Joint structure learning and causal effect estimation for categorical graphical models

Abstract

ABSTRACT The scope of this paper is a multivariate setting involving categorical variables. Following an external manipulation of one variable, the goal is to evaluate the causal effect on an outcome of interest. A typical scenario involves a system of variables representing lifestyle, physical and mental features, symptoms, and risk factors, with the outcome being the presence or absence of a disease. These variables are interconnected in complex ways, allowing the effect of an intervention to propagate through multiple paths. A distinctive feature of our approach is the estimation of causal effects while accounting for uncertainty in both the dependence structure, which we represent through a directed acyclic graph (DAG), and the DAG-model parameters. Specifically, we propose a Markov chain Monte Carlo algorithm that targets the joint posterior over DAGs and parameters, based on an efficient reversible-jump proposal scheme. We validate our method through extensive simulation studies and demonstrate that it outperforms current state-of-the-art procedures in terms of estimation accuracy. Finally, we apply our methodology to analyze a dataset on depression and anxiety in undergraduate students.