A kernel embedding-based approach for nonstationary causal model inference
Publication in refereed journal

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摘要Although nonstationary data are more common in the real world, most existing causal discovery methods do not take nonstationarity into consideration. In this letter, we propose a kernel embedding–based approach, ENCI, for nonstationary causal model inference where data are collected from multiple domains with varying distributions. In ENCI, we transform the complicated relation of a cause-effect pair into a linear model of variables of which observations correspond to the kernel embeddings of the cause-and-effect distributions in different domains. In this way, we are able to estimate the causal direction by exploiting the causal asymmetry of the transformed linear model. Furthermore, we extend ENCI to causal graph discovery for multiple variables by transforming the relations among them into a linear nongaussian acyclic model. We show that by exploiting the nonstationarity of distributions, both cause-effect pairs and two kinds of causal graphs are identifiable under mild conditions. Experiments on synthetic and real-world data are conducted to justify the efficacy of ENCI over major existing methods.
著者Shoubo Hu, Zhitang Chen, Laiwan Chan
期刊名稱Neural Computation
出版年份2018
月份5
卷號30
期次5
出版社MIT Press
出版地MA, USA
頁次1394 - 1425
國際標準期刊號0899-7667
電子國際標準期刊號1530-888X
語言美式英語

上次更新時間 2020-06-07 於 01:56