PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Nonlinear causal discovery with additive noise models
Patrik Hoyer, Dominik Janzing, Joris Mooij, Jonas Peters and Bernhard Schölkopf
Advances in Neural Information Processing Systems Volume 21, pp. 689-696, 2009.

Abstract

The discovery of causal relationships between a set of observed variables is a fundamental problem in science. For continuous-valued data linear acyclic causal models with additive noise are often used because these models are well understood and there are well-known methods to fit them to data. In reality, of course, many causal relationships are more or less nonlinear, raising some doubts as to the applicability and usefulness of purely linear methods. In this contribution we show that the basic linear framework can be generalized to nonlinear models. In this extended framework, nonlinearities in the data-generating process are in fact a blessing rather than a curse, as they typically provide information on the underlying causal system and allow more aspects of the true data-generating mechanisms to be identified. In addition to theoretical results we show simulations and some simple real data experiments illustrating the identification power provided by nonlinearities.

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EPrint Type:Article
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Theory & Algorithms
ID Code:4748
Deposited By:Joris Mooij
Deposited On:24 March 2009