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PNL Practical Evaluation
The Post-NonLinear (PNL) model is evaluated using an independence score between the cause and the noise. As is assumed to be invertible, the noise variable can be recovered from the joint distribution as: . The noise variable is then estimated by functions and such as with independent of . This solves a constrained nonlinear Independent Component Analysis (ICA) problem, which can be achieved by minimizing , the mutual information between and with respect to the model parameter . Symmetrically, an optimization of is performed. The causal direction X rightarrow Y is preferred if , and Y rightarrow X otherwise.
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Updated 2026-06-16
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