A Note on the Estimation Method of Intervention Effects based on Statistical Decision Theory

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

In this paper, we deal with the problem of estimating the intervention effect in the statistical causal analysis using the structural equation model and the causal diagram. The intervention effect is defined as a causal effect on the response variable Y when the causal variable X is fixed to a certain value by an external operation and is defined based on the causal diagram. The intervention effect is defined as a function of the probability distributions in the causal diagram, however, generally these probability distributions are unknown, so it is required to estimate them from data. In other words, the steps of the estimation of the intervention effect using the causal diagram are as follows: 1. Estimate the causal diagram from the data, 2. Estimate the probability distributions in the causal diagram from the data, 3. Calculate the intervention effect. However, if the problem of estimating the intervention effect is formulated in the statistical decision theory framework, estimation with this procedure is not necessarily optimal. In this study, we formulate the problem of estimating the intervention effect for the two cases, the case where the causal diagram is known and the case where it is unknown, in the framework of statistical decision theory and derive the optimal decision method under the Bayesian criterion. We show the effectiveness of the proposed method through numerical simulations.

Original languageEnglish
Title of host publication2019 53rd Annual Conference on Information Sciences and Systems, CISS 2019
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9781728111513
DOIs
Publication statusPublished - 2019 Apr 16
Event53rd Annual Conference on Information Sciences and Systems, CISS 2019 - Baltimore, United States
Duration: 2019 Mar 202019 Mar 22

Publication series

Name2019 53rd Annual Conference on Information Sciences and Systems, CISS 2019

Conference

Conference53rd Annual Conference on Information Sciences and Systems, CISS 2019
CountryUnited States
CityBaltimore
Period19/3/2019/3/22

Fingerprint

Decision theory
Probability distributions
Statistical methods
Computer simulation

ASJC Scopus subject areas

  • Information Systems

Cite this

Horii, S., & Suko, T. (2019). A Note on the Estimation Method of Intervention Effects based on Statistical Decision Theory. In 2019 53rd Annual Conference on Information Sciences and Systems, CISS 2019 [8692816] (2019 53rd Annual Conference on Information Sciences and Systems, CISS 2019). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CISS.2019.8692816

A Note on the Estimation Method of Intervention Effects based on Statistical Decision Theory. / Horii, Shunsuke; Suko, Tota.

2019 53rd Annual Conference on Information Sciences and Systems, CISS 2019. Institute of Electrical and Electronics Engineers Inc., 2019. 8692816 (2019 53rd Annual Conference on Information Sciences and Systems, CISS 2019).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Horii, S & Suko, T 2019, A Note on the Estimation Method of Intervention Effects based on Statistical Decision Theory. in 2019 53rd Annual Conference on Information Sciences and Systems, CISS 2019., 8692816, 2019 53rd Annual Conference on Information Sciences and Systems, CISS 2019, Institute of Electrical and Electronics Engineers Inc., 53rd Annual Conference on Information Sciences and Systems, CISS 2019, Baltimore, United States, 19/3/20. https://doi.org/10.1109/CISS.2019.8692816
Horii S, Suko T. A Note on the Estimation Method of Intervention Effects based on Statistical Decision Theory. In 2019 53rd Annual Conference on Information Sciences and Systems, CISS 2019. Institute of Electrical and Electronics Engineers Inc. 2019. 8692816. (2019 53rd Annual Conference on Information Sciences and Systems, CISS 2019). https://doi.org/10.1109/CISS.2019.8692816
Horii, Shunsuke ; Suko, Tota. / A Note on the Estimation Method of Intervention Effects based on Statistical Decision Theory. 2019 53rd Annual Conference on Information Sciences and Systems, CISS 2019. Institute of Electrical and Electronics Engineers Inc., 2019. (2019 53rd Annual Conference on Information Sciences and Systems, CISS 2019).
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