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THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA

THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

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Page 1: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

TH

E M

AT

HE

MA

TIC

S

OF

CA

US

AL

IN

FE

RE

NC

E

IN S

TA

TIS

TIC

S

Ju

de

a P

ea

rl

De

pa

rtm

en

t o

f C

om

pu

ter

Sc

ien

ce

UC

LA

Page 2: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

•S

tati

sti

ca

l v

s.

Ca

us

al

Mo

de

ling

:

dis

tin

cti

on

an

d m

en

tal

ba

rrie

rs

•N-R

vs

. s

tru

ctu

ral

mo

de

l:

str

en

gth

s a

nd

we

ak

ne

ss

es

•F

orm

al

se

ma

nti

cs

fo

r c

ou

nte

rfa

ctu

als

:

de

fin

itio

n,

ax

iom

s,

gra

ph

ica

l re

pre

se

nta

tio

ns

•G

rap

hs

an

d A

lge

bra

: S

ym

bio

sis

tra

ns

lati

on

an

d a

cc

om

plis

hm

en

ts

OU

TL

INE

Page 3: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

TR

AD

ITIO

NA

L S

TA

TIS

TIC

AL

INF

ER

EN

CE

PA

RA

DIG

M

Da

ta

Infe

ren

ce

Q(P

)

(As

pe

cts

of P

)

P

Jo

int

Dis

trib

uti

on

e.g

.,

Infe

r w

he

the

r c

us

tom

ers

wh

o b

ou

gh

t p

rod

uc

t A

wo

uld

als

o b

uy

pro

du

ct B

.

Q=

P(B | A

)

Page 4: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

Wh

at

ha

pp

en

s w

he

n P

ch

an

ge

s?

e.g

.,

Infe

r w

he

the

r c

us

tom

ers

wh

o b

ou

gh

t p

rod

uc

t A

wo

uld

sti

ll b

uy

Aif

we

we

re t

o d

ou

ble

th

e p

ric

e.

FR

OM

ST

AT

IST

ICA

L T

O C

AU

SA

L A

NA

LY

SIS

:

1.

TH

E D

IFF

ER

EN

CE

S

Pro

ba

bili

ty a

nd

sta

tis

tic

s d

ea

l w

ith

sta

tic

re

lati

on

s

Da

ta

Infe

ren

ce

Q(P

′)(A

sp

ec

ts o

f P

′)

P′

Jo

int

Dis

trib

uti

on

P

Jo

int

Dis

trib

uti

on c

ha

ng

e

Page 5: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

FR

OM

ST

AT

IST

ICA

L T

O C

AU

SA

L A

NA

LY

SIS

:

1.

TH

E D

IFF

ER

EN

CE

S

Note

: P

′(v)

≠P (v

| price = 2

)

Pd

oe

s n

ot

tell

us

ho

w i

t o

ug

ht

to c

ha

ng

e

e.g

. C

uri

ng

sy

mp

tom

s v

s.

cu

rin

g d

ise

as

es

e.g

. A

na

log

y:

me

ch

an

ica

l d

efo

rma

tio

n

Wh

at

rem

ain

s i

nv

ari

an

t w

he

n P

ch

an

ge

s s

ay

, to

sa

tis

fy

P′(price

=2)=

1

Da

ta

Infe

ren

ce

Q( P

′)(A

sp

ec

ts o

f P

′)

P′

Jo

int

Dis

trib

uti

on

P

Jo

int

Dis

trib

uti

on c

ha

ng

e

Page 6: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

FR

OM

ST

AT

IST

ICA

L T

O C

AU

SA

L A

NA

LY

SIS

:

1.

TH

E D

IFF

ER

EN

CE

S (

CO

NT

)

CA

US

AL

Sp

uri

ou

s c

orr

ela

tio

n

Ra

nd

om

iza

tio

n

Co

nfo

un

din

g /

Eff

ec

t

Ins

tru

me

nt

Ho

ldin

g c

on

sta

nt

Ex

pla

na

tory

va

ria

ble

s

ST

AT

IST

ICA

L

Re

gre

ss

ion

As

so

cia

tio

n /

In

de

pe

nd

en

ce

“Co

ntr

olli

ng

fo

r” /

Co

nd

itio

nin

g

Od

d a

nd

ris

k r

ati

os

Co

llap

sib

ility

1.

