Author: José A. Ferreira
Publisher: Wipf and Stock Publishers
ISBN: 1666777080
Category : Science
Languages : en
Pages : 210
Book Description
Most are familiar with the adage "correlation does not imply causation." Since much of science is concerned with problems of causality and statistics is so widely used in research, one may wonder whether statistics possesses the tools to study such problems and contribute to their resolution. These were the questions posed over thirty years ago by Pearl, Robins, Rubin, Shafer, etc. when they set out to incorporate notions of causality into statistics theory and develop methods for estimating causal relationships. Since then, the schools of "statistical causality" they founded have produced interesting results and methods that help us think about causality and are potentially useful in real-life problems. Yet, despite its appeal, statistical causality is still disregarded by many "mainstream" statisticians, and its methods are not widely known. In part this is explained by the unorthodox and apparently disparate character of the various schools, in particular by the distinct languages they developed and that are not readily accessible. Thus, even some advanced researchers seemed startled by things like Rubin's "counterfactuals" that in one guise or another appear in all theories but that seem potentially incompatible with Kolmogorov's formalism, the very foundation of statistics. It turns out that statistical causality is firmly rooted in Kolmogorov's axiomatization of probability as the elements required by it are essentially those proposed a century ago by Steinhaus, and, perhaps surprisingly, that statistics has always engaged with causality. The present book makes this plain, providing a basis for statistical causality that subsumes and reconciles the theories of all other schools and that to a mainstream statistician will appear entirely familiar and natural.
Causality from the Point of View of Statistics
Author: José A. Ferreira
Publisher: Wipf and Stock Publishers
ISBN: 1666777080
Category : Science
Languages : en
Pages : 210
Book Description
Most are familiar with the adage "correlation does not imply causation." Since much of science is concerned with problems of causality and statistics is so widely used in research, one may wonder whether statistics possesses the tools to study such problems and contribute to their resolution. These were the questions posed over thirty years ago by Pearl, Robins, Rubin, Shafer, etc. when they set out to incorporate notions of causality into statistics theory and develop methods for estimating causal relationships. Since then, the schools of "statistical causality" they founded have produced interesting results and methods that help us think about causality and are potentially useful in real-life problems. Yet, despite its appeal, statistical causality is still disregarded by many "mainstream" statisticians, and its methods are not widely known. In part this is explained by the unorthodox and apparently disparate character of the various schools, in particular by the distinct languages they developed and that are not readily accessible. Thus, even some advanced researchers seemed startled by things like Rubin's "counterfactuals" that in one guise or another appear in all theories but that seem potentially incompatible with Kolmogorov's formalism, the very foundation of statistics. It turns out that statistical causality is firmly rooted in Kolmogorov's axiomatization of probability as the elements required by it are essentially those proposed a century ago by Steinhaus, and, perhaps surprisingly, that statistics has always engaged with causality. The present book makes this plain, providing a basis for statistical causality that subsumes and reconciles the theories of all other schools and that to a mainstream statistician will appear entirely familiar and natural.
Publisher: Wipf and Stock Publishers
ISBN: 1666777080
Category : Science
Languages : en
Pages : 210
Book Description
Most are familiar with the adage "correlation does not imply causation." Since much of science is concerned with problems of causality and statistics is so widely used in research, one may wonder whether statistics possesses the tools to study such problems and contribute to their resolution. These were the questions posed over thirty years ago by Pearl, Robins, Rubin, Shafer, etc. when they set out to incorporate notions of causality into statistics theory and develop methods for estimating causal relationships. Since then, the schools of "statistical causality" they founded have produced interesting results and methods that help us think about causality and are potentially useful in real-life problems. Yet, despite its appeal, statistical causality is still disregarded by many "mainstream" statisticians, and its methods are not widely known. In part this is explained by the unorthodox and apparently disparate character of the various schools, in particular by the distinct languages they developed and that are not readily accessible. Thus, even some advanced researchers seemed startled by things like Rubin's "counterfactuals" that in one guise or another appear in all theories but that seem potentially incompatible with Kolmogorov's formalism, the very foundation of statistics. It turns out that statistical causality is firmly rooted in Kolmogorov's axiomatization of probability as the elements required by it are essentially those proposed a century ago by Steinhaus, and, perhaps surprisingly, that statistics has always engaged with causality. The present book makes this plain, providing a basis for statistical causality that subsumes and reconciles the theories of all other schools and that to a mainstream statistician will appear entirely familiar and natural.
