Estimating the effect of joint interventions from observational data in sparse high-dimensional settings

DOI10.1214/16-AOS1462zbMATH Open1426.62286arXiv1407.2451OpenAlexW2963772919MaRDI QIDQ2012201FDOQ2012201

Thomas S. Richardson, Preetam Nandy, Marloes H. Maathuis

Publication date: 28 July 2017

Published in: The Annals of Statistics (Search for Journal in Brave)

Abstract: We consider the estimation of joint causal effects from observational data. In particular, we propose new methods to estimate the effect of multiple simultaneous interventions (e.g., multiple gene knockouts), under the assumption that the observational data come from an unknown linear structural equation model with independent errors. We derive asymptotic variances of our estimators when the underlying causal structure is partly known, as well as high-dimensional consistency when the causal structure is fully unknown and the joint distribution is multivariate Gaussian. We also propose a generalization of our methodology to the class of nonparanormal distributions. We evaluate the estimators in simulation studies and also illustrate them on data from the DREAM4 challenge.

Full work available at URL: https://arxiv.org/abs/1407.2451

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zbMATH Keywords

causal inferencehigh-dimensional datadirected acyclic graphnonparanormal distributionlinear structural equation modeljoint causal effectsmultiple simultaneous interventions

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Applications of statistics to biology and medical sciences; meta analysis (62P10) Estimation in multivariate analysis (62H12)

Cited In (14)

• High-dimensional consistency in score-based and hybrid structure learning
• The estimated causal effect on the variance based on the front-door criterion in Gaussian linear structural equation models: an unbiased estimator with the exact variance
• A local method for identifying causal relations under Markov equivalence
• An unbiased estimator of the causal effect on the variance based on the back-door criterion in Gaussian linear structural equation models
• Complete Graphical Characterization and Construction of Adjustment Sets in Markov Equivalence Classes of Ancestral Graphs
• Testing Mediation Effects Using Logic of Boolean Matrices
• Robust Causal Structure Learning with Some Hidden Variables
• Bayesian causal inference in probit graphical models
• Variance formulas for estimated mean response and predicted response with external intervention based on the back-door criterion in linear structural equation models
• Estimating causal effects from nonparanormal observational data
• An overview of heavy-tail extensions of multivariate Gaussian distribution and their relations
• Title not available (Why is that?)
• Structural learning and estimation of joint causal effects among network-dependent variables
• Structural Intervention Distance for Evaluating Causal Graphs

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