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Causal Inference on Discrete Data via Estimating Distance Correlations
1Department of Computer Science and Engineering, Chinese University of Hong Kong, Hong Kong 999077, Hong Kong frliu@cse.cuhk.edu.hk.
Abstract:
In this article, we deal with the problem of inferring causal directions when the data are on discrete domain. By considering the distribution of the cause [Formula: see text] and the conditional distribution mapping cause to effect [Formula: see text] as independent random variables, we propose to infer the causal direction by comparing the distance correlation between [Formula: see text] and [Formula: see text] with the distance correlation between [Formula: see text] and [Formula: see text]. We infer that X causes Y if the dependence coefficient between [Formula: see text] and [Formula: see text] is smaller. Experiments are performed to show the performance of the proposed method.
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