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Practical Evaluation of ANM via Independence Score (ANM-HSIC)

In the Additive Noise Model (ANM), the fit score is based on an independence test between the estimated noise and the cause. For the two causal alternatives, X rightarrow Y and Y rightarrow X, the estimated mechanisms f^Y\hat{f}_Y and f^X\hat{f}_X are obtained via Gaussian process regressions. These regression functions are used to calculate the residuals n^Y=yf^Y(x)\hat{n}_Y = y - \hat{f}_Y(x) and n^X=xf^X(y)\hat{n}_X = x - \hat{f}_X(y). The scores S_{X rightarrow Y} and S_{Y rightarrow X} correspond to the kernel HSIC independence test between n^Y\hat{n}_Y and xx (for X rightarrow Y), and between n^X\hat{n}_X and yy (for Y rightarrow X). If S_{X rightarrow Y} < S_{Y rightarrow X}, the orientation X rightarrow Y is chosen; if S_{X rightarrow Y} > S_{Y rightarrow X}, Y rightarrow X is chosen.

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Updated 2026-06-18

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Data Science