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High-recall causal discovery for autocorrelated time series with latent confounders

NeurIPS 2020 · Probabilistic and scientific modeling › Causal discovery · approach: Causal discovery from time series · 38 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
increase preliminary-phase iterations k from 0 to 1 (parent default conditions) (ablation)LPCMCI · simulated autocorrelated datarecall and precisionHelped
increase k beyond 1 up to 4 (ablation)LPCMCI · simulated autocorrelated datarecallHelped
increase k (larger conditioning sets) (ablation)LPCMCI · simulated autocorrelated dataruntimeHurt
LPCMCI (k=4) vs SVAR-FCI and SVAR-RFCIconstraint-based latent causal discovery · simulated autocorrelated datacontemporaneous orientation recall: +0.4 or moreHelped
LPCMCI (k=0) vs SVAR-FCI/RFCIconstraint-based latent causal discovery · simulated autocorrelated dataprecision (lagged orientation)Hurt
increase k to 3-4 on non-time-series dataLPCMCI · non-time-series modelsfalse positivesHurt
increase k on discrete variables with G-testLPCMCI · discrete modelsperformanceHurt

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