English

A Uniformly Consistent Estimator of non-Gaussian Causal Effects Under the k-Triangle-Faithfulness Assumption

Machine Learning 2021-08-03 v2 Machine Learning Methodology

Abstract

Kalisch and B\"{u}hlmann (2007) showed that for linear Gaussian models, under the Causal Markov Assumption, the Strong Causal Faithfulness Assumption, and the assumption of causal sufficiency, the PC algorithm is a uniformly consistent estimator of the Markov Equivalence Class of the true causal DAG for linear Gaussian models; it follows from this that for the identifiable causal effects in the Markov Equivalence Class, there are uniformly consistent estimators of causal effects as well. The kk-Triangle-Faithfulness Assumption is a strictly weaker assumption that avoids some implausible implications of the Strong Causal Faithfulness Assumption and also allows for uniformly consistent estimates of Markov Equivalence Classes (in a weakened sense), and of identifiable causal effects. However, both of these assumptions are restricted to linear Gaussian models. We propose the Generalized kk-Triangle Faithfulness, which can be applied to any smooth distribution. In addition, under the Generalized kk-Triangle Faithfulness Assumption, we describe the Edge Estimation Algorithm that provides uniformly consistent estimates of causal effects in some cases (and otherwise outputs "can't tell"), and the \textit{Very Conservative }SGSSGS Algorithm that (in a slightly weaker sense) is a uniformly consistent estimator of the Markov equivalence class of the true DAG.

Keywords

Cite

@article{arxiv.2107.01333,
  title  = {A Uniformly Consistent Estimator of non-Gaussian Causal Effects Under the k-Triangle-Faithfulness Assumption},
  author = {Shuyan Wang and Peter Spirtes},
  journal= {arXiv preprint arXiv:2107.01333},
  year   = {2021}
}