Causal Inference with Graphical Models2022VT


Course plan
Goal
Causal inference comprises the study of cause and effect relationships, e.g.
the conditions under which they can be elucidated from observations and/or be
used to compute causal effects without actually performing interventions. More
specifically, when can we determine from observations if our habits are the
cause of a certain disease ? Or, when can we compute from observations the
effect on our health of a prescribed treatment ? The goal of this course is to
show the students how to answer these questions with the help of graphical
models.
Since predicting the consequences of decisions or actions is necessary in many
disciplines, it is not surprising that research on causal inference has a long
tradition. Specifically, causal inference can be traced back to the work by
Wright (1921), where path analysis was introduced for the first time. In path
analysis causal relationships are represented with directed edges, and
correlations due to unobserved common causes are represented with bidirected
edges. Wright showed how to use such a graphbased model (a.k.a graphical
model) to perform causal inference. Since then, the field has grown and
matured: New graphical models have been proposed, new algorithms for causal
effect identification have been developed, and algorithms for learning causal
relationships from observations have been devised. Most of these results are
reported in the books by Pearl (2009) and Peters et al. (2017). The goal of
this course is to introduce the students to these works.
Recommended for
Students in the field of machine learning, artificial intelligence, or statistics.
Prerequisites
Basic statistics and probability theory.
Contents
Lecture 0: Introduction
Lecture 1: Causal Models and Learning Algorithms
Lecture 2: Causal Effect Identification and doCalculus
Lecture 3: Actions, Plans and Direct Effects
Lecture 4: LinearGaussian Causal Models
Lecture 5: Counterfactuals
Literature
Pearl, J. Causality: Models, Reasoning, and Inference. Cambridge University
Press, 2009.
Pearl, J., Glymour, M. and Jewell, N. P. Causal Inference in Statistics. A
Primer. J. Wiley & Sons, 2016.
Peters, J. and Janzing, D. and Schölkopf, B. Elements of Causal Inference:
Foundations and Learning Algorithms. MIT Press, 2017.
Organization
Lectures, seminars and lab.
Examination
Lab report and seminar presentations (both in pairs).
Lecturer
Jose M. Peña
Examiner
Jose M. Peña
Credits
6 HEC
Page responsible: Director of Graduate Studies