The Information Structuralist

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Just a couple of short items, while I catch my breath.

1. First of all, starting January 1, 2012 I will find myself amidst the lovely cornfields of Central Illinois, where I will be an assistant professor in the Department of Electrical and Computer Engineering at UIUC. This will be a homecoming of sorts, since I have spent three years there as a Beckman Fellow. My new home will be in the Coordinated Science Laboratory, where I will continue doing (and blogging about) the same things I do (and blog about).

2. Speaking of Central Illinois, last week I was at the Allerton Conference, where I had tried my best to preach Uncle Judea‘s gospel to anyone willing to listen information theorists and their fellow travelers. The paper, entitled “Directed information and Pearl’s causal calculus,” is now up on arxiv, and here is the abstract:

Probabilistic graphical models are a fundamental tool in statistics, machine learning, signal processing, and control. When such a model is defined on a directed acyclic graph (DAG), one can assign a partial ordering to the events occurring in the corresponding stochastic system. Based on the work of Judea Pearl and others, these DAG-based “causal factorizations” of joint probability measures have been used for characterization and inference of functional dependencies (causal links). This mostly expository paper focuses on several connections between Pearl’s formalism (and in particular his notion of “intervention”) and information-theoretic notions of causality and feedback (such as causal conditioning, directed stochastic kernels, and directed information). As an application, we show how conditional directed information can be used to develop an information-theoretic version of Pearl’s “back-door” criterion for identifiability of causal effects from passive observations. This suggests that the back-door criterion can be thought of as a causal analog of statistical sufficiency.

If you had seen my posts on stochastic kernels, directed information, and causal interventions, you will, more or less, know what to expect.

Incidentally, due to my forthcoming move to UIUC, this will be my last Allerton paper!


2 Responses

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  1. Anonymous said, on October 5, 2011 at 3:52 pm

    A request: Once in a while, could you pls do a series on “toned-down”/explain-to-laypersons of the infotheory-statistics concepts that you blog about. I do follow your blog partially (my background is in coding theory) but some of the posts go over my head 🙂

  2. Allerton 2011 « An Ergodic Walk said, on October 14, 2011 at 6:03 pm

    […] Allerton blogging was done by Michael Mitzenmacher (part 1, part 2) and a bit by Maxim Raginsky about his talk on causal calculus (since he blogged about it I don’t have to, ha!). The conference has gotten too big and the […]

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