On Searching for Generalized Instrumental Variables

Benito Zander, Maciej Liśkiewicz
Proceedings of the 19th International Conference on Artificial Intelligence and Statistics, PMLR 51:1214-1222, 2016.

Abstract

Instrumental Variables are a popular way to identify the direct causal effect of a random variable X on a variable Y. Often no single instrumental variable exists, although it is still possible to find a set of generalized instrumental variables (GIVs) and identify the causal effect of all these variables at once. Till now it was not known how to find GIVs systematically or even test efficiently, if given variables satisfy GIV conditions. We provide fast algorithms for searching and testing restricted cases of GIVs. However, we prove that in the most general case it is NP-hard to verify if given variables fulfill the conditions of a general instrumental sets.

Cite this Paper

BibTeX
@InProceedings{pmlr-v51-vanderzander16, title = {On Searching for Generalized Instrumental Variables}, author = {Zander, Benito and Liśkiewicz, Maciej}, booktitle = {Proceedings of the 19th International Conference on Artificial Intelligence and Statistics}, pages = {1214--1222}, year = {2016}, editor = {Gretton, Arthur and Robert, Christian C.}, volume = {51}, series = {Proceedings of Machine Learning Research}, address = {Cadiz, Spain}, month = {09--11 May}, publisher = {PMLR}, pdf = {http://proceedings.mlr.press/v51/vanderzander16.pdf}, url = {https://proceedings.mlr.press/v51/vanderzander16.html}, abstract = {Instrumental Variables are a popular way to identify the direct causal effect of a random variable X on a variable Y. Often no single instrumental variable exists, although it is still possible to find a set of generalized instrumental variables (GIVs) and identify the causal effect of all these variables at once. Till now it was not known how to find GIVs systematically or even test efficiently, if given variables satisfy GIV conditions. We provide fast algorithms for searching and testing restricted cases of GIVs. However, we prove that in the most general case it is NP-hard to verify if given variables fulfill the conditions of a general instrumental sets.} }
Endnote
%0 Conference Paper %T On Searching for Generalized Instrumental Variables %A Benito Zander %A Maciej Liśkiewicz %B Proceedings of the 19th International Conference on Artificial Intelligence and Statistics %C Proceedings of Machine Learning Research %D 2016 %E Arthur Gretton %E Christian C. Robert %F pmlr-v51-vanderzander16 %I PMLR %P 1214--1222 %U https://proceedings.mlr.press/v51/vanderzander16.html %V 51 %X Instrumental Variables are a popular way to identify the direct causal effect of a random variable X on a variable Y. Often no single instrumental variable exists, although it is still possible to find a set of generalized instrumental variables (GIVs) and identify the causal effect of all these variables at once. Till now it was not known how to find GIVs systematically or even test efficiently, if given variables satisfy GIV conditions. We provide fast algorithms for searching and testing restricted cases of GIVs. However, we prove that in the most general case it is NP-hard to verify if given variables fulfill the conditions of a general instrumental sets.
RIS
TY - CPAPER TI - On Searching for Generalized Instrumental Variables AU - Benito Zander AU - Maciej Liśkiewicz BT - Proceedings of the 19th International Conference on Artificial Intelligence and Statistics DA - 2016/05/02 ED - Arthur Gretton ED - Christian C. Robert ID - pmlr-v51-vanderzander16 PB - PMLR DP - Proceedings of Machine Learning Research VL - 51 SP - 1214 EP - 1222 L1 - http://proceedings.mlr.press/v51/vanderzander16.pdf UR - https://proceedings.mlr.press/v51/vanderzander16.html AB - Instrumental Variables are a popular way to identify the direct causal effect of a random variable X on a variable Y. Often no single instrumental variable exists, although it is still possible to find a set of generalized instrumental variables (GIVs) and identify the causal effect of all these variables at once. Till now it was not known how to find GIVs systematically or even test efficiently, if given variables satisfy GIV conditions. We provide fast algorithms for searching and testing restricted cases of GIVs. However, we prove that in the most general case it is NP-hard to verify if given variables fulfill the conditions of a general instrumental sets. ER -
APA
Zander, B. & Liśkiewicz, M.. (2016). On Searching for Generalized Instrumental Variables. Proceedings of the 19th International Conference on Artificial Intelligence and Statistics, in Proceedings of Machine Learning Research 51:1214-1222 Available from https://proceedings.mlr.press/v51/vanderzander16.html.

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