paper-with-me

홈 › Papers

Causal Expectation-Maximisation

2020-11-04 · Marco Zaffalon, Alessandro Antonucci, Rafael Cabañas

Structural causal models are the basic modelling unit in Pearl's causal theory; in principle they allow us to solve counterfactuals, which are at the top rung of the ladder of causation. But they often contain latent variables that limit their application to special settings. This appears to be a consequence of the fact, proven in this paper, that causal inference is NP-hard even in models characterised by polytree-shaped graphs. To deal with such a hardness, we introduce the causal EM algorithm. Its primary aim is to reconstruct the uncertainty about the latent variables from data about categorical manifest variables. Counterfactual inference is then addressed via standard algorithms for Bayesian networks. The result is a general method to approximately compute counterfactuals, be they identifiable or not (in which case we deliver bounds). We show empirically, as well as by deriving credible intervals, that the approximation we provide becomes accurate in a fair number of EM runs. These results lead us finally to argue that there appears to be an unnoticed limitation to the trending idea that counterfactual bounds can often be computed without knowledge of the structural equations.

📄 PDF Abstract BibTeX arXiv:2011.02912

Code (1)

idsia-papers/2021-neuripswhy-causalem 공식 구현

Tasks

Causal InferencecounterfactualCounterfactual Inference

Similar Papers 제목 키워드 기반

Bounding Counterfactuals under Selection Bias

2022-07-26 · Marco Zaffalon, Alessandro Antonucci, Rafael Cabañas, David Huber 외

Causal analysis may be affected by selection bias, which is defined as the systematic exclusion of data from a certain subpopulation. Previous work in this area focused on the derivation of identifiability conditions. We…

Selection bias

Graphs in State-Space Models for Granger Causality in Climate Science

2023-07-20 · Víctor Elvira, Émilie Chouzenoux, Jordi Cerdà, Gustau Camps-Valls

Granger causality (GC) is often considered not an actual form of causality. Still, it is arguably the most widely used method to assess the predictability of a time series from another one. Granger causality has been wid…

EconometricsState Space ModelsTime Series

An Online Expectation-Maximisation Algorithm for Nonnegative Matrix Factorisation Models

2014-01-11 · Sinan Yildirim, A. Taylan Cemgil, Sumeetpal S. Singh

In this paper we formulate the nonnegative matrix factorisation (NMF) problem as a maximum likelihood estimation problem for hidden Markov models and propose online expectation-maximisation (EM) algorithms to estimate th…

Hard and Soft EM in Bayesian Network Learning from Incomplete Data

2020-12-09 · Andrea Ruggieri, Francesco Stranieri, Fabio Stella, Marco Scutari

Incomplete data are a common feature in many domains, from clinical trials to industrial applications. Bayesian networks (BNs) are often used in these domains because of their graphical and causal interpretations. BN par…

Imputation

A Unifying Perspective of Parametric Policy Search Methods for Markov Decision Processes

2012-12-01 · NeurIPS 2012 12 · Thomas Furmston, David Barber

Parametric policy search algorithms are one of the methods of choice for the optimisation of Markov Decision Processes, with Expectation Maximisation and natural gradient ascent being considered the current state of the …