Estimating causal structure using conditional DAG models (1411.2755v1)

Abstract: This paper considers inference of causal structure in a class of graphical models called "conditional DAGs". These are directed acyclic graph (DAG) models with two kinds of variables, primary and secondary. The secondary variables are used to aid in estimation of causal relationships between the primary variables. We give causal semantics for this model class and prove that, under certain assumptions, the direction of causal influence is identifiable from the joint observational distribution of the primary and secondary variables. A score-based approach is developed for estimation of causal structure using these models and consistency results are established. Empirical results demonstrate gains compared with formulations that treat all variables on an equal footing, or that ignore secondary variables. The methodology is motivated by applications in molecular biology and is illustrated here using simulated data and in an analysis of proteomic data from the Cancer Genome Atlas.