A kernel embedding-based approach for nonstationary causal model inference

DOI10.1162/NECO_A_01064MaRDI QIDQ5157181zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Shoubo Hu, Zhitang Chen, Lai Wan Chan

Publication date 12 October 2021

Published in Neural Computation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1809.08560

zbMATH Keywords

nonstationary causal model inference

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Nonparametric estimation (62G05)

Abstract: Although nonstationary data are more common in the real world, most existing causal discovery methods do not take nonstationarity into consideration. In this letter, we propose a kernel embedding-based approach, ENCI, for nonstationary causal model inference where data are collected from multiple domains with varying distributions. In ENCI, we transform the complicated relation of a cause-effect pair into a linear model of variables of which observations correspond to the kernel embeddings of the cause-and-effect distributions in different domains. In this way, we are able to estimate the causal direction by exploiting the causal asymmetry of the transformed linear model. Furthermore, we extend ENCI to causal graph discovery for multiple variables by transforming the relations among them into a linear nongaussian acyclic model. We show that by exploiting the nonstationarity of distributions, both cause-effect pairs and two kinds of causal graphs are identifiable under mild conditions. Experiments on synthetic and real-world data are conducted to justify the efficacy of ENCI over major existing methods.

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Cited in

(2)

• Causal discovery from heterogeneous/nonstationary data
• Causal Discovery via Reproducing Kernel Hilbert Space Embeddings

Describes a project that uses

Uses Software

• DirectLiNGAM
• TETRAD
• k-means++

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