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    Graphical Models for Causal

    Inference

    Karthika Mohan and Judea Pearl

    University of California, Los Angeles

    August 14, 2012

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    Introduction

    Why do we need graphs?

    Figure: Motivating Example

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    Introduction

    Figure: Motivating Example

    Variables in the study:

    Season

    Sprinkler Rain

    Wetness of pavement(Wet)

    Slipperiness of

    pavement(Slippery)

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    Introduction

    Figure: Motivating Example

    # Variables Table size5 326 64

    7 1288 2569 512

    10 1, 02420 1, 048, 576

    30 1, 073, 741, 824

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    Introduction

    X1

    X23

    X

    X4

    X5

    SPRINKLER

    SEASON

    RAIN

    WET

    SLIPPERY

    Figure: DAG Representation

    Conditional ProbabilityDistributions

    P(X1) : 2 P(X3|X1) : 4

    P(X2|X1) : 4

    P(X4|X2, X3) : 8

    P(X5|X4) : 4

    Total # of Table Entries = 22

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    Graphs: Notations

    X1

    X23

    X

    X4

    X5

    SPRINKLER

    SEASON

    RAIN

    WET

    SLIPPERY

    Figure: Bayesian Networkrepresenting dependencies

    Adjacent Nodes

    Root and Leaf Nodes Skeleton

    Path

    Kinship Terminology

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    Graphs: Notations

    X1

    X23

    X

    X4

    X5

    SPRINKLER

    SEASON

    RAIN

    WET

    SLIPPERY

    Figure: Bayesian Networkrepresenting dependencies

    Chain X1X3X4X5X1X3X4X5

    Fork X3X1X2

    Collider X3X4X2

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    Background Factors & Bi-directed Edges

    UX UY

    X Y

    UX UY

    (a) (b) (c)X Y X Y

    Figure: (a) Causal Model with background factors (b) & (c) CausalModel with correlated background factors

    Note: Figure (a) expresses the assumption: Ux Uy and Figure(b)& (c) express the assumption Ux Uy

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    Decomposing joint distribution-P(V)

    How would you decompose joint distribution P(V) into smallerdistributions?

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    Decomposing joint distribution-P(V)

    How would you decompose joint distribution P(V) into smallerdistributions?

    By applying Chain rule

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    Decomposing joint distribution-P(V)

    How would you decompose joint distribution P(V) into smallerdistributions?

    By applying Chain rule

    Let X1, X2,...,Xn be any arbitrary ordering of nodes in a DAG.P(x1, x2,...,xn) =

    jP(xj |x1,...,xj1)

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    Decomposing joint distribution-P(V)

    How would you decompose joint distribution P(V) into smallerdistributions?

    By applying Chain rule

    Let X1, X2,...,Xn be any arbitrary ordering of nodes in a DAG.P(x1, x2,...,xn) =

    jP(xj |x1,...,xj1)

    Is it possible that conditional probability of some variable Xj isnot sensitive to all its predecessors?

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    Decomposing joint distribution-P(V)

    How would you decompose joint distribution P(V) into smallerdistributions?

    By applying Chain rule

    Let X1, X2,...,Xn be any arbitrary ordering of nodes in a DAG.P(x1, x2,...,xn) =

    jP(xj |x1,...,xj1)

    Is it possible that conditional probability of some variable Xj isnot sensitive to all its predecessors?

    Yes!

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    Markovian Parents

    X1

    X23

    X

    X4

    X5

    SPRINKLER

    SEASON

    RAIN

    WET

    SLIPPERY

    Figure: Bayesian Networkrepresenting dependencies

    Markovian Parents

    X1:

    X2:{X1}X3:{X1}X4:{X2, X3}X5:{X4}

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    Markovian Parents

    X1

    X23

    X

    X4

    X5

    SPRINKLER

    SEASON

    RAIN

    WET

    SLIPPERY

    Figure: Bayesian Networkrepresenting dependencies

    Markovian Parents

    X1:

    X2:{X1}X3:{X1}X4:{X2, X3}X5:{X4}

    P(x1, x2, x3, x4, x5) =P(x1)P(x2|x1)P(x3|x1)P(x4|x2, x3)P(x5|x4)

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    Markov Compatibility

    Let V ={x1, x2,...,xn}be the set of observed nodes and pai bethe Markovian parents ofxi. Then,P(v) =P(x1, x2,..,xn) =

    i P(xi|pai).

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    Markov Compatibility

    Let V ={x1, x2,...,xn}be the set of observed nodes and pai bethe Markovian parents ofxi. Then,P(v) =P(x1, x2,..,xn) =

    i P(xi|pai).

