Causal Discovery with Latent Confounders Based on Higher-Order Cumulants
This addresses the challenge of causal discovery with latent variables in scientific domains, offering a more efficient alternative to existing computationally expensive methods.
The paper tackles causal discovery with latent confounders by proposing a method based on higher-order cumulants, which provides a closed-form solution for specific structures and extends to multi-latent cases, resulting in an asymptotically correct algorithm with demonstrated effectiveness in experiments.
Causal discovery with latent confounders is an important but challenging task in many scientific areas. Despite the success of some overcomplete independent component analysis (OICA) based methods in certain domains, they are computationally expensive and can easily get stuck into local optima. We notice that interestingly, by making use of higher-order cumulants, there exists a closed-form solution to OICA in specific cases, e.g., when the mixing procedure follows the One-Latent-Component structure. In light of the power of the closed-form solution to OICA corresponding to the One-Latent-Component structure, we formulate a way to estimate the mixing matrix using the higher-order cumulants, and further propose the testable One-Latent-Component condition to identify the latent variables and determine causal orders. By iteratively removing the share identified latent components, we successfully extend the results on the One-Latent-Component structure to the Multi-Latent-Component structure and finally provide a practical and asymptotically correct algorithm to learn the causal structure with latent variables. Experimental results illustrate the asymptotic correctness and effectiveness of the proposed method.