Collaborating Authors

Sparse Nested Markov models with Log-linear Parameters Machine Learning

Hidden variables are ubiquitous in practical data analysis, and therefore modeling marginal densities and doing inference with the resulting models is an important problem in statistics, machine learning, and causal inference. Recently, a new type of graphical model, called the nested Markov model, was developed which captures equality constraints found in marginals of directed acyclic graph (DAG) models. Some of these constraints, such as the so called `Verma constraint', strictly generalize conditional independence. To make modeling and inference with nested Markov models practical, it is necessary to limit the number of parameters in the model, while still correctly capturing the constraints in the marginal of a DAG model. Placing such limits is similar in spirit to sparsity methods for undirected graphical models, and regression models. In this paper, we give a log-linear parameterization which allows sparse modeling with nested Markov models. We illustrate the advantages of this parameterization with a simulation study.

An Efficient Algorithm for Computing Interventional Distributions in Latent Variable Causal Models Machine Learning

Probabilistic inference in graphical models is the task of computing marginal and conditional densities of interest from a factorized representation of a joint probability distribution. Inference algorithms such as variable elimination and belief propagation take advantage of constraints embedded in this factorization to compute such densities efficiently. In this paper, we propose an algorithm which computes interventional distributions in latent variable causal models represented by acyclic directed mixed graphs(ADMGs). To compute these distributions efficiently, we take advantage of a recursive factorization which generalizes the usual Markov factorization for DAGs and the more recent factorization for ADMGs. Our algorithm can be viewed as a generalization of variable elimination to the mixed graph case. We show our algorithm is exponential in the mixed graph generalization of treewidth.

Segregated Graphs and Marginals of Chain Graph Models

Neural Information Processing Systems

Bayesian networks are a popular representation of asymmetric (for example causal) relationships between random variables. Markov random fields (MRFs) are a complementary model of symmetric relationships used in computer vision, spatial modeling, and social and gene expression networks. A chain graph model under the Lauritzen-Wermuth-Frydenberg interpretation (hereafter a chain graph model) generalizes both Bayesian networks and MRFs, and can represent asymmetric and symmetric relationships together.As in other graphical models, the set of marginals from distributions in a chain graph model induced by the presence of hidden variables forms a complex model. One recent approach to the study of marginal graphical models is to consider a well-behaved supermodel. Such a supermodel of marginals of Bayesian networks, defined only by conditional independences, and termed the ordinary Markov model, was studied at length in (Evans and Richardson, 2014).In this paper, we show that special mixed graphs which we call segregated graphs can be associated, via a Markov property, with supermodels of a marginal of chain graphs defined only by conditional independences. Special features of segregated graphs imply the existence of a very natural factorization for these supermodels, and imply many existing results on the chain graph model, and ordinary Markov model carry over. Our results suggest that segregated graphs define an analogue of the ordinary Markov model for marginals of chain graph models.

Identification Methods With Arbitrary Interventional Distributions as Inputs Machine Learning

Causal inference quantifies cause-effect relationships by estimating counterfactual parameters from data. This entails using \emph{identification theory} to establish a link between counterfactual parameters of interest and distributions from which data is available. A line of work characterized non-parametric identification for a wide variety of causal parameters in terms of the \emph{observed data distribution}. More recently, identification results have been extended to settings where experimental data from interventional distributions is also available. In this paper, we use Single World Intervention Graphs and a nested factorization of models associated with mixed graphs to give a very simple view of existing identification theory for experimental data. We use this view to yield general identification algorithms for settings where the input distributions consist of an arbitrary set of observational and experimental distributions, including marginal and conditional distributions. We show that for problems where inputs are interventional marginal distributions of a certain type (ancestral marginals), our algorithm is complete.

Identification and Estimation of Causal Effects from Dependent Data

Neural Information Processing Systems

The assumption that data samples are independent and identically distributed (iid) is standard in many areas of statistics and machine learning. Nevertheless, in some settings, such as social networks, infectious disease modeling, and reasoning with spatial and temporal data, this assumption is false. An extensive literature exists on making causal inferences under the iid assumption [17, 11, 26, 21], even when unobserved confounding bias may be present. But, as pointed out in [19], causal inference in non-iid contexts is challenging due to the presence of both unobserved confounding and data dependence. In this paper we develop a general theory describing when causal inferences are possible in such scenarios. We use segregated graphs [20], a generalization of latent projection mixed graphs [28], to represent causal models of this type and provide a complete algorithm for nonparametric identification in these models. We then demonstrate how statistical inference may be performed on causal parameters identified by this algorithm. In particular, we consider cases where only a single sample is available for parts of the model due to full interference, i.e., all units are pathwise dependent and neighbors' treatments affect each others' outcomes [24]. We apply these techniques to a synthetic data set which considers users sharing fake news articles given the structure of their social network, user activity levels, and baseline demographics and socioeconomic covariates.