Causal Discovery with Continuous Additive Noise Models

We consider the problem of learning causal directed acyclic graphs from an observational joint distribution. One can use these graphs to predict the outcome of interventional experiments, from which data are often not available. We show that if the observational distribution follows a structural equation model with an additive noise structure, the directed acyclic graph becomes identifiable from the distribution under mild conditions. This constitutes an interesting alternative to traditional methods that assume faithfulness and identify only the Markov equivalence class of the graph, thus leaving some edges undirected. We provide practical algorithms for finitely many samples, RESIT (Regression with Subsequent Independence Test) and two methods based on an independence score. We prove that RESIT is correct in the population setting and provide an empirical evaluation

Graphical Markov models: overview

We describe how graphical Markov models started to emerge in the last 40 years, based on three essential concepts that had been developed independently more than a century ago. Sequences of joint or single regressions and their regression graphs are singled out as being best suited for analyzing longitudinal data and for tracing developmental pathways. Interpretations are illustrated using two sets of data and some of the more recent, important results for sequences of regressions are summarized.Comment: 22 pages, 9 figure

Identifiability of Causal Graphs using Functional Models

This work addresses the following question: Under what assumptions on the data generating process can one infer the causal graph from the joint distribution? The approach taken by conditional independence-based causal discovery methods is based on two assumptions: the Markov condition and faithfulness. It has been shown that under these assumptions the causal graph can be identified up to Markov equivalence (some arrows remain undirected) using methods like the PC algorithm. In this work we propose an alternative by defining Identifiable Functional Model Classes (IFMOCs). As our main theorem we prove that if the data generating process belongs to an IFMOC, one can identify the complete causal graph. To the best of our knowledge this is the first identifiability result of this kind that is not limited to linear functional relationships. We discuss how the IFMOC assumption and the Markov and faithfulness assumptions relate to each other and explain why we believe that the IFMOC assumption can be tested more easily on given data. We further provide a practical algorithm that recovers the causal graph from finitely many data; experiments on simulated data support the theoretical findings