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Discovering Unconfounded Causal Relationships Using Linear Non-Gaussian Models

  • Doris Entner
  • Patrik O. Hoyer
Part of the Lecture Notes in Computer Science book series (LNCS, volume 6797)

Abstract

Causal relationships among a set of observed variables are often modeled using directed acyclic graph (DAG) structures, and learning such structures from data is known as the causal discovery problem. We here consider the learning of linear non-Gaussian acyclic models [9] with hidden variables [5]. Estimation of such models is computationally challenging and hence only possible when the number of variables is small. We present an algorithm for obtaining partial but in the large sample limit correct information about pairwise total causal effects in such a model. In particular, we obtain consistent estimates of the total effects for all variable pairs for which there exist an unconfounded superset of observed variables. Simulations show that the estimated pairwise total effects are good approximations of the true total effects.

Keywords

Causal Discovery Latent Variables Non-Gaussianity 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2011

Authors and Affiliations

  • Doris Entner
    • 1
  • Patrik O. Hoyer
    • 1
  1. 1.Helsinki Institute for Information Technology, Department of Computer ScienceUniversity of HelsinkiFinland

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