    Definition (Markov Compatibility)

    If a probability distribution P admits Markovian factorizationof observed nodes relative to DAG G, we say that Gand P areMarkov compatible.

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    Markov Compatibility

    Let V ={x1, x2,...,xn}be the set of observed nodes and pai bethe Markovian parents ofxi. Then,P(v) =P(x1, x2,..,xn) =

    i P(xi|pai).

    Definition (Markov Compatibility)

    If a probability distribution P admits Markovian factorizationof observed nodes relative to DAG G, we say that Gand P areMarkov compatible.

    Example

    X Y P(X, Y)

    1 1 0.2251 0 0.375

    0 1 0.125

    0 0 0.275

    Markov Compatible DAGs:XYXY

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    Testing Markov Compatibility

    Given a DAG Gand distribution P, how can you conclude that

    P and Gare compatible?

    Parents shielding tests non-descendants predecessors

    d-separation

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    d-Separation

    DefinitionLet X, Y and Z be disjoint sets in DAG G. X and Y ared-separated by Z (written (X Y|Z)G) if and only ifZ blocksevery path from a node in Xto a node in Y.

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    d-Separation

    DefinitionLet X, Y and Z be disjoint sets in DAG G. X and Y ared-separated by Z (written (X Y|Z)G) if and only ifZ blocksevery path from a node in Xto a node in Y.

    A path p is said to be d-separated(or blocked) by a set of nodesZ if and only if :(1) p contains a chain im j or a fork i m j suchthat the middle node m is in Z, or(2) ...

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    Example: d-Separation

    X1

    X23X

    X4

    X5

    SPRINKLER

    SEASON

    RAIN

    WET

    SLIPPERY

    X1

    X4|

    X2

    , X3

    X3 X5|X4 X1 X5|X4

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    d-Separation

    DefinitionLet X, Y and Z be disjoint sets in DAG G. X and Y ared-separated by Z (written (X Y|Z)G) if and only ifZ blocksevery path from a node in Xto a node in Y.

    A path p is said to be d-separated(or blocked) by a set of nodesZ if and only if :(1) p contains a chain im j or a fork i m j suchthat the middle node m is in Z, or

    (2) p contains an inverted fork (or collider) im such thatthe middle node m is not in Zand such that no descendant ofm is in Z.

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    Example: d-Separation

    X1

    X23X

    X4

    X5

    SPRINKLER

    SEASON

    RAIN

    WET

    SLIPPERY

    X3 X2|X1

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    Example: d-Separation

    Z2 Z3Z1X Y Z2 Z3Z1

    (b)

    X Y

    (a)

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    Example: d-Separation

    Z2 Z3Z1X Y Z2 Z3Z1

    (b)

    X Y

    (a)

    Case (a): X Y|

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    Example: d-Separation

    Z2 Z3Z1X Y Z2 Z3Z1

    (b)

    X Y

    (a)

    Case (a): X Y|Case (b): XY

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    S

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    d-Separation

    When is it impossible to d-separate 2 non-adjacent nodes X

    and Y?Do we need to test all sets for possible separation?

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    I d i h

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    Inducing path

    DefinitionPath between 2 nodes X and Y is termed inducing if everynon-terminal node on the path:(i) is a collider and(ii) an ancestor of either X or Y (or both)

    X Y

    Z1

    Z2 Z2 Z3Z1

    X Y

    (a) (b)

    Note: There are no separators for X and Y.

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    Th Fi N St f C l A l i

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    The Five Necessary Steps of Causal Analysis

    Define Express the target quantity Q as property of themodel M.

    Assume Express causal assumptions in structural or

    graphical form.Identify Determine ifQ is identifiable.

    Estimate Estimate Q if it is identifiable; approximate it, if itis not.

    Test IfMhas testable implications

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    A Mi i T i T t i C l C ti

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    A Mini Turing Test in Causal Conversation

    Figure: Turing Test

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    A Mi i T i T t i C l C ti

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    A Mini Turing Test in Causal Conversation

    Figure: Turing Test

    Input: Story

    Question: What if? What is? Why?

    Answers: I believe that...

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    A Mi i T i Te t i C l C e ti

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    A Mini Turing Test in Causal Conversation

    Figure: Turing Test

    The Story

    X1

    X23

    X

    X4

    X5

    SPRINKLER

    SEASON

    RAIN

    WET

    SLIPPERY

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    A Mini Turing Test in Causal Conversation

    Figure: Turing Test

    The Story

    X1

    X23

    X

    X4

    X5

    SPRINKLER

    SEASON

    RAIN

    WET

    SLIPPERY

    Q1: If the season is dry and the pavement is slippery, did itrain?

