A framework for causal discovery in non-intervenable systems

• Autores: Leeuwen, Peter Jan van; DeCaria, Michael; Chakraborty, Nachiketa; Pulido, Manuel Arturo
• Año de publicación: 2021
• Idioma: inglés
• Tipo de recurso: artículo
• Materia: SHANNON; TIME SERIES; MULTIVARIATE CAUSALITY
• Institución: Consejo Nacional de Investigaciones Científicas y Técnicas

Many frameworks exist to infer cause and effect relations in complex nonlinear systems, but a complete theory is lacking. A new framework is presented that is fully nonlinear, provides a complete information theoretic disentanglement of causal processes, allows for nonlinear interactions between causes, identifies the causal strength of missing or unknown processes, and can analyze systems that cannot be represented on directed acyclic graphs. The basic building blocks are information theoretic measures such as (conditional) mutual information and a new concept called certainty that monotonically increases with the information available about the target process. The framework is presented in detail and compared with other existing frameworks, and the treatment of confounders is discussed. While there are systems with structures that the framework cannot disentangle, it is argued that any causal framework that is based on integrated quantities will miss out potentially important information of the underlying probability density functions. The framework is tested on several highly simplified stochastic processes to demonstrate how blocking and gateways are handled and on the chaotic Lorentz 1963 system. We show that the framework provides information on the local dynamics but also reveals information on the larger scale structure of the underlying attractor. Furthermore, by applying it to real observations related to the El-Nino-Southern-Oscillation system, we demonstrate its power and advantage over other methodologies.
Fil: Leeuwen, Peter Jan van. State University of Colorado - Fort Collins; Estados Unidos
Fil: DeCaria, Michael. State University of Colorado - Fort Collins; Estados Unidos
Fil: Chakraborty, Nachiketa. University of Reading; Reino Unido
Fil: Pulido, Manuel Arturo. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Nordeste. Instituto de Modelado e Innovación Tecnológica. Universidad Nacional del Nordeste. Facultad de Ciencias Exactas Naturales y Agrimensura. Instituto de Modelado e Innovación Tecnológica; Argentina