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A Simulation-Based Test of Identifiability for Bayesian Causal Inference
arXiv - CS - Artificial Intelligence Pub Date : 2021-02-23 , DOI: arxiv-2102.11761 Sam Witty, David Jensen, Vikash Mansinghka
arXiv - CS - Artificial Intelligence Pub Date : 2021-02-23 , DOI: arxiv-2102.11761 Sam Witty, David Jensen, Vikash Mansinghka
This paper introduces a procedure for testing the identifiability of Bayesian
models for causal inference. Although the do-calculus is sound and complete
given a causal graph, many practical assumptions cannot be expressed in terms
of graph structure alone, such as the assumptions required by instrumental
variable designs, regression discontinuity designs, and within-subjects
designs. We present simulation-based identifiability (SBI), a fully automated
identification test based on a particle optimization scheme with simulated
observations. This approach expresses causal assumptions as priors over
functions in a structural causal model, including flexible priors using
Gaussian processes. We prove that SBI is asymptotically sound and complete, and
produces practical finite-sample bounds. We also show empirically that SBI
agrees with known results in graph-based identification as well as with
widely-held intuitions for designs in which graph-based methods are
inconclusive.
中文翻译:
贝叶斯因果推理可识别性的基于仿真的检验
本文介绍了一种用于检验因果推断的贝叶斯模型可识别性的过程。尽管在给定因果图的情况下演算是完善且完整的,但许多实际假设不能仅凭图结构来表示,例如工具变量设计,回归不连续性设计和对象内部设计所需的假设。我们提出基于仿真的可识别性(SBI),这是一种基于带有模拟观测值的粒子优化方案的全自动识别测试。这种方法将因果假设表示为结构因果模型中函数的先验,包括使用高斯过程的灵活先验。我们证明SBI渐近健全且完整,并产生实际的有限样本边界。
更新日期:2021-02-24
中文翻译:
贝叶斯因果推理可识别性的基于仿真的检验
本文介绍了一种用于检验因果推断的贝叶斯模型可识别性的过程。尽管在给定因果图的情况下演算是完善且完整的,但许多实际假设不能仅凭图结构来表示,例如工具变量设计,回归不连续性设计和对象内部设计所需的假设。我们提出基于仿真的可识别性(SBI),这是一种基于带有模拟观测值的粒子优化方案的全自动识别测试。这种方法将因果假设表示为结构因果模型中函数的先验,包括使用高斯过程的灵活先验。我们证明SBI渐近健全且完整,并产生实际的有限样本边界。