A uniformly consistent estimator of causal effects under the k-triangle-faithfulness assumption

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Publication:252822

DOI10.1214/13-STS429zbMATH Open1331.62277arXiv1502.00829OpenAlexW3101504920MaRDI QIDQ252822FDOQ252822


Authors: Peter Spirtes, Jiji Zhang Edit this on Wikidata


Publication date: 4 March 2016

Published in: Statistical Science (Search for Journal in Brave)

Abstract: Spirtes, Glymour and Scheines [Causation, Prediction, and Search (1993) Springer] described a pointwise consistent estimator of the Markov equivalence class of any causal structure that can be represented by a directed acyclic graph for any parametric family with a uniformly consistent test of conditional independence, under the Causal Markov and Causal Faithfulness assumptions. Robins et al. [Biometrika 90 (2003) 491-515], however, proved that there are no uniformly consistent estimators of Markov equivalence classes of causal structures under those assumptions. Subsequently, Kalisch and B"{u}hlmann [J. Mach. Learn. Res. 8 (2007) 613-636] described a uniformly consistent estimator of the Markov equivalence class of a linear Gaussian causal structure under the Causal Markov and Strong Causal Faithfulness assumptions. However, the Strong Faithfulness assumption may be false with high probability in many domains. We describe a uniformly consistent estimator of both the Markov equivalence class of a linear Gaussian causal structure and the identifiable structural coefficients in the Markov equivalence class under the Causal Markov assumption and the considerably weaker k-Triangle-Faithfulness assumption.


Full work available at URL: https://arxiv.org/abs/1502.00829




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