论文标题
部分可观测时空混沌系统的无模型预测
Bayesian sample size determination for causal discovery
论文作者
论文摘要
基于定向无环图(DAG)的图形模型广泛用于回答各种科学和社会学科的因果问题。但是,单独观察数据通常无法区分代表相同条件独立性主张的DAG(马尔可夫等效的DAG)。结果,图中某些边的方向保持不确定。通过网络中变量的外源操作产生的介入数据增强了结构学习的过程,因为它们可以区分等效的DAG,从而促进因果推断。从等效类别的DAG类别开始,已经设计了一些程序来产生要操纵的变量集合,以识别因果关系。然而,这些算法方法并不能确定获得所需统计准确性水平所需的介入数据的样本量。我们从贝叶斯实验设计的角度解决了这个问题,将要操纵以识别边缘取向的目标变量输入。然后,我们提出了一种方法,以确定每种干预措施的最佳样本量,能够基于实验前评估的总体概率进行实质性正确的证据。
Graphical models based on Directed Acyclic Graphs (DAGs) are widely used to answer causal questions across a variety of scientific and social disciplines. However, observational data alone cannot distinguish in general between DAGs representing the same conditional independence assertions (Markov equivalent DAGs); as a consequence the orientation of some edges in the graph remains indeterminate. Interventional data, produced by exogenous manipulations of variables in the network, enhance the process of structure learning because they allow to distinguish among equivalent DAGs, thus sharpening causal inference. Starting from an equivalence class of DAGs, a few procedures have been devised to produce a collection of variables to be manipulated in order to identify a causal DAG. Yet, these algorithmic approaches do not determine the sample size of the interventional data required to obtain a desired level of statistical accuracy. We tackle this problem from a Bayesian experimental design perspective, taking as input a sequence of target variables to be manipulated to identify edge orientation. We then propose a method to determine, at each intervention, the optimal sample size capable of producing a successful experiment based on a pre-experimental evaluation of the overall probability of substantial correct evidence.