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    A Mini Turing Test in Causal Conversation

    Figure: Turing Test

    The Story

    X1

    X23

    X

    X4

    X5

    SPRINKLER

    SEASON

    RAIN

    WET

    SLIPPERY

    Q1: If the season is dry and the pavement is slippery, did itrain?A1: Unlikely, it is more likely that the sprinkler was ON with avery slight possibility that it is not even wet.

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    A Mini Turing Test in Causal Conversation

    Figure: Turing Test

    The Story

    X1

    X23

    X

    X4

    X5

    SPRINKLER

    SEASON

    RAIN

    WET

    SLIPPERY

    Q2: But what if we see that the sprinkler is OFF?

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    A Mini Turing Test in Causal Conversation

    Figure: Turing Test

    The Story

    X1

    X23X

    X4

    X5

    SPRINKLER

    SEASON

    RAIN

    WET

    SLIPPERY

    Q2: But what if we see that the sprinkler is OFF?A2: Then it is more likely that it rained.Without graphs,# of Table Entries = 32

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    A Mini Turing Test in Causal Conversation

    Figure: Turing Test

    The Story

    X1

    X23

    X

    X4

    X5

    SPRINKLER

    SEASON

    RAIN

    WET

    SLIPPERY

    Q3: Do you mean that if we actually turn the sprinkler ON, therain will be less likely?

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    A Mini Turing Test in Causal Conversation

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    A Mini Turing Test in Causal Conversation

    Figure: Turing Test

    The Story

    X1

    X23

    X

    X4

    X5

    SPRINKLER

    SEASON

    RAIN

    WET

    SLIPPERY

    Q3: Do you mean that if we actually turn the sprinkler ON, the

    rain will be less likely?A3: No, the likelihood of rain would remain the same but thepavement would surely get wet.Without graphs,# of Table Entries = 32 * 32

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    A Mini Turing Test in Causal Conversation

    Figure: Turing Test

    The Story

    X1

    X23

    X

    X4

    X5

    SPRINKLER

    SEASON

    RAIN

    WET

    SLIPPERY

    Q4: Suppose we see that the sprinkler is ON and pavement iswet. What if the sprinkler were OFF?

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    A Mini Turing Test in Causal Conversation

    Figure: Turing Test

    The Story

    X1

    X23

    X

    X4

    X5

    SPRINKLER

    SEASON

    RAIN

    WET

    SLIPPERY

    Q4: Suppose we see that the sprinkler is ON and pavement is

    wet. What if the sprinkler were OFF?A4: The pavement would be dry because the season is likely tobe dryWithout graphs, what would be the # of table entries?

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    Interventions

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    InterventionsQuery: Would the pavement be slippery if we make sure thatthethe sprinkler is on?

    Compute: P(x5|do(x3))May be equivalently represented as:(a) P(x5|x3)(b) Px3 (x5)

    X1

    X23

    X

    X4

    X5

    SPRINKLER

    SEASON

    RAIN

    WET

    SLIPPERY

    Figure: DAG before intervention

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    Interventions

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    Compute: P(x5|do(x3))

    X1

    X23

    X

    X4

    X5

    SPRINKLER

    SEASON

    RAIN

    WET

    SLIPPERY

    Figure: DAG before intervention

    P(v) =P(x1)P(x2|x1)P(x3|x1)P(x4|x2, x3)P(x5|x4)

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    Interventions

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    Compute: P(x5|do(x3))

    X1

    X23

    X

    X4

    X5

    SPRINKLER

    SEASON

    RAIN

    WET

    SLIPPERY

    Figure: DAG before intervention

    X1

    X23

    X

    X4

    X5

    RAIN

    SLIPPERY

    WET

    SPRINKLER

    = ON

    SEASON

    Figure: DAG after intervention

    P(v) =P(x1)P(x2|x1) P(x3|x1) P(x4|x2, x3)P(x5|x4)P(x1, x2, x4, x5|do(x3)) =P(x1)P(x2|x1)P(x4|x2, x3)P(x5|x4)

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    Interventions

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    Compute: P(x5|do(x3))

    X1

    X23

    X

    X4

    X5

    SPRINKLER

    SEASON

    RAIN

    WET

    SLIPPERY

    Figure: DAG before intervention

    X1

    X23

    X

    X4

    X5

    RAIN

    SLIPPERY

    WET

    SPRINKLER

    = ON

    SEASON

    Figure: DAG after interventionP(v) =P(x1)P(x2|x1) P(x3|x1) P(x4|x2, x3)P(x5|x4)P(x5|do(x3)) =

    x1,x2,x4

    P(x1)P(x2|x1)P(x4|x2, x3)P(x5|x4)Note: P(x5|do(x3))=P(x5|x3) i.e. Doing = Seeing

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    Examples

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    p

    X YX Y

    U

    Question : Can you estimate P(y|do(x)), given P(x, y)?

