Improving Finite Sample Performance of Causal Discovery by Exploiting Temporal Structure

Fuente: arXiv
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Autores principales: Bang, Christine W, Witte, Janine, Foraita, Ronja, Didelez, Vanessa
Formato: Preprint
Publicado: 2024
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author Bang, Christine W
Witte, Janine
Foraita, Ronja
Didelez, Vanessa
author_facet Bang, Christine W
Witte, Janine
Foraita, Ronja
Didelez, Vanessa
contents Methods of causal discovery aim to identify causal structures in a data driven way. Existing algorithms are known to be unstable and sensitive to statistical errors, and are therefore rarely used with biomedical or epidemiological data. We present an algorithm that efficiently exploits temporal structure, so-called tiered background knowledge, for estimating causal structures. Tiered background knowledge is readily available from, e.g., cohort or registry data. When used efficiently it renders the algorithm more robust to statistical errors and ultimately increases accuracy in finite samples. We describe the algorithm and illustrate how it proceeds. Moreover, we offer formal proofs as well as examples of desirable properties of the algorithm, which we demonstrate empirically in an extensive simulation study. To illustrate its usefulness in practice, we apply the algorithm to data from a children's cohort study investigating the interplay of diet, physical activity and other lifestyle factors for health outcomes.
format Preprint
id arxiv_https___arxiv_org_abs_2406_19503
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Improving Finite Sample Performance of Causal Discovery by Exploiting Temporal Structure
Bang, Christine W
Witte, Janine
Foraita, Ronja
Didelez, Vanessa
Methodology
Machine Learning
Methods of causal discovery aim to identify causal structures in a data driven way. Existing algorithms are known to be unstable and sensitive to statistical errors, and are therefore rarely used with biomedical or epidemiological data. We present an algorithm that efficiently exploits temporal structure, so-called tiered background knowledge, for estimating causal structures. Tiered background knowledge is readily available from, e.g., cohort or registry data. When used efficiently it renders the algorithm more robust to statistical errors and ultimately increases accuracy in finite samples. We describe the algorithm and illustrate how it proceeds. Moreover, we offer formal proofs as well as examples of desirable properties of the algorithm, which we demonstrate empirically in an extensive simulation study. To illustrate its usefulness in practice, we apply the algorithm to data from a children's cohort study investigating the interplay of diet, physical activity and other lifestyle factors for health outcomes.
title Improving Finite Sample Performance of Causal Discovery by Exploiting Temporal Structure
topic Methodology
Machine Learning
url https://arxiv.org/abs/2406.19503