Ca

us

al

an

d s

tati

sti

ca

l c

on

ce

pts

do

no

t m

ix.

2.

3.

4.

Page 7: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

CA

US

AL

Sp

uri

ou

s c

orr

ela

tio

n

Ra

nd

om

iza

tio

n

Co

nfo

un

din

g /

Eff

ec

t

Ins

tru

me

nt

Ho

ldin

g c

on

sta

nt

Ex

pla

na

tory

va

ria

ble

s

ST

AT

IST

ICA

L

Re

gre

ss

ion

As

so

cia

tio

n /

In

de

pe

nd

en

ce

“Co

ntr

olli

ng

fo

r” /

Co

nd

itio

nin

g

Od

d a

nd

ris

k r

ati

os

Co

llap

sib

ility

1.

Ca

us

al

an

d s

tati

sti

ca

l c

on

ce

pts

do

no

t m

ix.

4.

3.

Ca

us

al

as

su

mp

tio

ns

ca

nn

ot

be

ex

pre

ss

ed

in

th

e m

ath

em

ati

ca

l

lan

gu

ag

e o

f s

tan

da

rd s

tati

sti

cs

.

FR

OM

ST

AT

IST

ICA

L T

O C

AU

SA

L A

NA

LY

SIS

:

1.

TH

E D

IFF

ER

EN

CE

S (

CO

NT

)

2.

No

ca

us

es

in

–n

o c

au

se

s o

ut

(Ca

rtw

rig

ht,

19

89

)

sta

tis

tic

al

as

su

mp

tio

ns

+ d

ata

ca

us

al

as

su

mp

tio

ns

ca

us

al

co

nc

lus

ion

s⇒}

Page 8: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

4.

No

n-s

tan

da

rd m

ath

em

ati

cs

:

a)

Str

uc

tura

l e

qu

ati

on

mo

de

ls (

Wri

gh

t, 1

92

0;

Sim

on

, 1

96

0)

b)

Co

un

terf

ac

tua

ls (

Ne

ym

an

-Ru

bin

(Yx),

Le

wis

(x

Y))

CA

US

AL

Sp

uri

ou

s c

orr

ela

tio

n

Ra

nd

om

iza

tio

n

Co

nfo

un

din

g /

Eff

ec

t

Ins

tru

me

nt

Ho

ldin

g c

on

sta

nt

Ex

pla

na

tory

va

ria

ble

s

ST

AT

IST

ICA

L

Re

gre

ss

ion

As

so

cia

tio

n /

In

de

pe

nd

en

ce

“Co

ntr

olli

ng

fo

r” /

Co

nd

itio

nin

g

Od

d a

nd

ris

k r

ati

os

Co

llap

sib

ility

1.

Ca

us

al

an

d s

tati

sti

ca

l c

on

ce

pts

do

no

t m

ix.

3.

Ca

us

al

as

su

mp

tio

ns

ca

nn

ot

be

ex

pre

ss

ed

in

th

e m

ath

em

ati

ca

l

lan

gu

ag

e o

f s

tan

da

rd s

tati

sti

cs

.

FR

OM

ST

AT

IST

ICA

L T

O C

AU

SA

L A

NA

LY

SIS

:

1.

TH

E D

IFF

ER

EN

CE

S (

CO

NT

)

2.

No

ca

us

es

in

–n

o c

au

se

s o

ut

(Ca

rtw

rig

ht,

19

89

)

sta

tis

tic

al

as

su

mp

tio

ns

+ d

ata

ca

us

al

as

su

mp

tio

ns

ca

us

al

co

nc

lus

ion

s⇒}

Page 9: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

TW

O P

AR

AD

IGM

S F

OR

CA

US

AL

IN

FE

RE

NC

E

Ob

se

rve

d:

P(X, Y, Z,...)

Co

nc

lus

ion

s n

ee

de

d:

P(Y

x=y)

, P

(Xy=x

| Z=z)

...

Ho

w d

o w

e c

on

ne

ct

ob

se

rva

ble

s, X,Y,Z

,…

to c

ou

nte

rfa

ctu

als

Yx, X

z, Z

y,…

?

