arXiv · 2211.13800
Estimation of a Causal Directed Acyclic Graph Process using Non-Gaussianity
Abstract
Numerous approaches have been proposed to discover causal dependencies in machine learning and data mining; among them, the state-of-the-art VAR-LiNGAM (short for Vector Auto-Regressive Linear Non-Gaussian Acyclic Model) is a desirable approach to reveal both the instantaneous and time-lagged relationships. However, all the obtained VAR matrices need to be analyzed to infer the final causal graph, leading to a rise in the number of parameters. To address this issue, we propose the CGP-LiNGAM (short for Causal Graph Process-LiNGAM), which has significantly fewer model parameters and deals with only one causal graph for interpreting the causal relations by exploiting Graph Signal Processing (GSP).
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Aref Einizade, Sepideh Hajipour Sardouie. 2022-11-24. Estimation of a Causal Directed Acyclic Graph Process using Non-Gaussianity. https://arxiv.org/abs/2211.13800
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