Empirical Inference Conference Paper 2010

Identifying Cause and Effect on Discrete Data using Additive Noise Models

Inferring the causal structure of a set of random variables from a finite sample of the joint distribution is an important problem in science. Recently, methods using additive noise models have been suggested to approach the case of continuous variables. In many situations, however, the variables of interest are discrete or even have only finitely many states. In this work we extend the notion of additive noise models to these cases. Whenever the joint distribution P(X;Y ) admits such a model in one direction, e.g. Y = f(X) + N; N ? X, it does not admit the reversed model X = g(Y ) + ~N ; ~N ? Y as long as the model is chosen in a generic way. Based on these deliberations we propose an efficient new algorithm that is able to distinguish between cause and effect for a finite sample of discrete variables. We show that this algorithm works both on synthetic and real data sets.

Author(s): Peters, J. and Janzing, D. and Schölkopf, B.
Book Title: JMLR Workshop and Conference Proceedings Volume 9: AISTATS 2010
Journal: Proceedings of the Thirteenth International Conference on Artificial Intelligence and Statistics (AISTATS 2010)
Pages: 597-604
Year: 2010
Month: May
Day: 0
Editors: YW Teh and M Titterington
Publisher: JMLR
Bibtex Type: Conference Paper (inproceedings)
Address: Cambridge, MA, USA
Event Name: 13th International Conference on Artificial Intelligence and Statistics
Event Place: Chia Laguna Resort, Italy
Digital: 0
Electronic Archiving: grant_archive
Language: en
Organization: Max-Planck-Gesellschaft
School: Biologische Kybernetik
Links:

BibTex

@inproceedings{6387,
  title = {Identifying Cause and Effect on Discrete Data using Additive Noise Models},
  journal = {Proceedings of the Thirteenth International Conference on Artificial Intelligence and Statistics (AISTATS 2010)},
  booktitle = {JMLR Workshop and Conference Proceedings Volume 9: AISTATS 2010},
  abstract = {Inferring the causal structure of a set of random
  variables from a finite sample of the
  joint distribution is an important problem
  in science. Recently, methods using additive
  noise models have been suggested to approach
  the case of continuous variables. In
  many situations, however, the variables of interest
  are discrete or even have only finitely
  many states. In this work we extend the notion
  of additive noise models to these cases.
  Whenever the joint distribution P(X;Y ) admits
  such a model in one direction, e.g. Y =
  f(X) + N; N ? X, it does not admit the
  reversed model X = g(Y ) + ~N ; ~N ? Y as
  long as the model is chosen in a generic way.
  Based on these deliberations we propose an
  efficient new algorithm that is able to distinguish
  between cause and effect for a finite
  sample of discrete variables. We show that
  this algorithm works both on synthetic and
  real data sets.},
  pages = {597-604},
  editors = {YW Teh and M Titterington},
  publisher = {JMLR},
  organization = {Max-Planck-Gesellschaft},
  school = {Biologische Kybernetik},
  address = {Cambridge, MA, USA},
  month = may,
  year = {2010},
  slug = {6387},
  author = {Peters, J. and Janzing, D. and Sch{\"o}lkopf, B.},
  month_numeric = {5}
}