N-R m

od

el

Co

un

terf

ac

tua

ls a

re

pri

mit

ive

s,

ne

w v

ari

ab

les

Su

pe

r-d

istr

ibu

tio

n

P*(X, Y,…

, Yx, X

z,…

)

X, Y, Z

co

ns

tra

in

Yx, Z

y,…

Str

uc

tura

l m

od

el

Co

un

terf

ac

tua

ls a

re

de

riv

ed

qu

an

titi

es

Su

bs

cri

pts

mo

dif

y t

he

dis

trib

uti

on

P(Y

x=y)

= P

x(Y=y)

Page 10: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

“SU

PE

R”

DIS

TR

IBU

TIO

N

IN N-R

MO

DE

L

X 0 0 0 1

Y 0 1 0 0

Yx=

0

0 1 1 1

Z 0 1 0 0

Yx=

1

1 0 0 0

Xz=

0

0 1 0 0

Xz=

1

0 0 1 1

Xy=

0⋅⋅⋅

0⋅⋅⋅

1⋅⋅⋅

1⋅⋅⋅

0⋅⋅⋅

U u1

u2

u3

u4

inc

on

sis

ten

cy

:

x

= 0

⇒Yx=

0=

YY = xY

1+ (

1-x

) Y

0

yx

zx

xyxz

yx

ZX

Y

XZ

yY

P

ZY

ZY

ZY

XP

|

),

|(

*

...)

,...

,...

,,...

,,

(*

⊥⊥

=

:D

efi

ne

s

Page 11: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

Is c

on

sis

ten

cy

th

e o

nly

co

nn

ec

tio

n b

etw

ee

n⊥

Yx

⊥X

| Z

jud

gm

en

tal

&o

pa

qu

e

Try

it:

X →

Y →

Z?

op

aq

ue

⊥Yx

⊥X

| Z

jud

gm

en

tal

&

TY

PIC

AL

IN

FE

RE

NC

E

IN N-R

MO

DE

LF

ind

P*(Y

x=y)

giv

en

co

va

ria

te Z

, ∑∑∑∑

=

==

==

==

=

zzzx

zx

x

zP

zx

yP

zP

zx

yY

P

zP

zx

yY

P

zP

zy

YP

yY

P

)(

),

|(

)(

),

|(

*

)(

),

|(

*

)(

)|

(*

)(

*

Pro

ble

ms

:

1)

X, Y

an

d Y

x?

2)

As

su

me

co

ns

iste

nc

y:

X=x ⇒

Yx=Y

As

su

me

ig

no

rab

ility

:

Yx

⊥X | Z

Is c

on

sis

ten

cy

th

e o

nly

co

nn

ec

tio

n b

etw

ee

n

Page 12: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

Da

ta

Infe

ren

ce

Q(M

)

(As

pe

cts

of M

)

Da

ta

Ge

ne

rati

ng

Mo

de

l

M–

Ora

cle

fo

r c

om

pu

tin

g a

ns

we

rs t

o Q

’s.

e.g

.,

Infe

r w

he

the

r c

us

tom

ers

wh

o b

ou

gh

t p

rod

uc

t A

wo

uld

sti

ll b

uy

Aif

we

we

re t

o d

ou

ble

the

pri

ce

.

Jo

int

Dis

trib

uti

on

TH

E S

TR

UC

TU

RA

L M

OD

EL

PA

RA

DIG

M

Page 13: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

Z

YX

INP

UT

OU

TP

UT

FA

MIL

IAR

CA

US

AL

MO

DE

L

OR

AC

LE

FO

R M

AN

IPIL

AT

ION

Page 14: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

ST

RU

CT

UR

AL

CA

US

AL

MO

DE

LS

De

fin

itio

n:

A s

tru

ctu

ral

ca

us

al

mo

de

lis

a 4

-tu

ple

⟨ ⟨⟨⟨V,U, F, P

(u)⟩ ⟩⟩⟩

, w

he

re

•V

= {V

1,...,V

n}

are

ob

se

rva

ble

va

ria

ble

s

•U

={U

1,...,U

m}

are

ba

ck

gro

un

d v

ari

ab

les

•F

= {f 1,...,f n

}a

re f

un

cti

on

s d

ete

rmin

ing

V,

v i=

fi(v,

u)

