Estimating a causal order among groups of variables in linear models

  • Authors:
  • Doris Entner;Patrik O. Hoyer

  • Affiliations:
  • HIIT & Department of Computer Science, University of Helsinki, Finland;HIIT & Department of Computer Science, University of Helsinki, Finland

  • Venue:
  • ICANN'12 Proceedings of the 22nd international conference on Artificial Neural Networks and Machine Learning - Volume Part II
  • Year:
  • 2012

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Abstract

The machine learning community has recently devoted much attention to the problem of inferring causal relationships from statistical data. Most of this work has focused on uncovering connections among scalar random variables. We generalize existing methods to apply to collections of multi-dimensional random vectors, focusing on techniques applicable to linear models. The performance of the resulting algorithms is evaluated and compared in simulations, which show that our methods can, in many cases, provide useful information on causal relationships even for relatively small sample sizes.