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

DOI10.1214/13-STS429MaRDI QIDQ252822zbMATH OpenOpenAlexFDO

Authors Peter Spirtes, Jiji Zhang

Publication date 4 March 2016

Published in Statistical Science (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1502.00829, https://projecteuclid.org/euclid.ss/1421330552

zbMATH Keywords

model selectioncausal inferenceBayesian networksestimationmodel searchstructural equation modelsuniform consistency

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12)

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.

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Cites work

• scientific article; zbMATH DE number 4211299 (Why is no real title available?)
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Cited in

(7)

• Geometry of the faithfulness assumption in causal inference
• Logic of causal inference from data under presence of latent confounders
• The costs and benefits of uniformly valid causal inference with high-dimensional nuisance parameters
• Faithfulness of probability distributions and graphs
• Uniform consistency in causal inference
• On the uniform convergence of empirical norms and inner products, with application to causal inference
• The three faces of faithfulness

Describes a project that uses

Uses Software

• TETRAD
• pcalg

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