Functional Linear Non-Gaussian Acyclic Model for Causal Discovery
This work addresses causal discovery in brain-effective connectivity tasks, offering a novel extension for functional data analysis, though it is incremental as it builds directly on LiNGAM.
The authors tackled the limitation of LiNGAM in handling infinite-dimensional data by extending it to Func-LiNGAM for causal discovery in functional data like fMRI and EEG, establishing theoretical identifiability and demonstrating its ability to identify causal relationships in synthetic and real brain connectivity data.
In causal discovery, non-Gaussianity has been used to characterize the complete configuration of a Linear Non-Gaussian Acyclic Model (LiNGAM), encompassing both the causal ordering of variables and their respective connection strengths. However, LiNGAM can only deal with the finite-dimensional case. To expand this concept, we extend the notion of variables to encompass vectors and even functions, leading to the Functional Linear Non-Gaussian Acyclic Model (Func-LiNGAM). Our motivation stems from the desire to identify causal relationships in brain-effective connectivity tasks involving, for example, fMRI and EEG datasets. We demonstrate why the original LiNGAM fails to handle these inherently infinite-dimensional datasets and explain the availability of functional data analysis from both empirical and theoretical perspectives. {We establish theoretical guarantees of the identifiability of the causal relationship among non-Gaussian random vectors and even random functions in infinite-dimensional Hilbert spaces.} To address the issue of sparsity in discrete time points within intrinsic infinite-dimensional functional data, we propose optimizing the coordinates of the vectors using functional principal component analysis. Experimental results on synthetic data verify the ability of the proposed framework to identify causal relationships among multivariate functions using the observed samples. For real data, we focus on analyzing the brain connectivity patterns derived from fMRI data.