Determining Causal Skeletons with Information Theory

Abstract

Modeling a causal association as arising from a communication process between cause and effect, simplifies the discovery of causal skeletons. The communication channels enabling these communication processes, are fully characterized by stochastic tensors, and therefore allow us to use linear algebra. This tensor-based approach reduces the dimensionality of the data needed to test for conditional independence, e.g., for systems comprising three variables, pair-wise determined tensors suffice to infer the causal skeleton. The only thing needed is a minor extension to information theory, namely the concept of path information.