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Cause And Effect: A New Statistical Test That Can Tease Them Apart
"The key assumption is that the pattern of noise in the cause will be different to the pattern of noise in the effect. That’s because any noise in X can have an influence on Y but not vice versa."[...] "That’s a fascinating outcome. It means that statisticians have good reason to question the received wisdom that it is impossible to determine cause and effect from observational data alone." https://medium.com/the-physics-arxiv-blog/cause-and-effect-the-revolutionary-new-statistical-test-that-can-tease-them-apart-ed84a988e
- mazsa 12y ago"The key assumption is that the pattern of noise in the cause will be different to the pattern of noise in the effect. That’s because any noise in X can have an influence on Y but not vice versa."[...] "That’s a fascinating outcome. It means that statisticians have good reason to question the received wisdom that it is impossible to determine cause and effect from observational data alone." https://medium.com/the-physics-arxiv-blog/cause-and-effect-the-revolutionary-new-statistical-test-that-can-tease-them-apart-ed84a988e https://medium.com/the-physics-arxiv-blog/cause-and-effect-t...
- PeterWhittaker 12y agoI don't think it's hype or over stating things to suggest that this may be the most significant advance in practical statistics and methodologies for scientific investigation in years, perhaps decades. Like many brilliant ideas, it seems so obvious in retrospect, another great "Why didn't I think of that?" moment.
- nabla9 12y agoCausal discovery has been research subject in statistics and machine learning for years. See, for example: Causation, Prediction, and Search by Spirtes, Glymour and Scheines (1993) https://www.cs.cmu.edu/afs/cs.cmu.edu/project/learn-43/lib/photoz/.g/scottd/fullbook.pdf https://www.cs.cmu.edu/afs/cs.cmu.edu/project/learn-43/lib/p... Computation, Causation, & Discovery (1999), edited by C. Glymour and G. Cooper, MIT Press
- deleted 12y ago[deleted]
- jacobn 12y ago"We simplify the causal discovery problem by assuming no confounding, selection bias and feedback." That's a pretty big caveat. Not saying the paper is not important, just that it's not (yet?) a full solution to the overall conundrum.
- UhUhUhUh 12y agoParticularly since the confounding issue is really enormous in science. And sits at the core of the example the article gives in introduction... That would be an achievement in itself to build an experiment without confounder(s).
- kghose 12y agoDoes not rule out shared cause. You observe X and Y and find a correlation. You still have to consider that X and Y are caused by Z. Noise in Z will have echoes in both X and Y.
- cafebeen 12y agoExactly. They assume this isn't happening, so it's not a very useful idea in practice...
- dang 12y agoThanks, that's a good overview and we switched to it. https://news.ycombinator.com/item?id=8777258 https://news.ycombinator.com/item?id=8777258
- cafebeen 12y agoThis isn't as generally useful as the title suggests... due to these assumptions: "that X and Y are dependent (i.e., PXY=PXPY), there is no confounding (common cause of X and Y), no selection bias (common effect of X and Y that is implicitly conditioned on), and no feedback between X and Y (a two-way causal relationship between X and Y)"
- pdabbadabba 12y agoI must say, I do not understand why they have to assume that there is no common cause. What you're looking for is an asymmetry in the the bleeding of noise from one variable into another, right? I.e., if you're hypothesis is that A causes B, then you want to confirm that noise in A also appears in B, but that noise in B does not also appear in A. The fact that there is a common source of noise in both might make it more difficult to detect this asymmetry (because it weakens your characterization of A or B specific noise) but, on their assumption that noise is typically additive, wouldn't it still be theoretically possible to detect the asymmetry you're looking for? I.e., if A and B have common cause X, then noise from X will appear in A and B, but A noise will not appear in B, and B noise will not appear in A (assuming that A and B also have intrinsic noise sources in addition to the noise they inherit from X). Symmetry is maintained. What am I not getting?
- Tycho 12y agoMaybe because you cannot guarantee that noise will bleed? If you detect bleeding, then great, you have a result. If you do not detect bleeding, then it could be that there is a confounding variable or it could just be that the noise doesn't bleed. Similarly if there is a confounding variable then you cannot guarantee that the noise will bleed to both sets of observations. You have know way of knowing. Make sense?
- gwern 12y ago> This isn't as generally useful as the title suggests... My understanding is that the more general case of causal discovery, where you have lots of variables, is already somewhat solved by Pearlian techniques (if you have A/B/C you can conditionalize on each and see what graph fits best - all independent, C confounding A & B, A -> B -> C, etc). But these techniques break down when it's just A and B: A->B and B->A look symmetrical - the problem is so simple that it's hard, because there's no C which can help break the symmetry and suggest something about the underlying causal graph. OP is interesting because it points out that even without a C, A and B often aren't symmetrical in one particular way. So now pairs can be attacked as well as triplets and bigger; and maybe it points the way to new ways to tackle more complicated datasets.
- dang 12y agoWe changed the URL from http://arxiv.org/pdf/1412.3773v1.pdf http://arxiv.org/pdf/1412.3773v1.pdf because, with some exceptions (such as computing), HN tends to prefer the highest-quality general-interest article on a topic with the paper linked in comments. This comes up often enough that it is a good case for linking related URLs together, which is something we intend to work on in the new year.
