Probabilistic latent variable models for distinguishing between cause and effect
2010
Conference Paper
ei
We propose a novel method for inferring whether X causes Y or vice versa from joint observations of X and Y. The basic idea is to model the observed data using probabilistic latent variable models, which incorporate the effects of unobserved noise. To this end, we consider the hypothetical effect variable to be a function of the hypothetical cause variable and an independent noise term (not necessarily additive). An important novel aspect of our work is that we do not restrict the model class, but instead put general non-parametric priors on this function and on the distribution of the cause. The causal direction can then be inferred by using standard Bayesian model selection. We evaluate our approach on synthetic data and real-world data and report encouraging results.
Author(s): | Mooij, JM. and Stegle, O. and Janzing, D. and Zhang, K. and Schölkopf, B. |
Book Title: | Advances in Neural Information Processing Systems 23 |
Journal: | Advances in Neural Information Processing Systems 23: 24th Annual Conference on Neural Information Processing Systems 2010 |
Pages: | 1687-1695 |
Year: | 2010 |
Day: | 0 |
Editors: | J Lafferty and CKI Williams and J Shawe-Taylor and RS Zemel and A Culotta |
Publisher: | Curran |
Department(s): | Empirische Inferenz |
Bibtex Type: | Conference Paper (inproceedings) |
Event Name: | 24th Annual Conference on Neural Information Processing Systems (NIPS 2010) |
Event Place: | Vancouver, BC, Canada |
Address: | Red Hook, NY, USA |
Digital: | 0 |
ISBN: | 978-1-617-82380-0 |
Language: | en |
Organization: | Max-Planck-Gesellschaft |
School: | Biologische Kybernetik |
Links: |
PDF
Web |
BibTex @inproceedings{6767, title = {Probabilistic latent variable models for distinguishing between cause and effect}, author = {Mooij, JM. and Stegle, O. and Janzing, D. and Zhang, K. and Sch{\"o}lkopf, B.}, journal = {Advances in Neural Information Processing Systems 23: 24th Annual Conference on Neural Information Processing Systems 2010}, booktitle = {Advances in Neural Information Processing Systems 23}, pages = {1687-1695}, editors = {J Lafferty and CKI Williams and J Shawe-Taylor and RS Zemel and A Culotta}, publisher = {Curran}, organization = {Max-Planck-Gesellschaft}, school = {Biologische Kybernetik}, address = {Red Hook, NY, USA}, year = {2010}, doi = {} } |