Unobserved confounding is the main obstacle to causal effect estimation from observational data. Instrumental variables (IVs) are widely used for causal effect estimation when there exist latent confounders. With the standard IV method, when a given IV is valid, unbiased estimation can be obtained, but the validity requirement of standard IV is strict and untestable. Conditional IV has been proposed to relax the requirement of standard IV by conditioning on a set of observed variables (known as a conditioning set for a conditional IV). However, the criterion for finding a conditioning set for a conditional IV needs complete causal structure knowledge or a directed acyclic graph (DAG) representing the causal relationships of both observed and unobserved variables. This makes it impossible to discover a conditioning set directly from data. In this paper, by leveraging maximal ancestral graphs (MAGs) in causal inference with latent variables, we propose a new type of IV, ancestral IV in MAG, and develop the theory to support data-driven discovery of the conditioning set for a given ancestral IV in MAG. Based on the theory, we develop an algorithm for unbiased causal effect estimation with an ancestral IV in MAG and observational data. Extensive experiments on synthetic and real-world datasets have demonstrated the performance of the algorithm in comparison with existing IV methods.

本文提出了一种基于最大祖先图(MAG)的新型工具——祖先工具变量(ancestral IV)，并通过理论与算法探讨，实现了从观测数据中自动发现祖先IV特征值并进行无偏因果效应估计的方法。实验结果表明，该方法能够在合成数据和实际数据集上比已有IV方法表现更好。

祖先仪器方法用于因果推断，无需因果图