It allows for both latent confounders and selection variables, although in this paper we assume the absence of selection variables.

This performance gain grows with stronger autocorrelation.

It allows for both latent confounders and selection variables, although in this paper we assume the absence of selection variables.

The study of cause-and-effect is of the utmost importance in many branches of science, but also for many practical applications of intelligent systems. In particular, identifying causal relationships in situations that include hidden factors is a major challenge for methods that rely solely on observational data for building causal models. This paper proposes CAnDOIT, a causal discovery method to reconstruct causal models using both observational and interventional time-series data. The use of interventional data in the causal analysis is crucial for real-world applications, such as robotics, where the scenario is highly complex and observational data alone are often insufficient to uncover the correct causal structure. Validation of the method is performed initially on randomly generated synthetic models and subsequently on a well-known benchmark for causal structure learning in a robotic manipulation environment. The experiments demonstrate that the approach can effectively handle data from interventions and exploit them to enhance the accuracy of the causal analysis. A Python implementation of CAnDOIT has also been developed and is publicly available on GitHub: https://github.com/lcastri/causalflow.

This paper proposes two methods for causal additive models with unobserved variables (CAM-UV). CAM-UV assumes that the causal functions take the form of generalized additive models and that latent confounders are present. First, we propose a method that leverages prior knowledge for efficient causal discovery. Then, we propose an extension of this method for inferring causality in time series data. The original CAM-UV algorithm differs from other existing causal function models in that it does not seek the causal order between observed variables, but rather aims to identify the causes for each observed variable. Therefore, the first proposed method in this paper utilizes prior knowledge, such as understanding that certain variables cannot be causes of specific others. Moreover, by incorporating the prior knowledge that causes precedes their effects in time, we extend the first algorithm to the second method for causal discovery in time series data. We validate the first proposed method by using simulated data to demonstrate that the accuracy of causal discovery increases as more prior knowledge is accumulated. Additionally, we test the second proposed method by comparing it with existing time series causal discovery methods, using both simulated data and real-world data.

Reconstructing the causal relationships behind the phenomena we observe is a fundamental challenge in all areas of science. Discovering causal relationships through experiments is often infeasible, unethical, or expensive in complex systems. However, increases in computational power allow us to process the ever-growing amount of data that modern science generates, leading to an emerging interest in the causal discovery problem from observational data. This work evaluates the LPCMCI algorithm, which aims to find generators compatible with a multi-dimensional, highly autocorrelated time series while some variables are unobserved. We find that LPCMCI performs much better than a random algorithm mimicking not knowing anything but is still far from optimal detection. Furthermore, LPCMCI performs best on auto-dependencies, then contemporaneous dependencies, and struggles most with lagged dependencies. The source code of this project is available online.

We present a new method for linear and nonlinear, lagged and contemporaneous constraint-based causal discovery from observational time series in the presence of latent confounders. We show that existing causal discovery methods such as FCI and variants suffer from low recall in the autocorrelated time series case and identify low effect size of conditional independence tests as the main reason. Information-theoretical arguments show that effect size can often be increased if causal parents are included in the conditioning sets. To identify parents early on, we suggest an iterative procedure that utilizes novel orientation rules to determine ancestral relationships already during the edge removal phase. We prove that the method is order-independent, and sound and complete in the oracle case. Extensive simulation studies for different numbers of variables, time lags, sample sizes, and further cases demonstrate that our method indeed achieves much higher recall than existing methods while keeping false positives at the desired level. This performance gain grows with stronger autocorrelation. Our method also covers causal discovery for non-time series data as a special case. We provide Python code for all methods involved in the simulation studies.