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Examples

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    X YX Y

    U

    Question : Can you estimate P(y|do(x)), given P(x, y)?

    NO!

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    Examples

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    X YX Y

    U

    Question : Can you estimate P(y|do(x)), given P(x, y)?

    NO!

    P(x, y) =

    u P(x,y,u) =

    u P(y|x, u)P(x|u)P(u)

    P(y|do(x)) =

    u P(y|x, u)P(u)

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    Identifiability

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    DefinitionLet Q(M) be any computable quantity of a model M.

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Identifiability

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    DefinitionLet Q(M) be any computable quantity of a model M. We say

    that Q is identifiable in a class Mof models if, for any pairs ofmodels M1 and M2 from M, Q(M1) =Q(M2) wheneverPM1 (v) =PM2 (v).

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    Estimating causal effect

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    Adjustment for direct causesCompute: P(y|x)

    P(x , y , z, w) =P(y|x, w)P(x|z)P(w|z)P(z)P(y , z , w|do(x)) =P(y|x, w)P(w|z)P(z) P(x|z)

    P(x|z)

    P(y , z , w|do(x)) = P(x,y,z,w)P(x|z)

    P(y|do(x)) =

    z,wP(yw|x, z)P(z) =

    zP(y|x, z)P(z)

    X Y

    Z

    X Y

    Z

    WW

    Figure: DAGs before and after intervention

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    Theorem (Adjustment for direct causes)LetP Ai denote the set of direct causes ofXi and letY be anyset of variables disjoint of{Xi P ai}. The causal effect ofXionY is given by:

    P(y|xi) =

    pai P(y|xi, pai)P(pai)

    whereP(y|xi, pai) andP(pai) represent pre-interventionalprobabilities.

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Example: Adjustment for direct causes

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    Query: Would the pavement be slippery if we make sure thatthethe sprinkler is on?

    P(x5|x3) =

    x1P(x5|x3, x1)P(x1)

    X1

    X23

    X

    X4

    X5

    SPRINKLER

    SEASON

    RAIN

    WET

    SLIPPERY

    Figure: DAG before intervention

    X1

    X23

    X

    X4

    X5

    RAIN

    SLIPPERY

    WET

    SPRINKLER

    = ON

    SEASON

    Figure: DAG after intervention

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    Estimating Causal Effect

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    Compute: P(Xj |do(Xi))How can we find a set Zof concomitants that are sufficient foridentifying causal effect?

    X1

    Xi X6

    X4X3

    X2

    X5

    Xj

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    Back-door Criterion for Identifiability

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    Definition (Pearl-1993)

    A set of variables Zsatisfies the back-door criterion relative toan ordered pair of variables (Xi, Xj) in a DAG G if:

    (i) no node in Zis a descendant ofXi; and(ii) Zblocks every path between Xi and Xj that contains an

    arrow into Xi.

    P(xj|do(xi)) =

    zP(xj |xi, z)P(z)

    X1

    Xi X6

    X4X3

    X2

    X5

    Xj

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    Estimating causal effect: P(y|do(x))

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    Can you adjust for direct cause?

    ZX Y

    U (Unobserved)

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Estimating causal effect: P(y|do(x))

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    Can you adjust for direct cause? NO!

    ZX Y

    U (Unobserved)

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Estimating causal effect: P(y|do(x))

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    Can you apply backdoor criterion?

    ZX Y

    U (Unobserved)

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Estimating causal effect: P(y|do(x))

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    Can you apply backdoor criterion? NO!

    ZX Y

    U (Unobserved)

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Estimating causal effect: P(y|do(x))

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    Is P(y|do(x)) identifiable?

    ZX Y

    U (Unobserved)

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Estimating causal effect: P(y|do(x))

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    Is P(y|do(x)) identifiable? YES!

    ZX Y

    U (Unobserved)

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Estimating causal effect: P(y|do(x))

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    Given: P(y|x) =

    zP(y|z)P(z|x)

    ZX Y

    U (Unobserved)

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Estimating causal effect: P(y|do(x))

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    Given: P(y|x) =

    zP(y|z)P(z|x)

    P(z|x) =P(z|x)P(y|z) =

    xP(y|x, z)P(x)

    Therefore,

    P(y|x) =

    zP(z|x)

    xP(y|x, z)P(x)

    ZX Y

    U (Unobserved)

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

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    Front-door Adjustment

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    IfZsatisfies the front door criterion relative to (X, Y) and ifP(x, z)>0, then the causal effect ofX on Y is identifiable andis given by:

    P(y|x) =

    zP(z|x)

    xP(y|x, z)P(x)

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Estimating causal effect P(y|do(x))

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    How can you syntactically derive claims about interventions?

