Causal Inference By Choosing Graphs With Most Plausible Markov Kernels

Abstract

We propose a new inference rule for estimating causal structure that underlies the observed statistical dependencies among n random variables. Our method is based on comparing the conditional distributions of variables given their direct causes (the so-called "Markov kernels") for all hypothetical causal directions and choosing the most plausible one. We consider those Markov kernels most plausible, which maximize the (conditional) entropies constrained by their observed first moment (expectation) and second moments (variance and covariance with its direct causes) based on their given domain. In thi

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