:og:description: This technique relies on a Bayesian perspective on structure learning, where the score of a DAG is defined as its posterior distribution. To overcome the limitation of simple structure-based MCMC schemes, :footcite:t:`friedman2003being` turned to a score defined as the sum of the posterior scores of all DAG which are consistent with a given topological ordering of the nodes. One can then run a Metropolis-Hasting algorithm to sample from the distribution induced by the order score, and later draw a DAG consistent with the order. This strategy substantially improves convergence with respect to earlier structure MCMC scheme, though it unfortunately produces a biased sample on the space of DAGs. The implementation considered in Benchpress is a hybrid version with the sampling performed on a restricted search space initialised with constraint-based testing and improved with a score-based search :footcite:t:`doi:10.1080/10618600.2021.2020127`. :og:image:alt: Benchpress logo :og:sitename: Benchpress causal discovery platform :og:title: Order MCMC (BiDAG) .. meta:: :title: Order MCMC (BiDAG) :description: This technique relies on a Bayesian perspective on structure learning, where the score of a DAG is defined as its posterior distribution. To overcome the limitation of simple structure-based MCMC schemes, :footcite:t:`friedman2003being` turned to a score defined as the sum of the posterior scores of all DAG which are consistent with a given topological ordering of the nodes. One can then run a Metropolis-Hasting algorithm to sample from the distribution induced by the order score, and later draw a DAG consistent with the order. This strategy substantially improves convergence with respect to earlier structure MCMC scheme, though it unfortunately produces a biased sample on the space of DAGs. The implementation considered in Benchpress is a hybrid version with the sampling performed on a restricted search space initialised with constraint-based testing and improved with a score-based search :footcite:t:`doi:10.1080/10618600.2021.2020127`. .. _bidag_order_mcmc: Order MCMC (BiDAG) ******************* .. list-table:: * - Module name - `bidag_order_mcmc `__ * - Package - `BiDAG `__ * - Version - 2.1.4 * - Language - `R `__ * - Docs - `here `__ * - Paper - :footcite:t:`friedman2003being`, :footcite:t:`doi:10.1080/10618600.2021.2020127` * - Graph type - `DAG `__, `CPDAG `__ * - MCMC - Yes * - Edge constraints - :ref:`Yes ` * - Data type - C, D * - Data missingness - * - Intervention type - * - Docker - `bpimages/bidag:2.1.4 `__ Order MCMC -------------- This technique relies on a Bayesian perspective on structure learning, where the score of a DAG is defined as its posterior distribution. To overcome the limitation of simple structure-based MCMC schemes, :footcite:t:`friedman2003being` turned to a score defined as the sum of the posterior scores of all DAG which are consistent with a given topological ordering of the nodes. One can then run a Metropolis-Hasting algorithm to sample from the distribution induced by the order score, and later draw a DAG consistent with the order. This strategy substantially improves convergence with respect to earlier structure MCMC scheme, though it unfortunately produces a biased sample on the space of DAGs. The implementation considered in Benchpress is a hybrid version with the sampling performed on a restricted search space initialised with constraint-based testing and improved with a score-based search :footcite:t:`doi:10.1080/10618600.2021.2020127`. .. rubric:: Some fields described * ``edgeConstraints`` Name of the JSON file containing background knowledge * ``input_algorithm_id`` Algorithm to use for initial search space. This should be the ID of another algorithm object. It corresponds to the original startspace parameter in the R package. .. rubric:: Example JSON .. code-block:: json [ { "id": "omcmc_itmap-bge", "input_algorithm_id": "itsearch_map-bge_am01_endspace", "plus1": true, "scoretype": "bge", "chi": null, "edgepf": null, "aw": null, "am": [ 0.01, 0.1, 0.05 ], "alpha": 0.01, "gamma": 1, "stepsave": null, "iterations": null, "MAP": true, "cpdag": false, "timeout": null, "mcmc_seed": 1, "threshold": 0.5, "mcmc_estimator": "threshold", "burnin_frac": 0.5, "edgeConstraints": "edgeConstraints.json" }, { "id": "omcmc_itmap-bde", "plus1": true, "input_algorithm": "itsearch_map-bde", "scoretype": "bde", "chi": [ 0.01, 0.1, 1, 2 ], "edgepf": 2, "aw": null, "am": null, "alpha": 0.05, "gamma": 1, "stepsave": null, "iterations": null, "MAP": true, "cpdag": false, "mcmc_seed": 1, "threshold": [ 0.5 ], "burnin_frac": 0, "mcmc_estimator": "threshold", "timeout": null, "edgeConstraints": "edgeConstraints.json" } ] .. footbibliography::