拓展稳定回归的图模型适用范围,支持隐藏变量与因果循环。
Stable Blanket with Hidden Variables and Cycles
- 用ADMG和DMG图模型结合m-分离与σ-分离刻画复杂因果结构。
- 揭示在干预下响应变量与预测变量保持独立的条件与最小稳定集。
- 适合研究带隐藏因子或反馈回路的因果推断问题的研究者。
稳定回归旨在识别一组在不同环境条件下与响应变量的条件关系保持不变的预测变量。现有对稳定毯(stable blanket)的图模型刻画主要针对无隐藏变量和无因果循环的结构因果模型(SCM)。然而,在许多实际应用中,隐变量和反馈关系普遍存在,且会改变马尔可夫毯以及干预下仍稳定的预测变量集合。本文研究包含隐藏变量、因果循环或两者兼具的图式因果模型中的稳定毯。对于存在隐藏变量的情形,采用无环有向混合图(ADMG)与m-分离来刻画马尔可夫毯并构建干预稳定预测集;引入受干预子区域概念,描述干预如何影响与响应相连的区域。对于含循环的情形,使用有向图(DG)与有向混合图(DMG)结合σ-分离,将强连通分量(SCC)作为基本图单元处理。随后将上述思想整合,分析同时具有隐藏变量与循环的模型。主要结果给出了在这些推广设定下的马尔可夫毯、稳定边界与稳定毯的图模型表征;特别地,确定了响应变量在给定适当预测集后与干预变量条件独立的条件,并说明此类集合何时为最小或唯一。这些成果将稳定回归的图解释拓展至非树状、不完全可观测的模型。
原文摘要 · Abstract (English)
Stabilized regression aims to identify a set of predictors whose conditional relationship with a response variable remains invariant across different environments. Existing graphical characterizations of the stable blanket are mainly developed for structural causal models (SCMs) without hidden variables or causal cycles. However, latent variables and feedback relationships naturally arise in many applications, and they can change both the Markov blanket and the set of predictors that remain stable under interventions. This paper studies stable blankets in graphical causal models with hidden variables, causal cycles, and both features simultaneously. For models with hidden variables, we use acyclic directed mixed graphs (ADMGs) and $m$-separation to characterize the Markov blanket and to construct intervention-stable predictor sets. We introduce the notion of an intervened sub-district and use it to describe how interventions may affect districts connected to the response. For models with cycles, we work with directed graphs (DGs) and directed mixed graphs (DMGs) together with $σ$-separation, treating strongly connected components (SCCs) as the basic graphical units. We then combine these ideas to analyze models with both hidden variables and cycles. The main results give graphical characterizations of Markov blankets, stable frontiers, and stable blankets in these generalized settings. In particular, we identify conditions under which the response is conditionally independent of intervention variables given a suitable predictor set, and we describe when such sets are minimal or unique. These results extend the graphical interpretation of stabilized regression beyond acyclic fully observed models.
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