April 21, 2011

Discovering Causal Structure (Advanced Data Analysis from an Elementary Point of View)

How do we get our causal graph? Comparing rival DAGs by testing selected conditional independence relations (or dependencies). The crucial difference between common causes and common effects. Identifying colliders, and using them to orient arrows. Inducing orientation to enforce consistency. The SGS algorithm for discovering causal graphs; why it works. Refinements of the SGS algorithm (the PC algorithm). What about latent variables? Software: TETRAD and pcalg. Limits to observational causal discovery: universal consistency is possible (and achieved), but uniform consistency is not.

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Advanced Data Analysis from an Elementary Point of View

Posted at April 21, 2011 12:04 | permanent link

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