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Causal discovery based on Independent Component Analysis (ICA) has achieved remarkable success through the LiNGAM framework, which exploits non-Gaussianity and independence of noise variables to identify causal order. However, classical…

Information Theory · Computer Science 2026-01-26 Joe Suzuki

We consider linear non-Gaussian structural equation models that involve latent confounding. In this setting, the causal structure is identifiable, but, in general, it is not possible to identify the specific causal effects. Instead, a…

Machine Learning · Statistics 2024-08-12 Daniela Schkoda , Elina Robeva , Mathias Drton

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…

Machine Learning · Computer Science 2023-06-01 Ruichu Cai , Zhiyi Huang , Wei Chen , Zhifeng Hao , Kun Zhang

Independent component analysis (ICA) is popular in many applications, including cognitive neuroscience and signal processing. Due to computational constraints, principal component analysis is used for dimension reduction prior to ICA…

Methodology · Statistics 2017-10-03 Benjamin B. Risk , David S. Matteson , David Ruppert

We consider the problem of estimating a particular type of linear non-Gaussian model. Without resorting to the overcomplete Independent Component Analysis (ICA), we show that under some mild assumptions, the model is uniquely identified by…

Machine Learning · Computer Science 2021-03-29 Wei Chen , Kun Zhang , Ruichu Cai , Biwei Huang , Joseph Ramsey , Zhifeng Hao , Clark Glymour

We introduce coroICA, confounding-robust independent component analysis, a novel ICA algorithm which decomposes linearly mixed multivariate observations into independent components that are corrupted (and rendered dependent) by hidden…

Machine Learning · Statistics 2019-10-31 Niklas Pfister , Sebastian Weichwald , Peter Bühlmann , Bernhard Schölkopf

We consider the problem of inferring causal relationships between two or more passively observed variables. While the problem of such causal discovery has been extensively studied especially in the bivariate setting, the majority of current…

Machine Learning · Statistics 2019-04-22 Ricardo Pio Monti , Kun Zhang , Aapo Hyvarinen

In recent years, several methods have been proposed for the discovery of causal structure from non-experimental data (Spirtes et al. 2000; Pearl 2000). Such methods make various assumptions on the data generating process to facilitate its…

Machine Learning · Computer Science 2012-07-09 Shohei Shimizu , Aapo Hyvarinen , Yutaka Kano , Patrik O. Hoyer

Independent component analysis (ICA) estimates a demixing matrix that can recover statistically independent sources from linear mixtures. FastICA is a popular ICA algorithm due to its efficiency, but its performance strongly depends on a…

Signal Processing · Electrical Eng. & Systems 2026-04-27 David Watts , Jonathan H. Manton

Independent Component Analysis (ICA) is a technique for unsupervised exploration of multi-channel data widely used in observational sciences. In its classical form, ICA relies on modeling the data as a linear mixture of non-Gaussian…

Machine Learning · Statistics 2017-11-30 Pierre Ablin , Jean-François Cardoso , Alexandre Gramfort

Causal discovery methods such as LiNGAM identify causal structure from observational data by assuming mutually independent disturbances. This assumption is fragile: shared volatility, common scale effects, or other forms of dependence can…

Methodology · Statistics 2026-05-07 Geert Mesters , Alvaro Ribot , Anna Seigal , Piotr Zwiernik

Independent Component Analysis (ICA) is a technique for unsupervised exploration of multi-channel data that is widely used in observational sciences. In its classic form, ICA relies on modeling the data as linear mixtures of non-Gaussian…

Machine Learning · Statistics 2018-08-01 Pierre Ablin , Jean-François Cardoso , Alexandre Gramfort

Causal discovery is to learn cause-effect relationships among variables given observational data and is important for many applications. Existing causal discovery methods assume data sufficiency, which may not be the case in many real world…

Machine Learning · Computer Science 2022-06-20 Zijun Cui , Naiyu Yin , Yuru Wang , Qiang Ji

Causal structure discovery from observational data is fundamental to the causal understanding of autonomous systems such as medical decision support systems, advertising campaigns and self-driving cars. This is essential to solve well-known…

Causal discovery aims to recover causal structures generating the observational data. Despite its success in certain problems, in many real-world scenarios the observed variables are not the target variables of interest, but the imperfect…

Machine Learning · Computer Science 2022-10-21 Haoyue Dai , Peter Spirtes , Kun Zhang

Causal processes in nature may contain cycles, and real datasets may violate causal sufficiency as well as contain selection bias. No constraint-based causal discovery algorithm can currently handle cycles, latent variables and selection…

Machine Learning · Statistics 2018-05-08 Eric V. Strobl

Independent Component Analysis (ICA) uses a measure of non-Gaussianity to identify latent sources from data and estimate their mixing coefficients (Shimizu et al., 2006). Meanwhile, higher-order Orthogonal Machine Learning (OML) exploits…

Machine Learning · Statistics 2026-03-02 Patrik Reizinger , Lester Mackey , Wieland Brendel , Rahul Krishnan

Nowadays, the need for causal discovery is ubiquitous. A better understanding of not just the stochastic dependencies between parts of a system, but also the actual cause-effect relations, is essential for all parts of science. Thus, the…

Machine Learning · Computer Science 2024-12-10 Boris Lorbeer , Mustafa Mohsen

We present a sound and complete algorithm, called iterative causal discovery (ICD), for recovering causal graphs in the presence of latent confounders and selection bias. ICD relies on the causal Markov and faithfulness assumptions and…

Machine Learning · Computer Science 2022-01-19 Raanan Y. Rohekar , Shami Nisimov , Yaniv Gurwicz , Gal Novik

Causal discovery from i.i.d. observational data is known to be generally ill-posed. We demonstrate that if we have access to the distribution {induced} by a structural causal model, and additional data from (in the best case) \textit{only…

Machine Learning · Statistics 2026-05-15 Francesco Montagna
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