On Searching for Generalized Instrumental Variables

Benito Zander; Maciej Liskiewicz

On Searching for Generalized Instrumental Variables

Institut für Theoretische Informatik

Abstract

Instrumental Variables are a popular way to identify the direct causal effect of a random variable X on a variable Y. Often no single instrumental variable exists, although it is still possible to find a set of generalized instrumental variables (GIVs) and identify the causal effect of all these variables at once. Till now it was not known how to find GIVs systematically or even test efficiently, if given variables satisfy GIV conditions. We provide fast algorithms for searching and testing restricted cases of GIVs. However, we prove that in the most general case it is NP-hard to verify if given variables fulfill the conditions of a general instrumental sets.

Originalsprache	Englisch
Titel	Proceedings of the 19th International Conference on Artificial Intelligence and Statistics
Redakteure/-innen	Arthur Gretton, Christian C. Robert
Seitenumfang	9
Band	51
Erscheinungsort	Cadiz, Spain
Herausgeber (Verlag)	PMLR
Erscheinungsdatum	01.09.2016
Seiten	1214-1222
Publikationsstatus	Veröffentlicht - 01.09.2016
Veranstaltung	Proceedings of the 19th International Conference on Artificial Intelligence and Statistics - Cadiz, Spanien Dauer: 09.03.2016 → 11.03.2016

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Kausalität: algorithmischer Ansatz und komplexitätstheoretische Perspektive
Liskiewicz, M. & Textor, J.
01.01.16 → 31.12.22
Projekt: DFG-Projekte › DFG Einzelförderungen

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title = "On Searching for Generalized Instrumental Variables",

abstract = "Instrumental Variables are a popular way to identify the direct causal effect of a random variable X on a variable Y. Often no single instrumental variable exists, although it is still possible to find a set of generalized instrumental variables (GIVs) and identify the causal effect of all these variables at once. Till now it was not known how to find GIVs systematically or even test efficiently, if given variables satisfy GIV conditions. We provide fast algorithms for searching and testing restricted cases of GIVs. However, we prove that in the most general case it is NP-hard to verify if given variables fulfill the conditions of a general instrumental sets.",

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year = "2016",

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Zander, B & Liskiewicz, M 2016, On Searching for Generalized Instrumental Variables. in A Gretton & CC Robert (Hrsg.), Proceedings of the 19th International Conference on Artificial Intelligence and Statistics. Bd. 51, Proceedings of Machine Learning Research, PMLR, Cadiz, Spain, S. 1214-1222, Proceedings of the 19th International Conference on Artificial Intelligence and Statistics, Cadiz, Spanien, 09.03.16. <http://proceedings.mlr.press/v51/vanderzander16.pdf>

On Searching for Generalized Instrumental Variables. / Zander, Benito ; Liskiewicz, Maciej.
Proceedings of the 19th International Conference on Artificial Intelligence and Statistics. Hrsg. / Arthur Gretton; Christian C. Robert. Band 51 Cadiz, Spain: PMLR, 2016. S. 1214-1222 (Proceedings of Machine Learning Research).

Publikation: Kapitel in Büchern/Berichten/Konferenzbänden › Konferenzbeitrag › Begutachtung

TY - GEN

T1 - On Searching for Generalized Instrumental Variables

AU - Zander, Benito

AU - Liskiewicz, Maciej

PY - 2016/9/1

Y1 - 2016/9/1

N2 - Instrumental Variables are a popular way to identify the direct causal effect of a random variable X on a variable Y. Often no single instrumental variable exists, although it is still possible to find a set of generalized instrumental variables (GIVs) and identify the causal effect of all these variables at once. Till now it was not known how to find GIVs systematically or even test efficiently, if given variables satisfy GIV conditions. We provide fast algorithms for searching and testing restricted cases of GIVs. However, we prove that in the most general case it is NP-hard to verify if given variables fulfill the conditions of a general instrumental sets.

AB - Instrumental Variables are a popular way to identify the direct causal effect of a random variable X on a variable Y. Often no single instrumental variable exists, although it is still possible to find a set of generalized instrumental variables (GIVs) and identify the causal effect of all these variables at once. Till now it was not known how to find GIVs systematically or even test efficiently, if given variables satisfy GIV conditions. We provide fast algorithms for searching and testing restricted cases of GIVs. However, we prove that in the most general case it is NP-hard to verify if given variables fulfill the conditions of a general instrumental sets.

M3 - Conference contribution

VL - 51

T3 - Proceedings of Machine Learning Research

SP - 1214

EP - 1222

BT - Proceedings of the 19th International Conference on Artificial Intelligence and Statistics

A2 - Gretton, Arthur

A2 - Robert, Christian C.

PB - PMLR

CY - Cadiz, Spain

T2 - Proceedings of the 19th International Conference on Artificial Intelligence and Statistics

Y2 - 9 March 2016 through 11 March 2016

ER -

On Searching for Generalized Instrumental Variables

Abstract

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Kausalität: algorithmischer Ansatz und komplexitätstheoretische Perspektive

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