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Density Ratio-based Causal Discovery from Bivariate Continuous-Discrete Data

Main:7 Pages
1 Figures
Bibliography:2 Pages
9 Tables
Appendix:11 Pages
Abstract

We address the problem of inferring the causal direction between a continuous variable XX and a discrete variable YY from observational data. For the model XYX \to Y, we adopt the threshold model used in prior work. For the model YXY \to X, we consider two cases: (1) the conditional distributions of XX given different values of YY form a location-shift family, and (2) they are mixtures of generalized normal distributions with independently parameterized components. We establish identifiability of the causal direction through three theoretical results. First, we prove that under XYX \to Y, the density ratio of XX conditioned on different values of YY is monotonic. Second, we establish that under YXY \to X with non-location-shift conditionals, monotonicity of the density ratio holds only on a set of Lebesgue measure zero in the parameter space. Third, we show that under XYX \to Y, the conditional distributions forming a location-shift family requires a precise coordination between the causal mechanism and input distribution, which is non-generic under the principle of independent mechanisms. Together, these results imply that monotonicity of the density ratio characterizes the direction XYX \to Y, whereas non-monotonicity or location-shift conditionals characterizes YXY \to X. Based on this, we propose Density Ratio-based Causal Discovery (DRCD), a method that determines causal direction by testing for location-shift conditionals and monotonicity of the estimated density ratio. Experiments on synthetic and real-world datasets demonstrate that DRCD outperforms existing methods.

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