•P

(u)

is a

dis

trib

uti

on

ov

er U

P(u

)a

nd

Fin

du

ce

a d

istr

ibu

tio

n P

(v)

ov

er

ob

se

rva

ble

va

ria

ble

s

Page 15: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

ST

RU

CT

UR

AL

MO

DE

LS

AN

D

CA

US

AL

DIA

GR

AM

S

Th

e a

rgu

me

nts

of

the

fu

nc

tio

nsv i

= fi(v,u)

de

fin

e a

gra

ph

v i=

fi(pai,u

i)PAi⊆V

\Vi

Ui⊆U

Ex

am

ple

: P

ric

e –

Qu

an

tity

eq

ua

tio

ns

in

ec

on

om

ics

U1

U2

IW

QP

PAQ

22

2

11

1

uw

dq

bp

ui

dp

bq

++

=

++

=

Page 16: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

U1

U2

IW

QP

22

2

11

1

uw

dq

bp

ui

dp

bq

++

=

++

=

Le

t X

be

a s

et

of

va

ria

ble

s i

n V

.

Th

e a

cti

on

do(x

)s

ets

Xto

co

ns

tan

ts x

reg

ard

les

s o

f

the

fa

cto

rs w

hic

h p

rev

iou

sly

de

term

ine

d X

.

do

(x)

rep

lac

es

all

fun

cti

on

s fi

de

term

inin

g X

wit

h t

he

co

ns

tan

t fu

nc

tio

nsX=x,

to

cre

ate

a m

uti

late

d m

od

elM

x

ST

RU

CT

UR

AL

MO

DE

LS

AN

D

INT

ER

VE

NT

ION

Page 17: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

U1

U2

IW

QP

P = p

0

0

22

2

11

1 pp

uw

dq

bp

ui

dp

bq

=

++

=

++

=

Mp

Le

t X

be

a s

et

of

va

ria

ble

s i

n V

.

Th

e a

cti

on

do(x

)s

ets

Xto

co

ns

tan

ts x

reg

ard

les

s o

f

the

fa

cto

rs w

hic

h p

rev

iou

sly

de

term

ine

d X

.

do

(x)

rep

lac

es

all

fun

cti

on

s fi

de

term

inin

g X

wit

h t

he

co

ns

tan

t fu

nc

tio

nsX=x,

to

cre

ate

a m

uti

late

d m

od

elM

x

ST

RU

CT

UR

AL

MO

DE

LS

AN

D

INT

ER

VE

NT

ION

Page 18: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

CA

US

AL

MO

DE

LS

AN

D

CO

UN

TE

RF

AC

TU

AL

S

De

fin

itio

n:

Th

e s

en

ten

ce

: “Y

wo

uld

be

y(i

n s

itu

ati

on

u),

ha

d X

be

enx,

”d

en

ote

d Y

x(u)

= y

, m

ea

ns

:

Th

e s

olu

tio

n f

or Y

in a

mu

tila

ted

mo

de

l M

x,

(i.e

., t

he

eq

ua

tio

ns

fo

r X

rep

lac

ed

by

X=

x)

wit

h i

np

ut U=u,

is e

qu

al

to y.

)(

),

()

(,

)(

:

uP

zZ

yY

Pz

uZ

yu

Yu

wx

wx

∑=

==

==

Jo

int

pro

ba

bili

tie

s o

f c

ou

nte

rfa

ctu

als

:

Th

e s

up

er-

dis

trib

uti

on

P*

is d

eri

ve

d f

rom

M.

Pa

rsim

on

ou

s,

co

ns

iste

nt,

an

d t

ran

sp

are

nt

Page 19: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

AX

IOM

S O

F C

AU

SA

L

CO

UN

TE

RF

AC

TU

AL

S

1.

De

fin

ite

ne

ss

2.

Un

iqu

en

es

s

3.

Eff

ec

tiv

en

es

s

4.

Co

mp

os

itio

n

5.

Re

ve

rsib

ility

xu

Xt

sX

xy

=∈

∃)

( .

.

