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.
We present the Structural Agnostic Model (SAM), a framework to estimate end-to-end non-acyclic causal graphs from observational data.
Despite their popularity, many questions about the algebraic constraints imposed by linear structural equation models remain open problems.
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.