May I suggest some standard books on learning causal structure from data? (Causation, Prediction and Search, for instance).
Structure learning is a huge area, lots of low (and not so low) hanging fruit has been picked.
The other thing to keep in mind about learning structure from data is that it (often) relies on faithfulness. That is, typically (A d-separated from B given C) in a graph implies (A independent of B given C) in the distribution Markov relative to the graph. But the converse is not necessarily true. If the converse is true, faithfulness holds. Lots of distributions out there are not faithful. That is, it may be by pure chance that the price of beans in China and the traffic patterns in LA are perfectly correlated. This does not allow us to conclude anything causally interesting.
Know any other good books on the subject? I’ve had trouble finding good books in the area. I’d especially appreciate something Bayesian. I’ve never even seen anyone do the math for Bayesian structure learning with multivariate normals.
May I suggest some standard books on learning causal structure from data? (Causation, Prediction and Search, for instance).
Structure learning is a huge area, lots of low (and not so low) hanging fruit has been picked.
The other thing to keep in mind about learning structure from data is that it (often) relies on faithfulness. That is, typically (A d-separated from B given C) in a graph implies (A independent of B given C) in the distribution Markov relative to the graph. But the converse is not necessarily true. If the converse is true, faithfulness holds. Lots of distributions out there are not faithful. That is, it may be by pure chance that the price of beans in China and the traffic patterns in LA are perfectly correlated. This does not allow us to conclude anything causally interesting.
Know any other good books on the subject? I’ve had trouble finding good books in the area. I’d especially appreciate something Bayesian. I’ve never even seen anyone do the math for Bayesian structure learning with multivariate normals.
Why do you care if the method is Bayesian or not?
Greg Cooper’s paper is one classic reference on Bayesian methods:
http://www.inf.ufrgs.br/~alvares/CMP259DCBD/Bayes.pdf