Estimating causal effects with the neural autoregressive density estimator

Journal of Causal Inference 9 (1):211-228 (2021)
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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.



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Francisco Pereira
Universidad Alberto Hurtado

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Causality: Models, Reasoning and Inference.Judea Pearl - 2000 - New York: Cambridge University Press.
Causality: Models, Reasoning and Inference.Judea Pearl - 2000 - Tijdschrift Voor Filosofie 64 (1):201-202.

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