提出动态因果图模型,可随时间变化捕捉变量间因果关系。
Dynamic Causal Structure Discovery and Causal Effect Estimation
- 用基函数逼近法结合评分法,建模随时间变化的因果结构。
- 能同时捕捉即时与滞后因果效应,且支持历史推断与未来预测。
- 适用于疫情政策评估等时变因果分析场景。
为表示变量间的因果关系,有向无环图(DAG)在社会科学、流行病学和遗传学等领域广泛应用。现有基于深度学习的因果结构学习方法通常假设因果关系恒定不变,但这一假设在现实中可能不成立。本文提出一种新框架,用于建模随时间变化的动态因果图。通过将基函数逼近法融入评分型因果发现方法,能够捕捉因果结构的动态模式。利用自回归模型结构,可同时建模即时与滞后因果关系,并允许其随时间演变。我们设计了一种算法,实现对历史时刻因果图的估计及对未来时刻的预测,并通过仿真验证方法有效性。此外,还将该方法应用于新冠数据,提供政策限制效果随时间变化的因果估计。
原文摘要 · Abstract (English)
To represent the causal relationships between variables, a directed acyclic graph (DAG) is widely utilized in many areas, such as social sciences, epidemics, and genetics. Many causal structure learning approaches are developed to learn the hidden causal structure utilizing deep-learning approaches. However, these approaches have a hidden assumption that the causal relationship remains unchanged over time, which may not hold in real life. In this paper, we develop a new framework to model the dynamic causal graph where the causal relations are allowed to be time-varying. We incorporate the basis approximation method into the score-based causal discovery approach to capture the dynamic pattern of the causal graphs. Utilizing the autoregressive model structure, we could capture both contemporaneous and time-lagged causal relationships while allowing them to vary with time. We propose an algorithm that could provide both past-time estimates and future-time predictions on the causal graphs, and conduct simulations to demonstrate the usefulness of the proposed method. We also apply the proposed method for the covid-data analysis, and provide causal estimates on how policy restriction's effect changes.
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