论文标题
在测量误差和线性非高斯模型下基于独立测试的因果发现方法
Independence Testing-Based Approach to Causal Discovery under Measurement Error and Linear Non-Gaussian Models
论文作者
论文摘要
因果发现旨在恢复产生观察数据的因果结构。尽管在某些问题上取得了成功,但在许多实际情况下,观察到的变量不是目标变量的目标变量,而是目标变量的不完善度量。测量误差下的因果发现旨在从未观察到的目标变量中恢复因测量误差的观察结果。我们考虑了问题的特定表述,其中未观察到的目标变量遵循线性非高斯无环模型,并且测量过程遵循随机测量误差模型。有关此公式的现有方法依赖于不可估计的过度完整的独立组件分析(OICA)。在这项工作中,我们提出了转化的独立噪声(TIN)条件,该条件检查了某些测量变量的特定线性转换与某些其他测量变量之间的独立性。通过利用数据的非高斯性和高阶统计数据,TIN可以了解未观察到的目标变量之间的图形结构。通过利用TIN,可确定因果模型的有序组分解。换句话说,我们只能通过进行独立测试来实现曾经需要OICA实现的目标。对合成数据和现实世界数据的实验结果证明了我们方法的有效性和可靠性。
Causal discovery aims to recover causal structures generating the observational data. Despite its success in certain problems, in many real-world scenarios the observed variables are not the target variables of interest, but the imperfect measures of the target variables. Causal discovery under measurement error aims to recover the causal graph among unobserved target variables from observations made with measurement error. We consider a specific formulation of the problem, where the unobserved target variables follow a linear non-Gaussian acyclic model, and the measurement process follows the random measurement error model. Existing methods on this formulation rely on non-scalable over-complete independent component analysis (OICA). In this work, we propose the Transformed Independent Noise (TIN) condition, which checks for independence between a specific linear transformation of some measured variables and certain other measured variables. By leveraging the non-Gaussianity and higher-order statistics of data, TIN is informative about the graph structure among the unobserved target variables. By utilizing TIN, the ordered group decomposition of the causal model is identifiable. In other words, we could achieve what once required OICA to achieve by only conducting independence tests. Experimental results on both synthetic and real-world data demonstrate the effectiveness and reliability of our method.