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Jointly interventional and observational data: estimation of interventional Markov equivalence classes of directed acyclic graphs. (English) Zbl 1414.62021

Summary: In many applications we have both observational and (randomized) interventional data. We propose a Gaussian likelihood framework for joint modelling of such different data types, based on global parameters consisting of a directed acyclic graph and corresponding edge weights and error variances. Thanks to the global nature of the parameters, maximum likelihood estimation is reasonable with only one or few data points per intervention. We prove consistency of the Bayesian information criterion for estimating the interventional Markov equivalence class of directed acyclic graphs which is smaller than the observational analogue owing to increased partial identifiability from interventional data. Such an improvement in identifiability has immediate implications for tighter bounds for inferring causal effects. Besides methodology and theoretical derivations, we present empirical results from real and simulated data.

MSC:

62A09 Graphical methods in statistics
62F15 Bayesian inference
62G05 Nonparametric estimation
62H12 Estimation in multivariate analysis
62P10 Applications of statistics to biology and medical sciences; meta analysis