Primer: An Introduction to Causal Discovery and Inference
Principal Researcher at Microsoft
Senior Researcher in Machine Intelligence at Microsoft Research
Causal relationships are fundamental to the way we think about the world und understand it. However, the mathematically formulation of causality has only started relatively recently and is still under-way. This primer will start with a general introduction into the field of causality and the causal hierarchy, mentioning questions associated with all rungs of it. We will briefly introduce structural equation models (SEMs) and Pearl's do-calculus. Furthermore, we will discuss different approaches to identify causal relationships from observational data and introduce different methods for estimating causal effects.