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Causal Consistency of Structural Equation Models
Proceedings of the 33rd Conference on Uncertainty in Artificial Intelligence, PMLR R15:151-160, 2017.
Abstract
Complex systems can be modelled at various levels of detail. Ideally, causal models of the same system should be consistent with one an- other in the sense that they agree in their pre- dictions of the effects of interventions. We for- malise this notion of consistency in the case of Structural Equation Models (SEMs) by intro- ducing exact transformations between SEMs. This provides a general language to consider, for instance, the different levels of description in the following three scenarios: (a) models with large numbers of variables versus models in which the ‘irrelevant’ or unobservable variables have been marginalised out; (b) micro-level models versus macro-level models in which the macro- variables are aggregate features of the micro- variables; (c) dynamical time series models ver- sus models of their stationary behaviour. Our analysis stresses the importance of well speci- fied interventions in the causal modelling pro- cess and sheds light on the interpretation of cyclic SEMs.