Causal Discovery with General Non-Linear Relationships Using Non-Linear ICA

Peer reviewe

Causal discovery with general non-linear relationships using non-linear ICA

We consider the problem of inferring causal relationships between two or more passively observed variables. While the problem of such causal discovery has been extensively studied, especially in the bivariate setting, the majority of current methods assume a linear causal relationship, and the few methods which consider non-linear relations usually make the assumption of additive noise. Here, we propose a framework through which we can perform causal discovery in the presence of general non-linear relationships. The proposed method is based on recent progress in non-linear independent component analysis (ICA) and exploits the non-stationarity of observations in order to recover the underlying sources. We show rigorously that in the case of bivariate causal discovery, such non-linear ICA can be used to infer causal direction via a series of independence tests. We further propose an alternative measure for inferring causal direction based on asymptotic approximations to the likelihood ratio, as well as an extension to multivariate causal discovery. We demonstrate the capabilities of the proposed method via a series of simulation studies and conclude with an application to neuroimaging data

We Are Not Your Real Parents: Telling Causal from Confounded using MDL

Given data over variables $(X_1,...,X_m, Y)$ we consider the problem of finding out whether $X$ jointly causes $Y$ or whether they are all confounded by an unobserved latent variable $Z$. To do so, we take an information-theoretic approach based on Kolmogorov complexity. In a nutshell, we follow the postulate that first encoding the true cause, and then the effects given that cause, results in a shorter description than any other encoding of the observed variables. The ideal score is not computable, and hence we have to approximate it. We propose to do so using the Minimum Description Length (MDL) principle. We compare the MDL scores under the models where $X$ causes $Y$ and where there exists a latent variables $Z$ confounding both $X$ and $Y$ and show our scores are consistent. To find potential confounders we propose using latent factor modeling, in particular, probabilistic PCA (PPCA). Empirical evaluation on both synthetic and real-world data shows that our method, CoCa, performs very well -- even when the true generating process of the data is far from the assumptions made by the models we use. Moreover, it is robust as its accuracy goes hand in hand with its confidence

Finding Exogenous Variables in Data with Many More Variables than Observations

Many statistical methods have been proposed to estimate causal models in classical situations with fewer variables than observations (p<n, p: the number of variables and n: the number of observations). However, modern datasets including gene expression data need high-dimensional causal modeling in challenging situations with orders of magnitude more variables than observations (p>>n). In this paper, we propose a method to find exogenous variables in a linear non-Gaussian causal model, which requires much smaller sample sizes than conventional methods and works even when p>>n. The key idea is to identify which variables are exogenous based on non-Gaussianity instead of estimating the entire structure of the model. Exogenous variables work as triggers that activate a causal chain in the model, and their identification leads to more efficient experimental designs and better understanding of the causal mechanism. We present experiments with artificial data and real-world gene expression data to evaluate the method.Comment: A revised version of this was published in Proc. ICANN201