Causality
Author: Carlo Berzuini
Publisher: John Wiley & Sons
ISBN: 1119941733
Category : Mathematics
Languages : en
Pages : 387
Book Description
A state of the art volume on statistical causality Causality: Statistical Perspectives and Applications presents a wide-ranging collection of seminal contributions by renowned experts in the field, providing a thorough treatment of all aspects of statistical causality. It covers the various formalisms in current use, methods for applying them to specific problems, and the special requirements of a range of examples from medicine, biology and economics to political science. This book: Provides a clear account and comparison of formal languages, concepts and models for statistical causality. Addresses examples from medicine, biology, economics and political science to aid the reader's understanding. Is authored by leading experts in their field. Is written in an accessible style. Postgraduates, professional statisticians and researchers in academia and industry will benefit from this book.
Publisher: John Wiley & Sons
ISBN: 1119941733
Category : Mathematics
Languages : en
Pages : 387
Book Description
A state of the art volume on statistical causality Causality: Statistical Perspectives and Applications presents a wide-ranging collection of seminal contributions by renowned experts in the field, providing a thorough treatment of all aspects of statistical causality. It covers the various formalisms in current use, methods for applying them to specific problems, and the special requirements of a range of examples from medicine, biology and economics to political science. This book: Provides a clear account and comparison of formal languages, concepts and models for statistical causality. Addresses examples from medicine, biology, economics and political science to aid the reader's understanding. Is authored by leading experts in their field. Is written in an accessible style. Postgraduates, professional statisticians and researchers in academia and industry will benefit from this book.
Causal Inference in Statistics
Author: Judea Pearl
Publisher: John Wiley & Sons
ISBN: 1119186862
Category : Mathematics
Languages : en
Pages : 162
Book Description
CAUSAL INFERENCE IN STATISTICS A Primer Causality is central to the understanding and use of data. Without an understanding of cause–effect relationships, we cannot use data to answer questions as basic as "Does this treatment harm or help patients?" But though hundreds of introductory texts are available on statistical methods of data analysis, until now, no beginner-level book has been written about the exploding arsenal of methods that can tease causal information from data. Causal Inference in Statistics fills that gap. Using simple examples and plain language, the book lays out how to define causal parameters; the assumptions necessary to estimate causal parameters in a variety of situations; how to express those assumptions mathematically; whether those assumptions have testable implications; how to predict the effects of interventions; and how to reason counterfactually. These are the foundational tools that any student of statistics needs to acquire in order to use statistical methods to answer causal questions of interest. This book is accessible to anyone with an interest in interpreting data, from undergraduates, professors, researchers, or to the interested layperson. Examples are drawn from a wide variety of fields, including medicine, public policy, and law; a brief introduction to probability and statistics is provided for the uninitiated; and each chapter comes with study questions to reinforce the readers understanding.
Publisher: John Wiley & Sons
ISBN: 1119186862
Category : Mathematics
Languages : en
Pages : 162
Book Description
CAUSAL INFERENCE IN STATISTICS A Primer Causality is central to the understanding and use of data. Without an understanding of cause–effect relationships, we cannot use data to answer questions as basic as "Does this treatment harm or help patients?" But though hundreds of introductory texts are available on statistical methods of data analysis, until now, no beginner-level book has been written about the exploding arsenal of methods that can tease causal information from data. Causal Inference in Statistics fills that gap. Using simple examples and plain language, the book lays out how to define causal parameters; the assumptions necessary to estimate causal parameters in a variety of situations; how to express those assumptions mathematically; whether those assumptions have testable implications; how to predict the effects of interventions; and how to reason counterfactually. These are the foundational tools that any student of statistics needs to acquire in order to use statistical methods to answer causal questions of interest. This book is accessible to anyone with an interest in interpreting data, from undergraduates, professors, researchers, or to the interested layperson. Examples are drawn from a wide variety of fields, including medicine, public policy, and law; a brief introduction to probability and statistics is provided for the uninitiated; and each chapter comes with study questions to reinforce the readers understanding.