')'

)(

(&

))

((

xx

xu

Xx

uX

yy

=⇒

==

xu

Xxw

=)

(

)(

)(

)(

uY

uY

wu

Wx

xwx

=⇒

=

yu

Yw

uW

yu

Yx

xyxw

=⇒

==

)(

))

((

&)

((

:)

(y

uYx

=Y w

ou

ld b

ey, h

adX

be

enx

(in

sta

teU = u

)

Page 20: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

GR

AP

HIC

AL

–C

OU

NT

ER

FA

CT

UA

LS

SY

MB

IOS

IS

Ev

ery

ca

us

al

gra

ph

ex

pre

ss

es

co

un

terf

ac

tua

ls

as

su

mp

tio

ns

, e

.g.,

X →

Y →

Z

co

ns

iste

nt,

an

d r

ea

da

ble

fro

m t

he

gra

ph

.

Ev

ery

th

eo

rem

in

SE

M i

s a

th

eo

rem

in

N-R

,

an

d c

on

ve

rse

ly.

)(

)(

,u

Yu

Yx

zx

=1

.M

iss

ing

arr

ow

s

Y←

Z

2.

Mis

sin

g a

rcs

YZ

yx

ZY

⊥⊥

Page 21: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

ST

RU

CT

UR

AL

AN

AL

YS

IS:

SO

ME

US

EF

UL

RE

SU

LT

S

1.

Co

mp

lete

fo

rma

l s

em

an

tic

s o

f c

ou

nte

rfa

ctu

als

2.

Tra

ns

pa

ren

t la

ng

ua

ge

fo

r e

xp

res

sin

g a

ss

um

pti

on

s

3.

Co

mp

lete

so

luti

on

to

ca

us

al-

eff

ec

t id

en

tifi

ca

tio

n

4.

Le

ga

l re

sp

on

sib

ility

(b

ou

nd

s)

5.

No

n-c

om

plia

nc

e (

un

ive

rsa

l b

ou

nd

s)

6.

Inte

gra

tio

n o

f d

ata

fro

m d

ive

rse

so

urc

es

7.

Dir

ec

t a

nd

In

dir

ec

t e

ffe

cts

,

8.

Co

mp

lete

cri

teri

on

fo

r c

ou

nte

rfa

ctu

al

tes

tab

ility

Page 22: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

RE

GR

ES

SIO

N V

S.

ST

RU

CT

UR

AL

EQ

UA

TIO

NS

(TH

E C

ON

FU

SIO

N O

F T

HE

CE

NT

UR

Y)

Re

gre

ss

ion

(c

laim

les

s):

Y = ax + a

1z 1+ a

2z 2+ ... + a

kzk+ ε

y

a ∂E

[Y|x,z]

/ ∂x

= R

yx⋅z

Y ε

y| X

,Z

Str

uc

tura

l (e

mp

iric

al,

fa

lsif

iab

le):

Y = bx+ b

1z 1+ b

2z 2+ ... + b

kzk+ u

y

b ∂E

[Y | do(x,z

)] /

∂x = ∂E

[Yx,z]

/∂x

As

su

mp

tio

ns

: Y

x,z=

Yx,z,w

cov(ui, uj) =

0 f

or

so

mei,j

⊥⊥=∆ =∆

Page 23: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

RE

GR

ES

SIO

N V

S.

ST

RU

CT

UR

AL

EQ

UA

TIO

NS

(TH

E C

ON

FU

SIO

N O

F T

HE

CE

NT

UR

Y)

Re

gre

ss

ion

(c

laim

les

s):

Y = ax + a

1z 1+ a

2z 2+ ... + a

kzk+ ε

y

a ∂E

[Y|x,z]

/ ∂x

= R

yx⋅z

Y ε

y| X

,Z

Str

uc

tura

l (e

mp

iric

al,

fa

lsif

iab

le):

Y = bx+ b

1z 1+ b

2z 2+ ... + b

kzk+ u

y

b ∂E

[Y | do(x,z

)] /

∂x = ∂E

[Yx,z]

/∂x

As

su

mp

tio

ns

: Y

x,z=

Yx,z,w

cov(ui, uj) =

0 f

or

so

mei,j

⊥⊥=∆ =∆

Th

e m

oth

er

of

all

qu

es

tio

ns

:

“Wh

en

wo

uld

be

qu

al a

?,”

or

“Wh

at

kin

d o

f re

gre

ss

ors

sh

ou

ld Z

inc

lud

e?

