An efficient search-and-score algorithm for ancestral graphs using multivariate information scores

• URL: http://arxiv.org/abs/2412.17508v1
• Date: Mon, 23 Dec 2024 12:09:14 GMT
• Title: An efficient search-and-score algorithm for ancestral graphs using multivariate information scores
• Authors: Nikita Lagrange, Herve Isambert,
• Abstract summary: We propose a greedy search-and-score algorithm for ancestral graphs, which include directed as well as bidirected edges. For computational efficiency, the proposed two-step algorithm relies on local information scores limited to the close surrounding nodes. This computational strategy, although restricted to information contributions from ac-connected subsets containing up to two-collider paths, is shown to outperform state-of-the-art causal discovery methods on challenging benchmark datasets.
• Score: 0.0
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• Abstract: We propose a greedy search-and-score algorithm for ancestral graphs, which include directed as well as bidirected edges, originating from unobserved latent variables. The normalized likelihood score of ancestral graphs is estimated in terms of multivariate information over relevant ``ac-connected subsets'' of vertices, C, that are connected through collider paths confined to the ancestor set of C. For computational efficiency, the proposed two-step algorithm relies on local information scores limited to the close surrounding vertices of each node (step 1) and edge (step 2). This computational strategy, although restricted to information contributions from ac-connected subsets containing up to two-collider paths, is shown to outperform state-of-the-art causal discovery methods on challenging benchmark datasets.

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