The Book of Why
Author: Judea Pearl
Publisher: Basic Books
ISBN: 0465097618
Category : Computers
Languages : en
Pages : 432
Book Description
A Turing Award-winning computer scientist and statistician shows how understanding causality has revolutionized science and will revolutionize artificial intelligence "Correlation is not causation." This mantra, chanted by scientists for more than a century, has led to a virtual prohibition on causal talk. Today, that taboo is dead. The causal revolution, instigated by Judea Pearl and his colleagues, has cut through a century of confusion and established causality -- the study of cause and effect -- on a firm scientific basis. His work explains how we can know easy things, like whether it was rain or a sprinkler that made a sidewalk wet; and how to answer hard questions, like whether a drug cured an illness. Pearl's work enables us to know not just whether one thing causes another: it lets us explore the world that is and the worlds that could have been. It shows us the essence of human thought and key to artificial intelligence. Anyone who wants to understand either needs The Book of Why.
Publisher: Basic Books
ISBN: 0465097618
Category : Computers
Languages : en
Pages : 432
Book Description
A Turing Award-winning computer scientist and statistician shows how understanding causality has revolutionized science and will revolutionize artificial intelligence "Correlation is not causation." This mantra, chanted by scientists for more than a century, has led to a virtual prohibition on causal talk. Today, that taboo is dead. The causal revolution, instigated by Judea Pearl and his colleagues, has cut through a century of confusion and established causality -- the study of cause and effect -- on a firm scientific basis. His work explains how we can know easy things, like whether it was rain or a sprinkler that made a sidewalk wet; and how to answer hard questions, like whether a drug cured an illness. Pearl's work enables us to know not just whether one thing causes another: it lets us explore the world that is and the worlds that could have been. It shows us the essence of human thought and key to artificial intelligence. Anyone who wants to understand either needs The Book of Why.
Causal Inference in Statistics, Social, and Biomedical Sciences
Author: Guido W. Imbens
Publisher: Cambridge University Press
ISBN: 0521885884
Category : Business & Economics
Languages : en
Pages : 647
Book Description
This text presents statistical methods for studying causal effects and discusses how readers can assess such effects in simple randomized experiments.
Publisher: Cambridge University Press
ISBN: 0521885884
Category : Business & Economics
Languages : en
Pages : 647
Book Description
This text presents statistical methods for studying causal effects and discusses how readers can assess such effects in simple randomized experiments.
Causality
Author: Judea Pearl
Publisher: Cambridge University Press
ISBN: 052189560X
Category : Computers
Languages : en
Pages : 487
Book Description
Causality offers the first comprehensive coverage of causal analysis in many sciences, including recent advances using graphical methods. Pearl presents a unified account of the probabilistic, manipulative, counterfactual and structural approaches to causation, and devises simple mathematical tools for analyzing the relationships between causal connections, statistical associations, actions and observations. The book will open the way for including causal analysis in the standard curriculum of statistics, artificial intelligence ...
Publisher: Cambridge University Press
ISBN: 052189560X
Category : Computers
Languages : en
Pages : 487
Book Description
Causality offers the first comprehensive coverage of causal analysis in many sciences, including recent advances using graphical methods. Pearl presents a unified account of the probabilistic, manipulative, counterfactual and structural approaches to causation, and devises simple mathematical tools for analyzing the relationships between causal connections, statistical associations, actions and observations. The book will open the way for including causal analysis in the standard curriculum of statistics, artificial intelligence ...
Causation, Prediction, and Search
Author: Peter Spirtes
Publisher: Springer Science & Business Media
ISBN: 1461227488
Category : Mathematics
Languages : en
Pages : 551
Book Description
This book is intended for anyone, regardless of discipline, who is interested in the use of statistical methods to help obtain scientific explanations or to predict the outcomes of actions, experiments or policies. Much of G. Udny Yule's work illustrates a vision of statistics whose goal is to investigate when and how causal influences may be reliably inferred, and their comparative strengths estimated, from statistical samples. Yule's enterprise has been largely replaced by Ronald Fisher's conception, in which there is a fundamental cleavage between experimental and non experimental inquiry, and statistics is largely unable to aid in causal inference without randomized experimental trials. Every now and then members of the statistical community express misgivings about this turn of events, and, in our view, rightly so. Our work represents a return to something like Yule's conception of the enterprise of theoretical statistics and its potential practical benefits. If intellectual history in the 20th century had gone otherwise, there might have been a discipline to which our work belongs. As it happens, there is not. We develop material that belongs to statistics, to computer science, and to philosophy; the combination may not be entirely satisfactory for specialists in any of these subjects. We hope it is nonetheless satisfactory for its purpose.