An

sw

er:

Wh

en

Zs

ati

sfi

es

th

e b

ac

kd

oo

r c

rite

rio

n

Qu

es

tio

n:

Wh

en

is

be

sti

ma

ble

by

re

gre

ss

ion

me

tho

ds

?

An

sw

er:

gra

ph

ica

l c

rite

ria

av

aila

ble

Page 24: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

TH

E B

AC

K-D

OO

R C

RIT

ER

ION

Gra

ph

ica

l te

st

of

ide

nti

fic

ati

on

P(y | do(x

))is

id

en

tifi

ab

le i

n G

if t

he

re i

s a

se

t Z

of

va

ria

ble

s s

uc

h t

ha

tZd

-se

pa

rate

s X

fro

m Y

inG

x.

Z6

Z3

Z2

Z5

Z1

XY

Z4

Z6

Z3

Z2

Z5

Z1

XY

Z4

Z

Mo

reo

ve

r, P

(y | do(x

))=

∑P

(y | x,z)

P(z

)

(“a

dju

sti

ng

” fo

r Z

)z

Gx

G

Page 25: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

•do

-ca

lcu

lus

is

co

mp

lete

•C

om

ple

te g

rap

hic

al

cri

teri

on

fo

r id

en

tify

ing

ca

us

al

eff

ec

ts(S

hp

its

er

an

d P

ea

rl,

20

06

).

•C

om

ple

te g

rap

hic

al

cri

teri

on

fo

r e

mp

iric

al

tes

tab

ility

of

co

un

terf

ac

tua

ls

(Sh

pit

se

ra

nd

Pe

arl

, 2

00

7).

RE

CE

NT

R

ES

UL

TS

O

N

IDE

NT

IFIC

AT

ION

Page 26: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

DE

TE

RM

ININ

G T

HE

CA

US

ES

OF

EF

FE

CT

S

(Th

e A

ttri

bu

tio

n P

rob

lem

)

•Y

ou

r H

on

or!

My

clie

nt

(Mr.

A)

die

d B

EC

AU

SE

he

us

ed

th

at

dru

g.

Page 27: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

DE

TE

RM

ININ

G T

HE

CA

US

ES

OF

EF

FE

CT

S

(Th

e A

ttri

bu

tio

n P

rob

lem

)

•Y

ou

r H

on

or!

My

clie

nt

(Mr.

A)

die

d B

EC

AU

SE

he

us

ed

th

at

dru

g.

•C

ou

rt t

o d

ec

ide

if

it i

s M

OR

E P

RO

BA

BL

E T

HA

N

NO

Tth

at A

wo

uld

be

aliv

e B

UT

FO

Rth

e d

rug

!

P(?

| A

is d

ea

d,

too

k t

he

dru

g)

>0

.50

PN

=

Page 28: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

TH

E P

RO

BL

EM

Se

ma

nti

ca

lP

rob

lem

:

1.

Wh

at

is t

he

me

an

ing

of PN

(x,y

):

“Pro

ba

bili

ty t

ha

t e

ve

nt y

wo

uld

no

t h

av

e o

cc

urr

ed

if

it w

ere

no

t fo

r e

ve

nt x,

giv

en

th

at x

an

d y

did

in

fa

ct

oc

cu

r.”

Page 29: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

TH

E P

RO

BL

EM

Se

ma

nti

ca

lP

rob

lem

:

1.

Wh

at

is t

he

me

an

ing

of PN

(x,y

):

“Pro

ba

bili

ty t

ha

t e

ve

nt y

wo

uld

no

t h

av

e o

cc

urr

ed

if

it w

ere

no

t fo

r e

ve

nt x,

giv

en

th

at x

an

d y

did

in

fa

ct

oc

cu

r.”

An

sw

er:

Co

mp

uta

ble

fro

m M

),

|'(

),

('

yx

yY

Py

xPN

x=

=

Page 30: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

TH

E P

RO

BL

EM

Se

ma

nti

ca

lP

rob

lem

:

1.