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Estimating causal effect P(y|do(x))

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    How can you syntactically derive claims about interventions?

    do-calculus

    X Z Y X Z YX Z Y

    X Z Y

    U(Unobserved)

    X Z Y

    Z X

    Z XZXZG G G

    G = GG

    Figure: Subgraphs ofG used in the derivation of causal effects.

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    do-Calculus-[Pearl-1995]

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    Rule-1Insertion or deletion of observations

    P(y|x , z, w) =P(y|x, w) if (Y Z|X, W)GX

    X Z Y X Z YX Z Y

    X Z Y

    U (Unobserved)

    X Z Y

    Z X

    Z XZXZG G G

    G = GG

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    do-Calculus-[Pearl-1995]

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    Rule-2Action/Observation exchange

    P(y|x, z, w) =P(y|x , z, w) if (Y Z|X, W)GXZ

    X Z Y X Z YX Z Y

    X Z Y

    U (Unobserved)

    X Z Y

    Z X

    Z XZXZG G G

    G = GG

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

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    Deriving causal effect using do-calculus

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    X Z Y X Z YX Z Y

    X Z Y

    U(Unobserved)

    X Z Y

    Z X

    Z XZXZG G G

    G = GG

    Compute: P(y|z)

    P(y|z) =

    x P(y|x, z)P(x|z)P(x|z) =P(x) since (Z X)GZ

    P(y|x, z) =P(y|x, z) since (Z Y|X)GZP(y|z) =

    x P(y|x, z)P(x)

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Prove: P(y|x) =

    zP(y|z)P(z|x)

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    X Z Y X Z YX Z Y

    X Z Y

    U(Unobserved)

    X Z Y

    Z X

    Z XZXZG G G

    G = GG

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Prove: P(y|x) =

    zP(y|z)P(z|x)

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    X Z Y X Z YX Z Y

    X Z Y

    U(Unobserved)

    X Z Y

    Z X

    Z XZXZG G G

    G = GG

    P(y|x) =

    z

    P(yz|x) =

    z

    P(y|xz)P(z|x)

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Prove: P(y|x) =

    zP(y|z)P(z|x)

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    X Z Y X Z YX Z Y

    X Z Y

    U(Unobserved)

    X Z Y

    Z X

    Z XZXZG G G

    G = GG

    P(y|x) =

    z

    P(yz|x) =

    z

    P(y|xz)P(z|x)P(y|zx) =P(y|zx) since Y Z in GXZ

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Prove: P(y|x) =

    zP(y|z)P(z|x)

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    X Z Y X Z YX Z Y

    X Z Y

    U(Unobserved)

    X Z Y

    Z X

    Z XZXZG G G

    G = GG

    P(y|x) =

    z

    P(yz|x) =

    z

    P(y|xz)P(z|x)P(y|zx) =P(y|zx) since Y Z in GXZ

    =P(y|z) since Y X in GZX

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Graphical Models in which P(y|x) is Identifiable

    ZZ

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    X

    Y

    (a)

    Y

    X

    (d)

    X

    Y

    X

    Y

    Z

    1

    Z2

    Y

    (g)

    Z3

    XX

    Y

    Z

    (e)

    X

    Y

    Z

    (b) (c)

    Z1

    Z2

    (f)

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Graphical Models in which P(y|x) is notIdentifiable

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    (e)

    Z

    X

    Y

    Z1Z2

    X

    Y

    (g)(f)

    Y

    Z

    X

    Y

    (h)

    Z

    W

    X

    X

    Y

    (a) (b)

    X

    Y

    Z

    X

    Y

    Z

    (c) (d)Y

    Z

    X

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    C-components and C-factor

    bl d b h C f h

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    Two variables are said to be in the same C-component if they

    are connected by a path comprising of only bi-directionaledges[Tian & Pearl, 2002].

    Z1

    W

    1

    2Z

    2

    W

    X Y

    T

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    C-components and C-factor

    T i bl id b i h C if h

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    Two variables are said to be in the same C-component if they

    are connected by a path comprising of only bi-directionaledges[Tian & Pearl, 2002].

    Z1

    W

    1

    2Z

    2

    W

    X Y

    T

    S1={X , Y , W 1, W2}S2={Z1}S3={Z2}S4={T}

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    C-components and C-factor

    T i bl id t b i th C t if th

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    Two variables are said to be in the same C-component if they

    are connected by a path comprising of only bi-directionaledges[Tian & Pearl, 2002].

