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Causal Discovery in the Presence of Measurement Error
Proceedings of the 34th Conference on Uncertainty in Artificial Intelligence, PMLR R16:569-578, 2018.
Abstract
Causal discovery algorithms infer causal re- lations from data based on several assump- tions, including notably the absence of mea- surement error. However, this assumption is most likely violated in practical applications, which may result in erroneous, irreproducible results. In this work we show how to obtain an upper bound for the variance of random mea- surement error from the covariance matrix of measured variables and how to use this up- per bound as a correction for constraint-based causal discovery. We demonstrate a practical application of our approach on both simulated data and real-world protein signaling data.