Bayesian networks are powerful models for probabilistic inference that compactly encode in their structures conditional independence and causal relationships amongst variables. In this dissertation, we propose novel methods for identifying and utilizing the structures of Bayesian networks.

We first develop a novel hybrid method for Bayesian network structure learning in the observational setting called partitioned hybrid greedy search (pHGS), composed of three distinct yet compatible new algorithms: Partitioned PC (pPC) accelerates skeleton learning via a divide-and-conquer strategy, p-value adjacency thresholding (PATH) effectively accomplishes parameter tuning with a single execution, and hybrid greedy initialization (HGI) maximally utilizes constraint-based information to obtain a high-scoring and well-performing initial graph for greedy search. We establish structure learning consistency of our algorithms in the large-sample limit, and empirically validate our methods individually and collectively through extensive numerical comparisons. The combined merits of pPC and PATH achieve significant computational reductions compared to the PC algorithm without sacrificing the accuracy of estimated structures, and our generally applicable HGI strategy reliably improves the estimation structural accuracy of popular hybrid algorithms with negligible additional computational expense. Our empirical results demonstrate the competitive empirical performance of pHGS against many state-of-the-art structure learning algorithms.

Secondly, we turn our attention to exploiting Bayesian network structures in the causal bandit problem setting, a sequential decision-making framework where actions of interest correspond to interventions on variables in a system assumed to be governed by a causal model. The underlying causality may be exploited when investigating actions in the interest of optimizing the yield of the reward variable. Most existing approaches assume prior knowledge of the underlying causal graph, which is in practice restrictive and often unrealistic. In this paper, we develop a novel Bayesian framework for tackling causal bandit problems that does not rely on possession of the causal graph, but rather simultaneously learns the causal graph while exploiting causal inferences to optimize the reward. Our methods efficiently utilize joint inferences from interventional and observational data in a unified Bayesian model constructed with intervention calculus and causal graph learning. For the implementation of our proposed methodology in the discrete distributional setting, we derive an approximation of the sampling variance of the backdoor adjustment estimator. In the Gaussian setting, we characterize the interventional variance with intervention calculus and propose a simple graphical criterion to share information between arms. We validate our proposed methodology in an extensive empirical study, demonstrating compelling cumulative regret performance against state-of-the-art standard algorithms as well as optimistic implementations of their causal variants that assume strong prior knowledge of the causal structure.