    Z1

    W

    1

    2Z

    2

    W

    X Y

    T

    S1={X , Y , W 1, W2}S2={Z1}S3={Z2}S4={T}

    C-factor: Q[Si](v) =Pv\si(si)

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Identifiability of C-factor

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    Lemma (Tian & Pearl, 2002)

    Let a topological order overV beV1 < V2 < ... < Vn and letV(i) ={V1, V2,...,Vi}, i= 1,...,nandV

    (0) =. For any setC,letGCdenote the subgraph ofG composed only of variables in

    C. Then:(i) Each C-factorQj , j = 1,...,k is identifiable and is given by:

    Qj =

    {i:ViSj}P(vi|v

    (i1))

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Example: Identifiability of C-factor

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    X1

    X2 X3 X

    4

    Y

    Admissible order: X1 < X2 < X3 < X4 < YQ1=P(x4|x1, x2, x3)P(x2|x1)Q2=P(y|x1, x2, x3, x4)P(x3|x1, x2)P(x1)

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Necessary and Sufficient condition foridentifiability ofPx(v)

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    Theorem (Tian & Pearl, 2002)

    LetXbe a singleton. Px(v) is identifiable if and only if there isno bi-directed path connectingX to any of its children.

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Necessary and Sufficient condition foridentifiability ofPx(v)

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    Theorem (Tian & Pearl, 2002)

    LetXbe a singleton. Px(v) is identifiable if and only if there isno bi-directed path connectingX to any of its children. When

    Px(v) is identifiable, it is given by:

    Px(v) = P(v)QX

    x Q

    X,

    whereQX is the c-factor corresponding to the c-componentSX

    that containsX.

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Example: Necessary and Sufficient condition foridentifiability ofPx(v)

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    X1

    X2 X3 X

    4

    Y

    Admissible order: X1 < X2 < X3 < X4 < YQ1=P(x4|x1, x2, x3)P(x2|x1)Q2=P(y|x1, x2, x3, x4)P(x3|x1, x2)P(x1)Px1 (x2, x3, x4, y) =Q1

    x1

    Q2

    =P(x4|x1, x2, x3)P(x2|x1)x1

    P(y|x1, x2, x3, x4)P(x3|x1, x2)P(x1)

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Causal Effect Identifiability

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    Identification ofPx(y|z) where X Y Z= and X is notnecessarily a singleton, [Shpitser & Pearl,2006]

    Hedge Criterion IDC - Sound and Complete Algorithm

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Counterfactuals

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    Query: Would the prisoner be dead had rifleman A not shot

    him, given that the prisoner is dead and rifleman A shot him?

    C (Captain)

    U (Court order)

    B (Riflemen)A

    D (Death)

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Counterfactuals

    Q ld h b d d h d fl A h

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    Query: Would the prisoner be dead had rifleman A not shot

    him, given that the prisoner is dead and rifleman A shot him?

    C (Captain)

    U (Court order)

    B (Riflemen)A

    D (Death)

    Abduction

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Counterfactuals

    Q W ld h i b d d h d ifl A h

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    Query: Would the prisoner be dead had rifleman A not shot

    him, given that the prisoner is dead and rifleman A shot him?

    C (Captain)

    U (Court order)

    B (Riflemen)A

    D (Death)

    Abduction Intervention

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Counterfactuals

    Q W ld th i b d d h d ifl A t h t

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    Query: Would the prisoner be dead had rifleman A not shot

    him, given that the prisoner is dead and rifleman A shot him?

    C (Captain)

    U (Court order)

    B (Riflemen)A

    D (Death)

    Abduction Intervention

    Prediction

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Counterfactuals

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    Query: Would the prisoner be dead had rifleman A not shothim, given that the prisoner is dead and rifleman A shot him?

    C (Captain)

    U(Court order)

    B (Riflemen)A

    D (Death)

    Model M

    C=UA= C

    B =CD=A BFacts: D

    Conclusions:

    U,A,B,C,D

    Model MAC=UA

    B=CD=A BFacts: UConclusions:

    U, A, B, C, D

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Markov Equivalence

    Given 2 models is there a test that would tell them apart?

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    Given 2 models, is there a test that would tell them apart?

    DefinitionTwo graphs G1 and G2 are said to be Markov equivalent ifevery d-separation condition in one also holds in the other. .

    A

    B

    Z

    1G( )

    A

    B

    Z

    G( )2

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Markov Equivalence

    Given 2 models is there a test that would tell them apart?

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    Given 2 models, is there a test that would tell them apart?

    DefinitionTwo graphs G1 and G2 are said to be Markov equivalent ifevery d-separation condition in one also holds in the other. .

    Are these DAGs Markov Equivalent?

    Z1

    W1

    2Z

    2W

    X Y

    T

    Z1 2

    Z2

    WW1

    X Y

    T

    Hard to enumerate all separation conditions.