Publisher: Springer Science & Business Media
ISBN: 1461227488
Category : Mathematics
Languages : en
Pages : 551
Book Description
This book is intended for anyone, regardless of discipline, who is interested in the use of statistical methods to help obtain scientific explanations or to predict the outcomes of actions, experiments or policies. Much of G. Udny Yule's work illustrates a vision of statistics whose goal is to investigate when and how causal influences may be reliably inferred, and their comparative strengths estimated, from statistical samples. Yule's enterprise has been largely replaced by Ronald Fisher's conception, in which there is a fundamental cleavage between experimental and non experimental inquiry, and statistics is largely unable to aid in causal inference without randomized experimental trials. Every now and then members of the statistical community express misgivings about this turn of events, and, in our view, rightly so. Our work represents a return to something like Yule's conception of the enterprise of theoretical statistics and its potential practical benefits. If intellectual history in the 20th century had gone otherwise, there might have been a discipline to which our work belongs. As it happens, there is not. We develop material that belongs to statistics, to computer science, and to philosophy; the combination may not be entirely satisfactory for specialists in any of these subjects. We hope it is nonetheless satisfactory for its purpose.
An Introduction to Causal Inference
Author: Judea Pearl
Publisher: Createspace Independent Publishing Platform
ISBN: 9781507894293
Category : Causation
Languages : en
Pages : 0
Book Description
This paper summarizes recent advances in causal inference and underscores the paradigmatic shifts that must be undertaken in moving from traditional statistical analysis to causal analysis of multivariate data. Special emphasis is placed on the assumptions that underly all causal inferences, the languages used in formulating those assumptions, the conditional nature of all causal and counterfactual claims, and the methods that have been developed for the assessment of such claims. These advances are illustrated using a general theory of causation based on the Structural Causal Model (SCM) described in Pearl (2000a), which subsumes and unifies other approaches to causation, and provides a coherent mathematical foundation for the analysis of causes and counterfactuals. In particular, the paper surveys the development of mathematical tools for inferring (from a combination of data and assumptions) answers to three types of causal queries: (1) queries about the effects of potential interventions, (also called "causal effects" or "policy evaluation") (2) queries about probabilities of counterfactuals, (including assessment of "regret," "attribution" or "causes of effects") and (3) queries about direct and indirect effects (also known as "mediation"). Finally, the paper defines the formal and conceptual relationships between the structural and potential-outcome frameworks and presents tools for a symbiotic analysis that uses the strong features of both. The tools are demonstrated in the analyses of mediation, causes of effects, and probabilities of causation. -- p. 1.
Publisher: Createspace Independent Publishing Platform
ISBN: 9781507894293
Category : Causation
Languages : en
Pages : 0
Book Description
This paper summarizes recent advances in causal inference and underscores the paradigmatic shifts that must be undertaken in moving from traditional statistical analysis to causal analysis of multivariate data. Special emphasis is placed on the assumptions that underly all causal inferences, the languages used in formulating those assumptions, the conditional nature of all causal and counterfactual claims, and the methods that have been developed for the assessment of such claims. These advances are illustrated using a general theory of causation based on the Structural Causal Model (SCM) described in Pearl (2000a), which subsumes and unifies other approaches to causation, and provides a coherent mathematical foundation for the analysis of causes and counterfactuals. In particular, the paper surveys the development of mathematical tools for inferring (from a combination of data and assumptions) answers to three types of causal queries: (1) queries about the effects of potential interventions, (also called "causal effects" or "policy evaluation") (2) queries about probabilities of counterfactuals, (including assessment of "regret," "attribution" or "causes of effects") and (3) queries about direct and indirect effects (also known as "mediation"). Finally, the paper defines the formal and conceptual relationships between the structural and potential-outcome frameworks and presents tools for a symbiotic analysis that uses the strong features of both. The tools are demonstrated in the analyses of mediation, causes of effects, and probabilities of causation. -- p. 1.
