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Register a new userIdentification In Missing Data Models Represented By Directed Acyclic Graphs
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Missing data is a pervasive problem in data analyses, resulting in datasets that contain censored realizations of a target distribution. Many approaches to inference on the target distribution using censored observed data, rely on missing data models represented as a factorization with respect to a directed acyclic graph. In this paper we consider the identifiability of the target distribution within this class of models, and show that the most general identification strategies proposed so far retain a significant gap in that they fail to identify a wide class of identifiable distributions. To address this gap, we propose a new algorithm that significantly generalizes the types of manipulations used in the ID algorithm, developed in the context of causal inference, in order to obtain identification.
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We develop a Bregman proximal gradient method for structure learning on linear structural causal models. While the problem is non-convex, has high curvature and is in fact NP-hard, Bregman gradient methods allow us to neutralize at least part of the impact of curvature by measuring smoothness against a highly nonlinear kernel. This allows the method to make longer steps and significantly improves convergence. Each iteration requires solving a Bregman proximal step which is convex and efficiently solvable for our particular choice of kernel. We test our method on various synthetic and real data sets.
Directed acyclic graphs (DAGs) with hidden variables are often used to characterize causal relations between variables in a system. When some variables are unobserved, DAGs imply a notoriously complicated set of constraints on the distribution of observed variables. In this work, we present entropic inequality constraints that are implied by $e$-separation relations in hidden variable DAGs with discrete observed variables. The constraints can intuitively be understood to follow from the fact that the capacity of variables along a causal pathway to convey information is restricted by their entropy; e.g. at the extreme case, a variable with entropy $0$ can convey no information. We show how these constraints can be used to learn about the true causal model from an observed data distribution. In addition, we propose a measure of causal influence called the minimal mediary entropy, and demonstrate that it can augment traditional measures such as the average causal effect.
The Minimum Path Cover problem on directed acyclic graphs (DAGs) is a classical problem that provides a clear and simple mathematical formulation for several applications in different areas and that has an efficient algorithmic solution. In this paper, we study the computational complexity of two constrained variants of Minimum Path Cover motivated by the recent introduction of next-generation sequencing technologies in bioinformatics. The first problem (MinPCRP), given a DAG and a set of pairs of vertices, asks for a minimum cardinality set of paths covering all the vertices such that both vertices of each pair belong to the same path. For this problem, we show that, while it is NP-hard to compute if there exists a solution consisting of at most three paths, it is possible to decide in polynomial time whether a solution consisting of at most two paths exists. The second problem (MaxRPSP), given a DAG and a set of pairs of vertices, asks for a path containing the maximum number of the given pairs of vertices. We show its NP-hardness and also its W[1]-hardness when parametrized by the number of covered pairs. On the positive side, we give a fixed-parameter algorithm when the parameter is the maximum overlapping degree, a natural parameter in the bioinformatics applications of the problem.
We show how every stock-flow consistent model of the macroeconomy can be represented as a directed acyclic graph. The advantages of representing the model in this way include graphical clarity, causal inference, and model specification. We provide many examples implemented with a new software package.
Several statistical models are given in the form of unnormalized densities, and calculation of the normalization constant is intractable. We propose estimation methods for such unnormalized models with missing data. The key concept is to combine imputation techniques with estimators for unnormalized models including noise contrastive estimation and score matching. In addition, we derive asymptotic distributions of the proposed estimators and construct confidence intervals. Simulation results with truncated Gaussian graphical models and the application to real data of wind direction reveal that the proposed methods effectively enable statistical inference with unnormalized models from missing data.
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