）；Ecole Polytechnique Fédérale de Lausanne（洛桑联邦理工学院）；Leiden University（莱顿大学）；Munich Center for Machine Learning（慕尼黑机器学习中心）
University of California, Los Angeles（加利福尼亚大学洛杉矶分校）
This paper addresses the problem of measurement errors in causal inference and highlights several algebraic and graphical methods for eliminating systematic bias induced by such errors. In particulars, the paper discusses the control of partially observable confounders in parametric and non parametric models and the computational problem of obtaining bias-free effect estimates in such models.
University of Hamburg（汉堡大学）；Hamburg Business School（汉堡商学院）；Massachusetts Institute of Technology（麻省理工学院）
Graphical models have become a very popular tool for representing dependencies within a large set of variables and are key for representing causal structures. We provide results for uniform inference on high-dimensional graphical models with the number of target parameters $d$ being possible much larger than sample size. This is in particular important when certain features or structures of a causal model should be recovered. Our results highlight how in high-dimensional settings graphical models can be estimated and recovered with modern machine learning methods in complex data sets. To const…
This work demonstrates the application of a particular branch of causal inference and deep learning models: \emph{causal-Graphical Normalizing Flows (c-GNFs)}. In a recent contribution, scholars showed that normalizing flows carry certain properties, making them particularly suitable for causal and counterfactual analysis. However, c-GNFs have only been tested in a simulated data setting and no contribution to date have evaluated the application of c-GNFs on large-scale real-world data. Focusing on the \emph{AI for social good}, our study provides a counterfactual analysis of the impact of the…
Graph-based causal discovery methods aim to capture conditional independencies consistent with the observed data and differentiate causal relationships from indirect or induced ones. Successful construction of graphical models of data depends on the assumption of causal sufficiency: that is, that all confounding variables are measured. When this assumption is not met, learned graphical structures may become arbitrarily incorrect and effects implied by such models may be wrongly attributed, carry the wrong magnitude, or mis-represent direction of correlation. Wide application of graphical model…
The Gradient Institute（梯度研究所）；Criteo AI Lab（科韬人工智能实验室）
The concept of causality has a controversial history. The question of whether it is possible to represent and address causal problems with probability theory, or if fundamentally new mathematics such as the do-calculus is required has been hotly debated, In this paper we demonstrate that, while it is critical to explicitly model our assumptions on the impact of intervening in a system, provided we do so, estimating causal effects can be done entirely within the standard Bayesian paradigm. The invariance assumptions underlying causal graphical models can be encoded in ordinary Probabilistic gra…
IE University（IE大学）；Universitat de València（瓦伦西亚大学）
Causal discovery algorithms aim at untangling complex causal relationships from data. Here, we study causal discovery and inference methods based on staged tree models, which can represent complex and asymmetric causal relationships between categorical variables. We provide a first graphical representation of the equivalence class of a staged tree, by looking only at a specific subset of its underlying independences. We further define a new pre-metric, inspired by the widely used structural intervention distance, to quantify the closeness between two staged trees in terms of their correspondin…
German Aerospace Center (DLR), Institute of Data Science（德国航空航天中心（DLR）数据科学研究所）；Center for Scalable Data Analytics and Artificial Intelligence (ScaDS.AI) Dresden/Leipzig, TU Dresden（德累斯顿工业大学可扩展数据分析与人工智能中心（ScaDS.AI）德累斯顿/莱比锡）
