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Robust causal structure learning with some hidden variables

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  • Benjamin Frot
  • Preetam Nandy
  • Marloes H. Maathuis

Abstract

We introduce a new method to estimate the Markov equivalence class of a directed acyclic graph (DAG) in the presence of hidden variables, in settings where the underlying DAG among the observed variables is sparse, and there are a few hidden variables that have a direct effect on many of the observed variables. Building on the so‐called low rank plus sparse framework, we suggest a two‐stage approach which first removes the effect of the hidden variables and then estimates the Markov equivalence class of the underlying DAG under the assumption that there are no remaining hidden variables. This approach is consistent in certain high dimensional regimes and performs favourably when compared with the state of the art, in terms of both graphical structure recovery and total causal effect estimation.

Suggested Citation

  • Benjamin Frot & Preetam Nandy & Marloes H. Maathuis, 2019. "Robust causal structure learning with some hidden variables," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 81(3), pages 459-487, July.
    • Handle: RePEc:bla:jorssb:v:81:y:2019:i:3:p:459-487
    DOI: 10.1111/rssb.12315
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    Cited by:

    1. Federico Castelletti & Guido Consonni, 2021. "Bayesian inference of causal effects from observational data in Gaussian graphical models," Biometrics, The International Biometric Society, vol. 77(1), pages 136-149, March.

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