Effective Bayesian Causal Inference via Structural Marginalisation and Autoregressive Orders
通过结构边际化与自回归因果顺序实现贝叶斯因果推断
The traditional two-stage approach to causal inference first identifies a single causal model (or equivalence class of models), which is then used to answer causal queries. However, this neglects any epistemic model uncertainty. In contrast, Bayesian causal inference does incorporate epistemic uncertainty into query estimates via Bayesian marginalisation (posterior averaging) over all causal models. While principled, this marginalisation over entire causal models, i.e., both…