PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Probabilistic latent variable models for distinguishing between cause and effect
Joris Mooij, Oliver Stegle, Dominik Janzing, Kun Zhang and Bernhard Schölkopf
In: Advances in Neural Information Processing Systems 23 (NIPS*2010), 6-11 Dec 2010, Vancouver, Canada.

Abstract

We propose a novel method for inferring whether X causes Y or vice versa from joint observations of X and Y. The basic idea is to model the observed data using probabilistic latent variable models, which incorporate the effects of unobserved noise. To this end, we consider the hypothetical effect variable to be a function of the hypothetical cause variable and an independent noise term (not necessarily additive). An important novel aspect of our work is that we do not restrict the model class, but instead put general non-parametric priors on this function and on the distribution of the cause. The causal direction can then be inferred by using standard Bayesian model selection. We evaluate our approach on synthetic data and real-world data and report encouraging results.

PDF - Requires Adobe Acrobat Reader or other PDF viewer.
EPrint Type:Conference or Workshop Item (Paper)
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Computational, Information-Theoretic Learning with Statistics
ID Code:7863
Deposited By:Joris Mooij
Deposited On:17 March 2011