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A direct method for estimating a causal ordering in a linear non-Gaussian acyclic model
Proceedings of the 25th Conference on Uncertainty in Artificial Intelligence, PMLR R7:514-521, 2009.
Abstract
Structural equation models and Bayesian networks have been widely used to ana- lyze causal relations between continuous vari- ables. In such frameworks, linear acyclic models are typically used to model the data- generating process of variables. Recently, it was shown that use of non-Gaussianity iden- tifies a causal ordering of variables in a linear acyclic model without using any prior knowl- edge on the network structure, which is not the case with conventional methods. How- ever, existing estimation methods are based on iterative search algorithms and may not converge to a correct solution in a finite num- ber of steps. In this paper, we propose a new direct method to estimate a causal ordering based on non-Gaussianity. In contrast to the previous methods, our algorithm requires no algorithmic parameters and is guaranteed to converge to the right solution within a small fixed number of steps if the data strictly fol- lows the model.