Causal discovery through MAP selection of stratified chain event graphs

Cowell, R. & Smith, J.Q. (2014). Causal discovery through MAP selection of stratified chain event graphs. Electronic Journal of Statistics, 8(1), pp. 965-997. doi: 10.1214/14-E4S917

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We introduce a subclass of chain event graphs that we call stratified chain event graphs, and present a dynamic programming algorithm for the optimal selection of such chain event graphs that maximizes a decomposable score derived from a complete independent sample. We apply the algorithm to such a dataset, with a view to deducing the causal structure of the variables under the hypothesis that there are no unobserved confounders. We show that the algorithm is suitable for small problems. Similarities with and differences to a dynamic programming algorithm for MAP learning of Bayesian networks are highlighted, as are the relations to causal discovery using Bayesian networks.

Item Type: Article
Uncontrolled Keywords: Causality, chain event graph, event tree, stratified chain event graph, staged event tree, structural learning, MAP estimation
Subjects: H Social Sciences > HA Statistics
Q Science > QA Mathematics
Divisions: Cass Business School > Faculty of Actuarial Science & Insurance
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