arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2201.12003stat.MLcs.LGstat.ME

BCDAG: An R package for Bayesian structure and Causal learning of Gaussian DAGs

Università Cattolica del Sacro Cuore(天主教圣心大学);Università degli Studi di Milano-Bicocca(米兰比可卡大学)

Federico Castelletti, Alessandro Mascaro

英文摘要:

Directed Acyclic Graphs (DAGs) provide a powerful framework to model causal relationships among variables in multivariate settings; in addition, through the do-calculus theory, they allow for the identification and estimation of causal effects between variables also from pure observational data. In this setting, the process of inferring the DAG structure from the data is referred to as causal structure learning or causal discovery. We introduce BCDAG, an R package for Bayesian causal discovery and causal effect estimation from Gaussian observational data, implementing the Markov chain Monte Carlo (MCMC) scheme proposed by Castelletti & Mascaro (2021). Our implementation scales efficiently with the number of observations and, whenever the DAGs are sufficiently sparse, with the number of variables in the dataset. The package also provides functions for convergence diagnostics and for visualizing and summarizing posterior inference. In this paper, we present the key features of the underlying methodology along with its implementation in BCDAG. We then illustrate the main functions and algorithms on both real and simulated datasets.

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。

↑