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Distinguishing Between Cause and Effect via Kernel-Based Complexity Measures for Conditional Distributions
We propose a method to evaluate the complexity of probability measures from data that is based on a reproducing kernel Hilbert space seminorm of the logarithm of conditional probability densities. The motivation is to provide a tool for a causal inference method which assumes that conditional probabilities for effects given their causes are typically simpler and smoother than vice-versa. We present experiments with toy data where the quantitative results are consistent with our intuitive understanding of complexity and smoothness. Also in some examples with real-world data the probability measure corresponding to the true causal direction turned out to be less complex than those of the reversed order.
@inproceedings{4454, title = {Distinguishing Between Cause and Effect via Kernel-Based Complexity Measures for Conditional Distributions}, journal = {Proceedings of the 15th European Symposium on Artificial Neural Networks (ESANN 2007)}, booktitle = {Proceedings of the 15th European Symposium on Artificial Neural Networks }, abstract = {We propose a method to evaluate the complexity of probability measures from data that is based on a reproducing kernel Hilbert space seminorm of the logarithm of conditional probability densities. The motivation is to provide a tool for a causal inference method which assumes that conditional probabilities for effects given their causes are typically simpler and smoother than vice-versa. We present experiments with toy data where the quantitative results are consistent with our intuitive understanding of complexity and smoothness. Also in some examples with real-world data the probability measure corresponding to the true causal direction turned out to be less complex than those of the reversed order.}, pages = {441-446}, editors = {M Verleysen}, publisher = {D-Side Publications}, organization = {Max-Planck-Gesellschaft}, school = {Biologische Kybernetik}, address = {Evere, Belgium}, month = apr, year = {2007}, slug = {4454}, author = {Sun, X. and Janzing, D. and Sch{\"o}lkopf, B.}, month_numeric = {4} }