Survival and Event History Analysis
Author: Odd Aalen
Publisher: Springer Science & Business Media
ISBN: 038768560X
Category : Mathematics
Languages : en
Pages : 550
Book Description
The aim of this book is to bridge the gap between standard textbook models and a range of models where the dynamic structure of the data manifests itself fully. The common denominator of such models is stochastic processes. The authors show how counting processes, martingales, and stochastic integrals fit very nicely with censored data. Beginning with standard analyses such as Kaplan-Meier plots and Cox regression, the presentation progresses to the additive hazard model and recurrent event data. Stochastic processes are also used as natural models for individual frailty; they allow sensible interpretations of a number of surprising artifacts seen in population data. The stochastic process framework is naturally connected to causality. The authors show how dynamic path analyses can incorporate many modern causality ideas in a framework that takes the time aspect seriously. To make the material accessible to the reader, a large number of practical examples, mainly from medicine, are developed in detail. Stochastic processes are introduced in an intuitive and non-technical manner. The book is aimed at investigators who use event history methods and want a better understanding of the statistical concepts. It is suitable as a textbook for graduate courses in statistics and biostatistics.
Publisher: Springer Science & Business Media
ISBN: 038768560X
Category : Mathematics
Languages : en
Pages : 550
Book Description
The aim of this book is to bridge the gap between standard textbook models and a range of models where the dynamic structure of the data manifests itself fully. The common denominator of such models is stochastic processes. The authors show how counting processes, martingales, and stochastic integrals fit very nicely with censored data. Beginning with standard analyses such as Kaplan-Meier plots and Cox regression, the presentation progresses to the additive hazard model and recurrent event data. Stochastic processes are also used as natural models for individual frailty; they allow sensible interpretations of a number of surprising artifacts seen in population data. The stochastic process framework is naturally connected to causality. The authors show how dynamic path analyses can incorporate many modern causality ideas in a framework that takes the time aspect seriously. To make the material accessible to the reader, a large number of practical examples, mainly from medicine, are developed in detail. Stochastic processes are introduced in an intuitive and non-technical manner. The book is aimed at investigators who use event history methods and want a better understanding of the statistical concepts. It is suitable as a textbook for graduate courses in statistics and biostatistics.
Elements of Causal Inference
Author: Jonas Peters
Publisher: MIT Press
ISBN: 0262037319
Category : Computers
Languages : en
Pages : 289
Book Description
A concise and self-contained introduction to causal inference, increasingly important in data science and machine learning. The mathematization of causality is a relatively recent development, and has become increasingly important in data science and machine learning. This book offers a self-contained and concise introduction to causal models and how to learn them from data. After explaining the need for causal models and discussing some of the principles underlying causal inference, the book teaches readers how to use causal models: how to compute intervention distributions, how to infer causal models from observational and interventional data, and how causal ideas could be exploited for classical machine learning problems. All of these topics are discussed first in terms of two variables and then in the more general multivariate case. The bivariate case turns out to be a particularly hard problem for causal learning because there are no conditional independences as used by classical methods for solving multivariate cases. The authors consider analyzing statistical asymmetries between cause and effect to be highly instructive, and they report on their decade of intensive research into this problem. The book is accessible to readers with a background in machine learning or statistics, and can be used in graduate courses or as a reference for researchers. The text includes code snippets that can be copied and pasted, exercises, and an appendix with a summary of the most important technical concepts.
Publisher: MIT Press
ISBN: 0262037319
Category : Computers
Languages : en
Pages : 289
Book Description
A concise and self-contained introduction to causal inference, increasingly important in data science and machine learning. The mathematization of causality is a relatively recent development, and has become increasingly important in data science and machine learning. This book offers a self-contained and concise introduction to causal models and how to learn them from data. After explaining the need for causal models and discussing some of the principles underlying causal inference, the book teaches readers how to use causal models: how to compute intervention distributions, how to infer causal models from observational and interventional data, and how causal ideas could be exploited for classical machine learning problems. All of these topics are discussed first in terms of two variables and then in the more general multivariate case. The bivariate case turns out to be a particularly hard problem for causal learning because there are no conditional independences as used by classical methods for solving multivariate cases. The authors consider analyzing statistical asymmetries between cause and effect to be highly instructive, and they report on their decade of intensive research into this problem. The book is accessible to readers with a background in machine learning or statistics, and can be used in graduate courses or as a reference for researchers. The text includes code snippets that can be copied and pasted, exercises, and an appendix with a summary of the most important technical concepts.