论文标题
概率图形模型中的贝叶斯因果推断
Bayesian causal inference in probit graphical models
论文作者
论文摘要
我们考虑了一种二进制响应,该响应可能会受一组连续变量的影响。特别感兴趣的是由于对特定变量的干预而对响应的因果影响。可以通过对数据生成机制的合适假设来有意义地确定后者。特别是,我们假设联合分布遵守有向无环图(DAG)固有的条件独立性(马尔可夫特性),并且通过介入分布的概念给出了DAG的因果解释。我们提出了一个DAG-Probit模型,其中通过连续的潜在变量的随机阈值而产生响应,后者与剩余的连续变量共同具有分布属于零均值高斯模型的分布,其协方差矩阵受约束以满足DAG的Markov属性。我们的模型导致有条件地对特定DAG的因果效应的自然定义。由于生成观测值的DAG尚不清楚,因此我们提出了一种有效的MCMC算法,其目标是DAG空间上的后验分布,浓度矩阵的Cholesky参数以及将响应链接到潜在的响应的阈值。我们的最终结果是贝叶斯模型平均因果效应的估计值,该因果效应结合了参数以及模型的不确定性。使用模拟实验评估该方法,并应用于源自乳腺癌干细胞的基因表达数据集。
We consider a binary response which is potentially affected by a set of continuous variables. Of special interest is the causal effect on the response due to an intervention on a specific variable. The latter can be meaningfully determined on the basis of observational data through suitable assumptions on the data generating mechanism. In particular we assume that the joint distribution obeys the conditional independencies (Markov properties) inherent in a Directed Acyclic Graph (DAG), and the DAG is given a causal interpretation through the notion of interventional distribution. We propose a DAG-probit model where the response is generated by discretization through a random threshold of a continuous latent variable and the latter, jointly with the remaining continuous variables, has a distribution belonging to a zero-mean Gaussian model whose covariance matrix is constrained to satisfy the Markov properties of the DAG. Our model leads to a natural definition of causal effect conditionally on a given DAG. Since the DAG which generates the observations is unknown, we present an efficient MCMC algorithm whose target is the posterior distribution on the space of DAGs, the Cholesky parameters of the concentration matrix, and the threshold linking the response to the latent. Our end result is a Bayesian Model Averaging estimate of the causal effect which incorporates parameter, as well as model, uncertainty. The methodology is assessed using simulation experiments and applied to a gene expression data set originating from breast cancer stem cells.