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Observational Equivalence

    Theorem (Verma & Pearl 1990)

    Two DAGs are observationally equivalent iff they have the same

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    y q ff y

    sets of edges and the same sets of v-structures, that is, twoconverging arrows whose tails are not connected by an arrow.

    X1

    X23

    X

    X4

    X5

    X1

    X23

    X

    X4

    X5

    Figure: Observationally Equivalent DAGs

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

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    Markov Equivalence and ObservationalEquivalence

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    If two DAGs are Markov Equivalent, then they areObservationally Equivalent as well. True/False?

    True if all variables are observed(i.e. no bi-directed edges) andFalse otherwise.

    K thik M h d J d P l G hi l M d ls f C s l I f

    Markov Equivalence and ObservationalEquivalence

    If two DAGs are Markov Equivalent, then they are

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    q , y

    Observationally Equivalent as well. True/False?True if all variables are observed(i.e. no bi-directed edges) andFalse otherwise.

    X T Z YX T Z Y

    Figure: DAGs that are Markov Equivalent but not ObservationallyEquivalent

    How would you distinguish between the two?

    Verma Constraints (Refer slide:115)

    K thik M h d J d P l G hi l M d l f C l I f

    Ancestral Graphs

    Definition (Ancestral Graphs)

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    A graph which may contain directed or bi-directed edges isancestral if:(i) there are no directed cycles(ii) whenever there is an edge XY, then there is nodirected path from X to Y or from Y to X.

    Z1 2

    Z2

    WW1

    X Y

    T

    Figure: Ancestral graph

    Z1

    W1

    2Z

    2W

    X Y

    T

    Figure: Notan Ancestral graph

    K thik M h d J d P l G hi l M d l f C l I f

    Maximal Ancestral Graphs (MAGs)

    Definition (Spirtes & Richardson, 2002)

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    Definition (Spirtes & Richardson, 2002)

    An ancestral graph is said to be maximal if, for every pair ofnon-adjacent nodes X, Ythere exists a set Zsuch that X and

    Yare d-separated conditional on Z.

    Z1

    W1

    2Z

    2W

    X Y

    T

    Z1 2

    Z

    W1 2W

    X Y

    T

    Figure: DAG and its corresponding MAG

    K thik M h d J d P l G hi l M d l f C l I f

    Construction of a MAG

    Given : DAG G

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    Given: DAG G

    Step-1: Construct a graph Mcomprising of:(i) all nodes in G(ii) all uni-directional edges in G

    Z1

    W1

    2Z

    2W

    X Y

    T

    Figure: DAG G

    Z1

    W1

    2Z

    2W

    X Y

    T

    Figure: Graph M

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

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    Construction of a MAG

    Step-3: For every pair of non-adjacent nodes A and B in G,

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    connected by an inducing path ,(i) add A B to M ifA is an ancestor ofB in G(ii) add AB to M ifB is an ancestor ofAin G(iii) add AB to Mif (i) and (ii) do not hold true

    Z1

    W1

    2Z

    2W

    X Y

    T

    Figure: DAG G

    Z1 2

    Z

    W1 2

    W

    X Y

    T

    Figure: MAGM

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Markov Equivalence

    Theorem

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    Two graphsG1 andG2 are said to be Markov equivalent if theirMAGs are Markov Equivalent

    Are these MAGs Markov Equivalent?

    Z1 2

    Z2

    WW1

    X Y

    T

    Z1 2

    Z

    W1 2

    W

    X Y

    T

    Note: Markov Equivalence in MAGs are easier to check

    Complete criterion for determining Markov Equivalence of 2MAGs: [Ali, Richardson and Spirtes, 2009]

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Reversing an edge in a MAG

    Definition (Screened Edge)

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    Definition (Screened Edge)

    [Tian,2005] An edge XY is a screened edge in a MAG ifP a(Y) =P a(X) {X} and Sp(Y) =Sp(X)1.

    X YZ

    W

    Figure: MAG with Screened Edge:XY

    1Nodes X and Yare spouses, if they are connected by a bi-directed edge.

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Reversing an edge in a MAG

    Theorem (Tian,2005)

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    LetMbe a MAG with edgeXY andM

    be a graph withedgeXY, otherwise identical to M. ThenM is a MAGthat is Markov Equivalent to M if and only ifXY is ascreened edge inM.

