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Paper · 2209.03427 · 2022

Causal discovery for time series with latent confounders

arXiv · PDF · Open in the Atlas

Code that ran

We lifted 2 functions out of this paper's own repositories and ran 1 of them in a sandbox. "Ran" means the function executed on a synthesized input and returned a value. It is not a reproduction of the paper's results.

RepositoryRoleRan
christianreiser/correlate canonical 1 of 2
FunctionStatusWhere it lives
external_independencies_var_names_to_int Ran christianreiser/correlate/causal_discovery/LPCMCI/observational_discovery.py
pointer only (licence: NONE) · get_code("5aec868c6805852d")
if_intervened_replace_with_nan Not yet run christianreiser/correlate/causal_discovery/LPCMCI/observational_discovery.py
pointer only (licence: NONE) · get_code("78289cd5201200af")

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Abstract

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.

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