PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Causal discovery for linear cyclic models with latent variables
Antti Hyttinen, Frederick Eberhardt and Patrik Hoyer
In: PGM 2010(2010).

Abstract

We consider the problem of identifying the causal relationships among a set of variables in the presence of both feedback loops and unmeasured confounders. This is a challenging task which, for full identification, typically requires the use of randomized experiments. For linear systems, Eberhardt et al (2010) recently provided a procedure for integrating data from several experiments, and gave a corresponding, but demanding, identifiability condition. In this paper we (i) characterize the underdetermination of the model when the identifiability condition is not fully satisfied, (ii) show that their algorithm is complete with regard to the search space and the assumptions, and (iii) extend the procedure to incorporate the common assumption of faithfulness, and any prior knowledge. The resulting method typically resolves much additional structure and often yields full identification with many fewer experiments. We demonstrate our procedure using simulated data, and apply it to the protein signaling dataset of Sachs et al (2005).

EPrint Type:Conference or Workshop Item (Paper)
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Learning/Statistics & Optimisation
ID Code:7673
Deposited By:Patrik Hoyer
Deposited On:17 March 2011