On the Completeness of Causal Discovery in the Presence of Latent Confounding with Tiered Background Knowledge

The discovery of causal relationships is a core part of scientific research. Accordingly, over the past several decades, algorithms have been developed to discover the causal structure for a system of variables from observational data. Learning ancestral graphs is of particular interest due to their ability to represent latent confounding implicitly with bi-directed edges. The well-known FCI algorithm provably recovers an ancestral graph for a system of variables encoding the sound and complete set of causal relationships identifiable from observational data. Additional causal relationships become identifiable with the incorporation of background knowledge; however, it is not known for what types of knowledge FCI remains complete. In this paper, we define tiered background knowledge and show that FCI is sound and complete with the incorporation of this knowledge.

[1]  Christopher Meek,et al.  Causal inference and causal explanation with background knowledge , 1995, UAI.

[2]  Tom Burr,et al.  Causation, Prediction, and Search , 2003, Technometrics.

[3]  Joshua D. Angrist,et al.  Mostly Harmless Econometrics: An Empiricist's Companion , 2008 .

[4]  David Maxwell Chickering,et al.  Optimal Structure Identification With Greedy Search , 2002, J. Mach. Learn. Res..

[5]  Daniel Malinsky,et al.  Causal Structure Learning from Time Series Causal Structure Learning from Multivariate Time Series in Settings with Unmeasured Confounding , 2018 .

[6]  Diego Colombo,et al.  Order-independent constraint-based causal structure learning , 2012, J. Mach. Learn. Res..

[7]  Nir Friedman,et al.  Probabilistic Graphical Models - Principles and Techniques , 2009 .

[8]  J. Mooij,et al.  Joint Causal Inference on Observational and Experimental Datasets , 2016, ArXiv.

[9]  Mtw,et al.  Computation, causation, and discovery , 2000 .

[10]  Kun Zhang,et al.  Discovery and Visualization of Nonstationary Causal Models , 2015, 1509.08056.

[11]  Thomas S. Richardson,et al.  Causal Inference in the Presence of Latent Variables and Selection Bias , 1995, UAI.

[12]  Jiji Zhang,et al.  On the completeness of orientation rules for causal discovery in the presence of latent confounders and selection bias , 2008, Artif. Intell..

[13]  Illtyd Trethowan Causality , 1938 .

[14]  P. Spirtes,et al.  Ancestral graph Markov models , 2002 .

[15]  P. Hoyer,et al.  On Causal Discovery from Time Series Data using FCI , 2010 .

[16]  Ioannis Tsamardinos,et al.  Constraint-based causal discovery from multiple interventions over overlapping variable sets , 2014, J. Mach. Learn. Res..

[17]  P. Spirtes,et al.  MARKOV EQUIVALENCE FOR ANCESTRAL GRAPHS , 2009, 0908.3605.