Classical Strategies and Concepts in Causal Discovery
summary
Overview of causal discovery methods with concrete claims: PC algorithm uses a staged schedule of conditional independence tests (start with marginals, grow conditioning sets), removes edges, orients unshielded colliders and applies four acyclicity rules to output a CP-DAG (Markov equivalence class). Assumptions: causal sufficiency, acyclicity, faithfulness; issues: determinism or exact linear cancellations break faithfulness, finite-sample order-dependence matters. Complexity scales polynomially in p given bounded degree; PC is consistent with a shrinking alpha and correct tests.
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chapters (8)
- 0:00Introduction to the lecture
- 1:20Overview of causal discovery
- 4:23Methodological foundations
- 10:44Markov property and methods
- 15:22The faithfulness assumption
- 22:15Colliders and equivalence
- 31:23The PC algorithm
- 48:53Algorithm steps and summary
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