Estimating causal effects with the neural autoregressive density estimator

Garrido Sergio (), Borysov Stanislav (), Rich Jeppe () and Pereira Francisco ()
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Garrido Sergio: Department of Transport, Technical University of Denmark, Lyngby, Denmark
Borysov Stanislav: Department of Transport, Technical University of Denmark, Lyngby, Denmark
Rich Jeppe: Department of Transport, Technical University of Denmark, Lyngby, Denmark
Pereira Francisco: Department of Transport, Technical University of Denmark, Lyngby, Denmark

Journal of Causal Inference, 2021, vol. 9, issue 1, 211-228

Abstract: The estimation of causal effects is fundamental in situations where the underlying system will be subject to active interventions. Part of building a causal inference engine is defining how variables relate to each other, that is, defining the functional relationship between variables entailed by the graph conditional dependencies. In this article, we deviate from the common assumption of linear relationships in causal models by making use of neural autoregressive density estimators and use them to estimate causal effects within Pearl’s do-calculus framework. Using synthetic data, we show that the approach can retrieve causal effects from non-linear systems without explicitly modeling the interactions between the variables and include confidence bands using the non-parametric bootstrap. We also explore scenarios that deviate from the ideal causal effect estimation setting such as poor data support or unobserved confounders.

Keywords: model specification; neural networks; generative models; do-calculus (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:bpj:causin:v:9:y:2021:i:1:p:211-228:n:8

DOI: 10.1515/jci-2020-0007

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