    X YZ

    W

    X YZ

    W

    Figure: Markov Equivalent MAGs

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Confounding Equivalence

    Definition (Pearl and Paz,2009)

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    Define two sets, T and Z as c-equivalent (relative to X and Y),written T Z, if the following equality holds for every x and y:

    t P(y|x, t)P(t) =

    zP(y|x, z)P(z) x, y

    W1 2

    W

    V1 2

    V

    X Y

    Examples:

    T ={W1, V2} Z={W2, V1}

    T ={W1, V1} Z={W2, V2}

    T ={W1, W2} Z={W1}

    T ={W1, W2} Z={W2}

    Note: C-equivalence is testable

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Necessary and Sufficient Condition forC-Equivalence

    Theorem (Pearl and Paz, 2009)

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    Let Z and T be two sets of variables containing no descendantof X. A necessary and sufficient condition for Z and T to bec-equivalent is that at least one of the following conditions hold:

    X (Z T) | (Z T) or

    Z and T are G-admissible2

    W1 2

    W

    V1 2

    V

    X Y

    Examples:

    T ={W1, V2} Z={W2, V1}

    T ={W1, V1} Z={W2, V2} T ={W1, W2} Z={W1}

    T ={W1, W2} Z={W2}

    2satisfies back-door criterion

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Linear Models and Causal Diagrams

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    Assume all variables are normalized to have zero mean and unitvariance.

    ZX

    Y

    W

    a

    b

    c

    Z=e1W =e2X=aZ+ e3

    Y =bW+ cX+ e4Cov(e1, e2) = = 0Cov(e2, e3) == 0Cov(e3, e4) == 0

    Which parameters can be identified?

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Vanishing Regression Coefficient

    Definition

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    DefinitionFor any linear model for a causal diagram D that may includecycles and bi-directed arcs, the partial correlation XY.Z mustvanish if and only if node X is d-separated from node Y by thevariables of Z in D [Spirtes et al., 1997b].

    Z1

    W1

    2Z

    2W

    X Y

    T rTX.W1Z1 = 0

    Find more

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Single Door Criterion for Direct Effects

    TheoremLetG be any path diagram in which is the path coefficient

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    associated with linkXY and letG denote the diagram thatresults whenXY is deleted fromG. The coefficient isidentifiable if there exists a set of variablesZsuch that :(i) Zcontains no descendant ofY and(ii) Z d-separatesX fromY inG

    Moreover, ifZ satisfies these two conditions, then is equal tothe regression coefficientrY X.Z.

    G

    Z YX

    G

    Z YX

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Instrumental Variables (IV)DefinitionA variable Zis an instrument relative to a cause X and aneffect Y if:

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    Z is independent of all error terms that have an influenceon Y when X is held constant, and

    Z is notindependent of X.

    In linear systems, Causal effect ofX on Y = rZYrZX

    UY

    UY

    UW

    UYUY

    Y

    (b)

    X

    Z

    Y

    (c)

    X

    Z

    Y

    (d)

    X

    Z

    W

    Y

    (a)

    X

    Z

    Figure: Z is an instrument in (a), (b) and (c) but not in (d)

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Conditional Instrumental Variable

    Definition (Brito & Pearl, 2002)

    Zis an instrumental variable ifa set Wsuch that:

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    Wcontains only non-descendants ofY W d-separates Z from Y in the sub-graph G obtained by

    removing the edge XY W does not d-separate Z from X in G

    Z X Y

    W

    Z X Y

    W

    Figure: Graph Gand corresponding subgraph G

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Conditional Instrumental Variable

    Z is a conditional instrumental variable. Hence,

    = Causal effect ofX on Y = rZY.WrZX.W

    Wdoes not satisfy single-door criterion. So, cannot be

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    y g ,identified using single-door.

    Z X Y

    W

    Z X Y

    W

    Figure: Graph Gand corresponding subgraph G

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Verma Constraints([Tian and Pearl, 2002])

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    A B C D

    (a) (b)

    A B C D

    Q[{B, D}] =

    u P(b|a, u)P(d|c, u)P(u)Pv\d(d) =

    u P(d|c, u)P(u)

    Also,Q[{B, D}] =P(d|a,b,c)P(b|a)Pv\d

    (d) =

    bP(d|a,b,c)P(b|a)

    b P(d|a,b,c)P(b|a) isindependent of a.

    Q[{B, D}] =

    u P(b|a, u)P(d|a,c,u)P(u)Pv\d(d) =

    u P(d|a,u,c)P(u)

    Also,Q[{B, D}] =P(d|a,b,c)P(b|a)Pv\d

    (d) =

    bP(d|a,b,c)P(b|a)

    b P(d|a,b,c)P(b|a) isnotindependent of a.

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

    Conclusions

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    Graphs are indispensable for:

    encoding causal knowledge

    identifying parameters and causal effects

    identifying testable implications

    Go ahead and Exploit the Power of Graphs!

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference

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    Thank You!

    Karthika Mohan and Judea Pearl Graphical Models for Causal Inference