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

研究成果: Conference contribution

抜粋

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.

元の言語English
ホスト出版物のタイトル2019 53rd Annual Conference on Information Sciences and Systems, CISS 2019
出版者Institute of Electrical and Electronics Engineers Inc.
ISBN(電子版)9781728111513
DOI
出版物ステータスPublished - 2019 4 16
イベント53rd Annual Conference on Information Sciences and Systems, CISS 2019 - Baltimore, United States
継続期間: 2019 3 202019 3 22

出版物シリーズ

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

Conference

Conference53rd Annual Conference on Information Sciences and Systems, CISS 2019
United States
Baltimore
期間19/3/2019/3/22

    フィンガープリント

ASJC Scopus subject areas

  • Information Systems

これを引用

Horii, S., & Suko, T. (2019). 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 [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