Selecting valid adjustment sets with uncertain causal graphs
Zhongyi Hu, Stéphanie van der Pas
TL;DR
This work tackles unbiased causal effect estimation when the exact DAG is unknown but the skeleton is known. It introduces a Bayesian graph-sampling approach over directed graphs to assess the validity of adjustment sets, leveraging local graph changes to rapidly test candidates and produce a compact, high-probability set of valid adjustments. Theoretical results characterize how valid adjustment sets behave under graph perturbations and under amenable CPDAGs, and the authors provide a concrete algorithm (Get_adjust) with complexity guarantees. Empirical results, including simulations and a Sachs dataset analysis, show improved precision and robust performance under graph misspecification, highlighting practical gains for estimating treatment effects when full causal structure is uncertain.
Abstract
Precise knowledge of causal directed acyclic graphs (DAGs) is assumed for standard approaches towards valid adjustment set selection for unbiased estimation, but in practice, the DAG is often inferred from data or expert knowledge, introducing uncertainty. We present techniques to identify valid adjustment sets despite potential errors in the estimated causal graph. Specifically, we assume that only the skeleton of the DAG is known. Under a Bayesian framework, we place a prior on graphs and wish to sample graphs and compute the posterior probability of each set being valid; however, directly doing so is inefficient as the number of sets grows exponentially with the number of nodes in the DAG. We develop theory and techniques so that a limited number of sets are tested while the probability of finding valid adjustment sets remains high. Empirical results demonstrate the effectiveness of the method.
