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UNSW Stats reading group 2016 - Causal DAGs

An introduction to conditional independence DAGs and their use for causal data.

tl;dr:These are the notes from a reading group I lead in 2016 on causal DAGs; When I have time to expand these notes into complete sentences, I will migrate the good bits to an expanded and improved notebook on causal DAGS.

We will follow Pearl's summary (Pear09b). (approx sections 1-3 of the Pearl paper.)

In particular, I want to get to the identification of causal effects given an existing causal DAG from observational data with unobserved covariates via criteria such as the back-door criterion We'll see.

Approach: casual, motivate Pearl's pronouncements, without deriving everything from axioms. Not statistical; will not answer the question of how we infer graph structure from data. Will skip many complexities by taking several slightly over-restrictive conditions, which we would relax if we were not doing this in 1 hour.

Not covered: UGs, PDAGs…

Assumptions: No-one here is an expert in this DAG graphical formalism for causal inference.

Motivational examples

Machinery

We are interested in representing influence between variables in a non-parametric fashion.

Our main tool to do this will be conditional independence DAGs, and causal use of these. Alternative name: “Bayesian Belief networks”. (Overloads “Bayesian”, so not used here)

DAGs

DAG: Directed (probabilistic) graphical model. Graph defined, as usual, defined by a set of vertexes and edges.

We show the directs of edges by writing them as arrows.

For nodes we write (X\rightarrow Y) to mean there is a directed edged joining them.

Familiar from, e.g., Structural equation models, hierarchical models, expert systems. General graph theory…

A graph with directed edges, and no cycles. (you cannot return to the same starting node traveling only forward along the arrows)

We need some terminology.

Parents

The parents of a node in a graph are all nodes joined to it by an incoming arrow,

Children

similarly,

Co-parent

Ancestors and descendants should be clear as well. For convenience, we define

Random variables

I will deal with finite collections of random variables .

For simplicity of exposition, each of the RVs will be supported on , so that we may work with pmfs, and write for the pmf. I may write to mean .

Also we are working with sets of random variables rather than sets of events and the discrete state space reduces the need to discuss sets of events.

Extension to continuous RVs, or arbitrary RVs is trivial for everything I discuss here. (A challenge is if the probabilities are not all strictly positive.)

Motivation in terms of structural models.

Without further information about the forms of or , our assumptions have constrained our conditional independence relations to permit a particular factorization of the mass function:

We are “nonparametric” in the sense that working with this conditional factorization does not require any further parametric assumptions on the model.

However, we would like to proceed from this factorization to conditional independence, which is non-trivial. Specifically, we would like to know which variables are conditionally independent of others, given such an (assumed) factorization.

More notation: We write

for independent of given .

We also use this notation for sets of random variables, and will bold them when it is necessary to emphasis this.

Questions:

  1. ?
  2. ?
  3. ?

However, this product notation is not illuminating; we use a graph formalism. That's where the DAGs come in.

This will proceed in 3 steps

Anyway, a joint distribution decomposes according to a directed graph if we may factor it

Uniqueness?

It would be tempting to suppose that a node is independent of its children given its parents or somesuch. But things are not quite so simple.

Questions:

To make precise statements about conditional independence relations we will do more work.

We need new graph vocabulary and conditional independence vocabulary.

Axiomatic characterisation of conditional independence. (Pear08, Laur96)

Theorem: (Pear08) For disjoint subsets

Then the relation satisfies the following relations:

(*) The Intersection axiom only holds for strictly positive distributions.

Judea Pearl (Pear08): visual intuition of graph axioms, from

How can we relate this to the topology of the graph?

The flow of conditional information does not correspond exactly to the marginal factorization, but it relates. (mention UG connections?)

B in a fork path

B in a chain path

B in a collider path

Definition: A set blocks a path from X to Y in a DAG if either

  1. There a node which is not a collider on such that

  2. There a node which is a collider on and

If a path is not blocked, it is active.

Definition: A set d-separates two subsets of nodes if it blocks every path between any every pair of nodes such that

This looks ghastly and unintuitive, but we have to live with it because it is the shortest path to making simple statements about conditional independence DAGs without horrible circumlocutions, or starting from undirected graphs, which is tedious.

Theorem: (Pear08, Laur96) If the joint distribution of factorises according to the DAG then for two subsets of variables iff d-separates and .

This puts us in a position to make non-awful, more intuitive statements about the conditional independence relationships that we may read off the DAG.

Corollary: The DAG Markov property.

Corollary: The DAG Markov blanket.

Define

Then

Causal interpretation

Finally!

We have a DAG and a set of variables to which we wish to give a causal interpretation.

Assume

  1. The factors according to
  2. means “causes” (The Causal Markov property)
  3. We additionally assume faithfulness, that is, that iff there is a path connecting them.

So, are we done? Only if correlation equals causation.

Messerli:

Chocolate and Nobel prizes, from

Correlation tastes as good as causation.

We add the additional condition that

  1. all the relevant variables are included in the graph. (We coyly avoid making this precise)

The BBC raised on possible confounding variable:

[…]Eric Cornell, who won the Nobel Prize in Physics in 2001, told Reuters “I attribute essentially all my success to the very large amount of chocolate that I consume. Personally I feel that milk chocolate makes you stupid… dark chocolate is the way to go. It's one thing if you want a medicine or chemistry Nobel Prize but if you want a physics Nobel Prize it pretty much has got to be dark chocolate.”

Finally, we need to discuss the relationship between conditional dependence and causal effect. This is the difference between, say,

and

Called “truncated factorization” in the paper. Do-calculus and graph surgery.

If we know , this is relatively easy. Marginalize out all influences to the causal variable of interest, which we show graphically as wiping out a link.

Now suppose we are not given complete knowledge of , but only some of the conditional distributions. (there are unobservable variables). This is the setup of observational studies and epidemiology and so on.

What variables must we know the conditional distributions of in order to know the conditional effect? That is, we call a set of covariates an admissible set (or sufficient set) with respect to identifying the effect of on iff

Criterion 1: The parents of a cause are an admissible set (Pear09b)

Criterion 2: The back door criterion.

A set such that

  1. blocks all paths which start with an arrow into

This is a sufficient condition.

Causal properties of sufficient sets:

Hence

Examples

Social influence model in Shalizi and Thomas: hierarchical model example

d-separates from . Since is latent and unobserved, is a confounding path from to . Likewise is a confounding path from to . Thus, are d-connected when conditioning on all the observed (boxed) variables[…]. Hence the direct effect of on is not identifiable

Bonus bits

Equivalently we could do this:

People recommend me Koller and Friedman, which includes many different flavours of DAG model and many different methods, (KoFr09) but it didn't suit me, being somehow too detailed and too non-specific at the same time.

Spirtes et al (SpGS01) and Pearl (Pear09b) are readable. see also Pearl's edited highlights (Pear09a). Lauritzen (Laur96) is clear but the details of the constructions are long and detailed and more general than here. (partially directed graphs.)

Lauritzen's shorter introduction (Laur00) is nice if you can get it; Not overwhelming, starts with a slightly more general formalism (DAGs as a special case of PDAGs, moral graphs everywhere). Murphy's textbook (Murp12) has a minimal introduction intermingled with some related models, with a more ML, “expert systems”-flavoured and more Bayesian formalism.

Refs