IlyaShpitser comments on Explicit and tacit rationality - Less Wrong

40 Post author: lukeprog 09 April 2013 11:33PM

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Comment author: IlyaShpitser 15 April 2013 07:18:16AM *  2 points [-]

This is a causal question, not a statistical question. You answer by implementing the relevant intervention, usually by randomization, or maybe you find a natural experiment, or maybe [lots of other ways people thought of].

You can't in general use observational data (e.g. what you call "evidence") to figure out causal relationships. You need causal assumptions somewhere.

Comment author: RichardKennaway 16 April 2013 03:18:38PM 0 points [-]

You can't in general use observational data (e.g. what you call "evidence") to figure out causal relationships. You need causal assumptions somewhere.

What do you think of this challenge, to detect causality from nothing but a set of pairs of values of unnamed variables?

Comment author: IlyaShpitser 16 April 2013 05:30:33PM *  3 points [-]

You can do it with enough causal assumptions (e.g. not "from nothing"). There is a series of magical papers, e.g. this:

http://www.cs.helsinki.fi/u/phoyer/papers/pdf/hoyer2008nips.pdf

which show you can use additive noise assumptions to orient edges.


I have a series of papers:

http://www.auai.org/uai2012/papers/248.pdf

http://arxiv.org/abs/1207.5058

which show you don't even need conditional independences to orient edges. For example if the true dag is this:

1 -> 2 -> 3 -> 4, 1 <- u1 -> 3, 1 <- u2 -> 4,

and we observe p(1, 2, 3, 4) (no conditional independences in this marginal), I can recover the graph exactly with enough data. (The graph would be causal if we assume the underlying true graph is, otherwise it's just a statistical model).


People's intuitions about what's possible in causal discovery aren't very good.


It would be good if statisticians and machine learning / comp. sci. people came together to hash out their differences regarding causal inference.

Comment author: gwern 16 April 2013 04:06:19PM 0 points [-]

Gelman seems skeptical.

Comment author: RichardKennaway 16 April 2013 04:30:17PM 0 points [-]

I saw that, but I didn't see much substance to his remarks, nor in the comments.

Here is a paper surveying methods of methods of causal analysis for such non-interventional data, and summarising the causal assumptions that they make:

"New methods for separating causes from effects in genomics data"
Alexander Statnikov, Mikael Henaff, Nikita I Lytkin, Constantin F Aliferis