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Learning Causal Graphs via Monotone Triangular Transport Maps

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arxiv 2305.18210 v1 pith:GIF7UHEN submitted 2023-05-26 stat.ME cs.LG

classification stat.MEcs.LG
keywords causalnoisetransportallowsapproachassumptionsdiscoverylearning
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We study the problem of causal structure learning from data using optimal transport (OT). Specifically, we first provide a constraint-based method which builds upon lower-triangular monotone parametric transport maps to design conditional independence tests which are agnostic to the noise distribution. We provide an algorithm for causal discovery up to Markov Equivalence with no assumptions on the structural equations/noise distributions, which allows for settings with latent variables. Our approach also extends to score-based causal discovery by providing a novel means for defining scores. This allows us to uniquely recover the causal graph under additional identifiability and structural assumptions, such as additive noise or post-nonlinear models. We provide experimental results to compare the proposed approach with the state of the art on both synthetic and real-world datasets.

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Cited by 1 Pith paper

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  1. The Wasserstein Space of Stochastic Processes in Continuous Time

    math.PR 2025-01 conditional novelty 7.0 of 10

    In continuous time, the Aldous, Hoover-Keisler, Hellwig, and optimal-stopping topologies on naturally filtered processes coincide and are metrized by an adapted Wasserstein distance, whose completion is the space of g...

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