A Partial Correlation-Based Algorithm for Causal Structure Discovery with Continuous Variables

We present an algorithm for causal structure discovery suited in the presence of continuous variables. We test a version based on partial correlation that is able to recover the structure of a recursive linear equations model and compare it to the well-known PC algorithm on large networks. PC is generally outperformed in run time and number of structural errors.

[1]  Michal Linial,et al.  Using Bayesian Networks to Analyze Expression Data , 2000, J. Comput. Biol..

[2]  R. Shibata,et al.  PARTIAL CORRELATION AND CONDITIONAL CORRELATION AS MEASURES OF CONDITIONAL INDEPENDENCE , 2004 .

[3]  David Heckerman,et al.  Learning Gaussian Networks , 1994, UAI.

[4]  Tao Lin,et al.  A Structural Characterization of DAG-Isomorphic Dependency Models , 2002, Canadian Conference on AI.

[5]  G. Judge,et al.  Introduction to the Theory and Practice , 1988 .

[6]  R Scheines,et al.  The TETRAD Project: Constraint Based Aids to Causal Model Specification. , 1998, Multivariate behavioral research.

[7]  Constantin F. Aliferis,et al.  HITON: A Novel Markov Blanket Algorithm for Optimal Variable Selection , 2003, AMIA.

[8]  Philippe Leray,et al.  BNT STRUCTURE LEARNING PACKAGE : Documentation and Experiments , 2004 .

[9]  Dimitris Margaritis,et al.  Distribution-Free Learning of Bayesian Network Structure in Continuous Domains , 2005, AAAI.

[10]  Judea Pearl,et al.  A Theory of Inferred Causation , 1991, KR.

[11]  Daniel A. Keim,et al.  On Knowledge Discovery and Data Mining , 1997 .

[12]  Susanne Bottcher,et al.  Learning Bayesian networks with mixed variables , 2001, AISTATS.

[13]  R. Hauser,et al.  The Decomposition of Effects in Path Analysis , 1975 .

[14]  Constantin F. Aliferis,et al.  The max-min hill-climbing Bayesian network structure learning algorithm , 2006, Machine Learning.

[15]  E. Ziegel.  Introduction to the Theory and Practice of Econometrics , 1989 .

[16]  Korbinian Strimmer,et al.  Learning Large‐Scale Graphical Gaussian Models from Genomic Data , 2005 .

[17]  Constantin F. Aliferis,et al.  Time and sample efficient discovery of Markov blankets and direct causal relations , 2003, KDD '03.

[18]  P. Spirtes,et al.  Causation, prediction, and search , 1993 .