Showing 1 - 6 of 6
Abstract This work investigates the intersection property of conditional independence. It states that for random variables $$A,B,C$$ and X we have that $$X \bot \bot A{\kern 1pt} {\kern 1pt} |{\kern 1pt} {\kern 1pt} B,C$$ and $$X\, \bot \bot\, B{\kern 1pt} {\kern 1pt} |{\kern 1pt} {\kern 1pt}...
Persistent link: https://www.econbiz.de/10014610812
Abstract In this article, we propose a new method to learn the underlying acyclic mixed graph of a linear non-Gaussian structural equation model with given observational data. We build on an algorithm proposed by Wang and Drton, and we show that one can augment the hidden variable structure of...
Persistent link: https://www.econbiz.de/10014610907
Persistent link: https://www.econbiz.de/10014610926
Abstract I thank Ilya Shpitser for his comments on my article, and discuss the use of models with restricted interventions.
Persistent link: https://www.econbiz.de/10014610932
Abstract Augmenting the graphoid axioms with three additional rules enables us to handle independencies among observed as well as counterfactual variables. The augmented set of axioms facilitates the derivation of testable implications and ignorability conditions whenever modeling assumptions...
Persistent link: https://www.econbiz.de/10014610818
Abstract In a recent issue of this journal, Philip Dawid (2021) proposes a framework for causal inference that is based on statistical decision theory and that is, in many aspects, compatible with the familiar framework of causal graphs (e.g., Directed Acyclic Graphs (DAGs)). This editorial...
Persistent link: https://www.econbiz.de/10014610936