Wh

at

is t

he

me

an

ing

of PN

(x,y

):

“Pro

ba

bili

ty t

ha

t e

ve

nt y

wo

uld

no

t h

av

e o

cc

urr

ed

if

it w

ere

no

t fo

r e

ve

nt x,

giv

en

th

at x

an

d y

did

in

fa

ct

oc

cu

r.”

2.

Un

de

r w

ha

t c

on

dit

ion

ca

n PN

(x,y

)b

e l

ea

rne

d f

rom

sta

tis

tic

al

da

ta,

i.e

., o

bs

erv

ati

on

al,

ex

pe

rim

en

tal

an

d c

om

bin

ed

.

An

aly

tic

al

Pro

ble

m:

Page 31: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

TY

PIC

AL

TH

EO

RE

MS

(Tia

na

nd

Pe

arl

, 2

00

0)

•B

ou

nd

s g

ive

n c

om

bin

ed

no

ne

xp

eri

me

nta

l a

nd

ex

pe

rim

en

tal

da

ta

≤≤

)(

)(

1

min

)(

)(

)(

0

max

x,y

P

y'P

PN

x,y

P

yP

yP

x'x'

)(

)(

)(

)(

)(

)(

x,y

P

yP

y|x'

P

y|x

P

y|x'

Py|x

PPN

x'−

+−

=

•Id

en

tifi

ab

ility

un

de

r m

on

oto

nic

ity

(C

om

bin

ed

da

ta)

co

rre

cte

d E

xc

es

s-R

isk

-Ra

tio

Page 32: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

CA

N F

RE

QU

EN

CY

DA

TA

DE

CID

E

CA

N F

RE

QU

EN

CY

DA

TA

DE

CID

E

LE

GA

L R

ES

PO

NS

IBIL

ITY

?L

EG

AL

RE

SP

ON

SIB

ILIT

Y?

•N

on

ex

pe

rim

en

tal

da

ta:

dru

g u

sa

ge

pre

dic

ts l

on

ge

r lif

e

•E

xp

eri

me

nta

l d

ata

:d

rug

ha

s n

eg

ligib

le e

ffe

ct

on

su

rviv

al

Ex

pe

rim

en

tal

No

ne

xp

eri

me

nta

l

do(x

)do(x

′)x

x′D

ea

ths

(y)

16

14

22

8

Su

rviv

als

(y ′

)9

84

98

69

98

97

2

1,0

00

1,0

00

1,0

00

1,0

00

1.

He

ac

tua

lly d

ied

2.

He

us

ed

th

e d

rug

by

ch

oic

e

50

0.

),

|'(

'

>=

=∆y

xy

YP

PN

x

•C

ou

rt t

o d

ec

ide

(g

ive

n b

oth

da

ta):

Is i

t m

ore

pro

ba

ble

th

an

no

tth

at A

wo

uld

be

aliv

e

bu

t fo

rth

e d

rug

?

•P

lain

tiff

:M

r. A

is

sp

ec

ial.

Page 33: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

SO

LU

TIO

N T

O T

HE

AT

TR

IBU

TIO

N P

RO

BL

EM

•W

ITH

PR

OB

AB

ILIT

Y O

NE

1 ≤

P(y

′ x′| x,y

) ≤

1

•C

om

bin

ed

da

ta t

ell

mo

re t

ha

t e

ac

h s

tud

y a

lon

e

Page 34: THE MATHEMATICS OF CAUSAL INFERENCE IN ...gelman/stuff_for_blog/pearl-jsm07...THE MATHEMATICS OF CAUSAL INFERENCE IN STATISTICS Judea Pearl Department of Computer Science UCLA •

CO

NC

LU

SIO

NS

Str

uc

tura

l-m

od

el

se

ma

nti

cs

, e

nri

ch

ed

wit

h l

og

ic

an

d g

rap

hs

, p

rov

ide

s:

•C

om

ple

te f

orm

al

ba

sis

fo

r th

e N-R

mo

de

l

•U

nif

ies

th

e g

rap

hic

al,

po

ten

tia

l-o

utc

om

e a

nd

str

uc

tura

l e

qu

ati

on

ap

pro

ac

he

s

•P

ow

erf

ul

an

d f

rie

nd

ly c

au

sa

l c

alc

ulu

s

(be

st

fea

ture

s o

f e

ac

h a

pp

roa

ch

)