( Image credit: TCDF )
Combining the local permutation scheme with the kernel tests leads to better calibration, but suffers in power.
This paper presents a new open source Python framework for causal discovery from observational data and domain background knowledge, aimed at causal graph and causal mechanism modeling.
We therefore present the Temporal Causal Discovery Framework (TCDF), a deep learning framework that learns a causal graph structure by discovering causal relationships in observational time series data.
A new causal discovery method, Structural Agnostic Modeling (SAM), is presented in this paper.
We address the problem of causal discovery from data, making use of the recently proposed causal modeling framework of modular structural causal models (mSCM) to handle cycles, latent confounders and non-linearities.
Despite their popularity, many questions about the algebraic constraints imposed by linear structural equation models remain open problems.
We show that the data generated from our simulator have similar statistics as real-world data.
In this work, we propose a cascade nonlinear additive noise model to represent such causal influences--each direct causal relation follows the nonlinear additive noise model but we observe only the initial cause and final effect.