The paper addresses the problem of estimating the causal structure of a large collection of variables from a relatively small i.i.d. sample. The authors focus on the case where the underlying causal structure is a polytree, which is a directed acyclic graph (DAG) with a tree-like skeleton.
The key highlights and insights are:
The authors propose a two-step algorithm to recover the causal polytree structure. The first step estimates the skeleton of the polytree using a novel correlation coefficient called the ξ-coefficient. The second step recovers the directionalities of the edges in the estimated skeleton.
The authors provide theoretical guarantees for the accuracy of their algorithms. They show that the skeleton can be recovered with high probability if the sample size is logarithmic in the number of variables, and the directionalities can also be recovered with high probability under some additional assumptions.
The proposed algorithms are fully nonparametric and do not require any distributional or modeling assumptions beyond mild non-degeneracy conditions. This is in contrast to many existing algorithms that rely on strong distributional assumptions, such as Gaussianity.
The authors demonstrate the efficacy of their algorithms through simulations on various types of causal polytrees, including linear, binary, star, and reverse binary trees. The algorithms perform well even when the number of variables is much larger than the sample size.
The authors also apply their algorithms to a real dataset on the effect of mortgage subsidies on home ownership, and the recovered causal polytree structure aligns with common sense.
Overall, the paper presents a novel and theoretically grounded approach to causal structure recovery that can handle high-dimensional settings with small sample sizes, a common challenge in many real-world applications.
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by Sourav Chatt... alle arxiv.org 04-02-2024
https://arxiv.org/pdf/2209.07028.pdfDomande più approfondite