A Framework for Causal Discovery in non-intervenable systems

TL;DR

This paper introduces a comprehensive nonlinear causal discovery framework based on information theory, capable of analyzing complex systems, including those with unobservable causes and non-DAG structures, demonstrated on various stochastic and real-world systems.

Contribution

It presents a novel, fully nonlinear information-theoretic framework for causal discovery that handles unknown causes and non-DAG systems, advancing beyond existing methods.

Findings

Successfully applied to chaotic Lorentz system revealing attractor structure

Demonstrated effectiveness on real El-Nino data showing advantages over other methods

Handles confounders and missing causes through information-theoretic measures

Abstract

Many frameworks exist to infer cause and effect relations in complex nonlinear systems but a complete theory is lacking. A new framework is presented that is fully nonlinear, provides a complete information theoretic disentanglement of causal processes, allows for nonlinear interactions between causes, identifies the causal strength of missing or unknown processes, and can analyze systems that cannot be represented on Directed Acyclic Graphs. The basic building blocks are information theoretic measures such as (conditional) mutual information and a new concept called certainty that monotonically increases with the information available about the target process. The framework is presented in detail and compared with other existing frameworks, and the treatment of confounders is discussed. While there are systems with structures that the framework cannot disentangle, it is argued that any causal framework that is based on integrated quantities will miss out potentially important information of the underlying probability density functions. The framework is tested on several highly simplified stochastic processes to demonstrate how blocking and gateways are handled, and on the chaotic Lorentz 1963 system. We show that the framework provides information on the local dynamics, but also reveals information on the larger scale structure of the underlying attractor. Furthermore, by applying it to real observations related to the El-Nino-Southern-Oscillation system we demonstrate its power and advantage over other methodologies.