Robust causal structure learning with some hidden variables

Benjamin Frot, Preetam Nandy, Marloes H. Maathuis

Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 2019 · Volume 81 · Issue 3

Abstract

We introduce a new method to estimate the Markov equivalence class of a directed acyclic graph (DAG) in the presence of hidden variables, in settings where the underlying DAG among the observed variables is sparse, and there are a few hidden variables that have a direct effect on many of the observed variables. Building on the so-called low rank plus sparse framework, we suggest a two-stage approach which first removes the effect of the hidden variables and then estimates the Markov equivalence class of the underlying DAG under the assumption that there are no remaining hidden variables. This approach is consistent in certain high dimensional regimes and performs favourably when compared with the state of the art, in terms of both graphical structure recovery and total causal effect estimation.

Keywords

Causality, Causal structure learning, Confounding, Directed acyclic graphs, High dimensional consistency, Structured sparsity

Enable JavaScript for citation tools and additional paper interactions.