A heuristic partial-correlation-based algorithm for causal relationship discovery on continuous data

  • Authors:
  • Zhenxing Wang;Laiwan Chan

  • Affiliations:
  • Department of Computer Science and Engineering, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong;Department of Computer Science and Engineering, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong

  • Venue:
  • IDEAL'09 Proceedings of the 10th international conference on Intelligent data engineering and automated learning
  • Year:
  • 2009

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Abstract

In this paper, we propose a heuristic partial-correlation-based (HP) algorithm to discover causal structures of Bayesian networks with continuous variables. There are two advantages of HP algorithm compared with existing ones: the first is that HP algorithm has a polynomial time complexity in the worst case, and the second HP algorithm can be applied to the data generated by linear simultaneous equation model, without assuming data following multivariate Gaussian distribution. Empirical results show that HP algorithm outperforms existing algorithms in both accuracy and run time.