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LiNGAM Practical Evaluation

In Pairwise LiNGAM inference, the candidate linear causal models are evaluated by comparing their fit scores at a fixed complexity. The fit score used for comparison is the likelihood score, derived by Hyvärinen and Smith as:

SXY=[i=1nGX(xi)+GNY(yiρxi1ρ2)]+nlog(1ρ2)S_{X \rightarrow Y} = -\left[\sum_{i=1}^n G_X(x^i)+G_{N_Y}\left(\frac{y^i - \rho x^i}{\sqrt{1-\rho^2}}\right)\right]+n\log (1-\rho^2)

where GX(u)=logPX(u)G_X(u) = \log P_X(u), and GNYG_{N_Y} is the standardized log probability distribution function of the residual when regressing YY on XX. The score S_{Y rightarrow X} is computed similarly, and the causal direction is decided by comparing S_{X rightarrow Y} with S_{Y rightarrow X}.

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Updated 2026-06-12

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Data Science

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