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Title | A Note on the Estimation Method of Causality Effects based on Statistical Decision Theory (in Japanese) |
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Authors | Shunsuke Horii 、Tota Suko |
Released Year | 2018 |
Format | Conference |
Category | Knowledge information processing |
Jounal Name | |
Jounal Page | vol. IEICE-118, no.284, pp.397--402 |
Published Year | 2018 |
Published Month | 11 |
Abstract (English) |
In this paper, we deal with the problem of estimating the intervention effect in statistical causal analysis using structural equation model and causal diagram. The intervention effect is defined as causal effect on the response variable $Y$ when the causal variable $X$ is fixed to a certain value by external operation and is defined based on the causal diagram. The intervention effect is defined as a function of the probability distributions in the causal diagram, however, generally these probability distributions are unknown, so it is required to estimate them from data. In other words, the steps of the estimation of the intervention effect using the causal diagram are as follows: 1. Estimate the causal diagram from the data, 2. Estimate the probability distributions in the causal diagram from the data, 3. Calculate the intervention effect. However, if the problem of estimating the intervention effect is formulated in the statistical decision theory framework, estimation with this procedure is not necessarily optimal. In this study, we formulate the problem of estimating the intervention effect for the two cases, the case where the causal diagram is known and the case where it is unknown, in the framework of statistical decision theory and derive the optimal decision method under the Bayesian criterion. We show the effectiveness of the proposed method through numerical simulation. |
Note (English) |
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Presentation |