A Survey on Causal Discovery Methods for I.I.D. and Time Series Data

Fuente: arXiv
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Autori principali: Hasan, Uzma, Hossain, Emam, Gani, Md Osman
Natura: Preprint
Pubblicazione: 2023
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author Hasan, Uzma
Hossain, Emam
Gani, Md Osman
author_facet Hasan, Uzma
Hossain, Emam
Gani, Md Osman
contents The ability to understand causality from data is one of the major milestones of human-level intelligence. Causal Discovery (CD) algorithms can identify the cause-effect relationships among the variables of a system from related observational data with certain assumptions. Over the years, several methods have been developed primarily based on the statistical properties of data to uncover the underlying causal mechanism. In this study, we present an extensive discussion on the methods designed to perform causal discovery from both independent and identically distributed (I.I.D.) data and time series data. For this purpose, we first introduce the common terminologies used in causal discovery literature and then provide a comprehensive discussion of the algorithms designed to identify causal relations in different settings. We further discuss some of the benchmark datasets available for evaluating the algorithmic performance, off-the-shelf tools or software packages to perform causal discovery readily, and the common metrics used to evaluate these methods. We also evaluate some widely used causal discovery algorithms on multiple benchmark datasets and compare their performances. Finally, we conclude by discussing the research challenges and the applications of causal discovery algorithms in multiple areas of interest.
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id arxiv_https___arxiv_org_abs_2303_15027
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle A Survey on Causal Discovery Methods for I.I.D. and Time Series Data
Hasan, Uzma
Hossain, Emam
Gani, Md Osman
Artificial Intelligence
The ability to understand causality from data is one of the major milestones of human-level intelligence. Causal Discovery (CD) algorithms can identify the cause-effect relationships among the variables of a system from related observational data with certain assumptions. Over the years, several methods have been developed primarily based on the statistical properties of data to uncover the underlying causal mechanism. In this study, we present an extensive discussion on the methods designed to perform causal discovery from both independent and identically distributed (I.I.D.) data and time series data. For this purpose, we first introduce the common terminologies used in causal discovery literature and then provide a comprehensive discussion of the algorithms designed to identify causal relations in different settings. We further discuss some of the benchmark datasets available for evaluating the algorithmic performance, off-the-shelf tools or software packages to perform causal discovery readily, and the common metrics used to evaluate these methods. We also evaluate some widely used causal discovery algorithms on multiple benchmark datasets and compare their performances. Finally, we conclude by discussing the research challenges and the applications of causal discovery algorithms in multiple areas of interest.
title A Survey on Causal Discovery Methods for I.I.D. and Time Series Data
topic Artificial Intelligence
url https://arxiv.org/abs/2303.15027