Corpus ID: 211259094

Causal structure learning from time series: Large regression coefficients may predict causal links better in practice than small p-values

@inproceedings{Weichwald2019CausalSL,
  title={Causal structure learning from time series: Large regression coefficients may predict causal links better in practice than small p-values},
  author={S. Weichwald and M. E. Jakobsen and Phillip B Mogensen and Lasse Petersen and Nikolaj Thams and Gherardo Varando},
  booktitle={Proceedings of Machine Learning Research},
  year={2019}
}
In this article, we describe the algorithms for causal structure learning from time series data that won the Causality 4 Climate competition at the Conference on Neural Information Processing Systems 2019 (NeurIPS). We examine how our combination of established ideas achieves competitive performance on semi-realistic and realistic time series data exhibiting common challenges in real-world Earth sciences data. In particular, we discuss a) a rationale for leveraging linear methods to identify… Expand
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