- _delirium 12y agoI think with science that can be a dangerous preference, because of the tendency of the general-interest articles to overstate (and/or incorrectly state) the results. This one is better than most, especially compared to the junk that comes out of university press offices. But it still somewhat oversells the result compared to the more modest claims of the paper. The paper's introduction and conclusion are pretty accessible, imo, and a better representation of the findings than the Medium blogpost is.
- dang 12y agoThat's why I said "tends to prefer". There's no rigid policy—it's a lot of case by case, and feedback from HN users makes the biggest difference in deciding them. You may be right on this one, but it's a marginal call, and the HN comments have clarified the situation quite a bit either way. There is indeed an industry based on blowing scientific findings out of all proportion, and we do a lot to keep most of that at bay. But the solution isn't as simple as always linking to the papers, and there's no hope of keeping HN immune from this systemic dysfunction, only of correcting its worst excesses.
- fitshipit 12y agobefore or after you make links not expire?
- dang 12y agoWe eliminated most of those over the summer. Have you had a link expire recently?
- xtacy 12y agoNice article. I think the fact that testing if "X-caused-Y", by exploiting the fact that this is not symmetrical, has also been used by the "pseudo-causality" Granger causality test: http://en.wikipedia.org/wiki/Granger_causality http://en.wikipedia.org/wiki/Granger_causality Also, causality in reality can be quite complicated if there are feedback loops: X-causes-Y-causes-X.
- learnstats2 12y agoThis statistical test for causation (X->Y) is based on the idea that X and Y each contain noise - noise present in X flows causally to Y but noise present in Y won't flow back to X. But, even if true, it isn't clear that this makes for a good test. For example, it's plausible that Y could have a damping effect and remove noise, which would reverse the results of the test. "They say the additive noise model is up to 80 per cent accurate in correctly determining cause-and-effect." This has been exaggerated by Medium from "accuracies between 65% and 80%" in the original article. But a coin-flip model should be 50% accurate. 65% accuracy is unconvincing. The journal article's conclusion admits that their results are not statistically significant in any sense. As such, the results do not even meet the weakest possible scientific standard. They couldn't reproduce earlier published results in this field (typical of publication bias). Their final paragraph concludes that there is surely a method of doing this, but they just haven't found that method here. In my opinion, the results do not support that conclusion.
- Matumio 12y agoI think we are talking about independent samples of X and Y, not about time series. If X causes Y, then you model y = f(x, u), where U is a random variable independent of X (think: unexplained, e.g. noise). I don't think there can be any dampening effect in this setup. This model is generic: you can find a f(x, u) for any relationship between X and Y. But you may get a much simpler noise model (like additive gaussian noise) in one direction. It's no proof, but a strong hint (Occam's razor). There is also the family of algorithms like IC* and FCI that can recover a causal graph from statistical dependencies between random variables. As output you get a set of causal graphs that are still plausible given the observed dependencies, including constraints about the presence or absence of latent common causes.
- rcthompson 12y agoi.i.d. variables are uncorrelated.
- Matumio 12y agopardon, I meant independent samples of course (edited)
- panarky 12y agoHere's a tool Google built called CausalImpact to go beyond correlation and get at cause and effect in time-series data. http://google-opensource.blogspot.com/2014/09/causalimpact-new-open-source-package.html http://google-opensource.blogspot.com/2014/09/causalimpact-n... And their related research into using Bayesian structural time-series models to infer cause and effect. http://research.google.com/pubs/pub41854.html http://research.google.com/pubs/pub41854.html
- fitshipit 12y agoIt's like all statistical tests -- it works really well (provably well) when the assumptions it requires hold. However, it's usually impossible to know if those assumptions hold without holding the desired answer in the first place. That's why nonparametric tests are so popular (not saying they have much to do with the article at hand, but people are definitely willing to get less definitive results in exchange for making fewer assumptions).
- jsprogrammer 12y ago>Obviously temperature is one of the causes of the total amount of snow rather than the other way round. Can someone explain how this is 'obvious'? How can this be a claimed scientific way to tell cause and effect and then drop a sentence like that in the middle of the explanation? Even if you accept that it's true that temperature determines snowfall, it seems there is likely some feedback loop in there. The fallen snow doesn't just disappear, wouldn't it affect later measured temperatures? Remove a bunch of (cold) snow from an area and the average temperature of the area should increase faster than if you had left the snow, no?
- keithpeter 12y agoThat strange assertion leapt out of the page for me as well. I suppose it depends at what altitude you are measuring the air temperature.
- jsprogrammer 12y agoI think it depends on the variance of the temperature across the entire space. If a place has been very cold (below freezing temperature of the water content) for a long period of time, then you might expect all of the water to have precipitated. However, in many real situations on earth, the temperatures often fluctuate right around the freezing point of the water in the space.
- brapse 12y agoThe temperature can go down without there being snow but it cannot snow without the temperature going down.
- raverbashing 12y ago" The fallen snow doesn't just disappear, wouldn't it affect later measured temperatures?" Unless your weather station is totally covered by snow, no. And the effect of snow in the total thermal capacity of a city is small. Just compare its mass to the mass of "all things" (buildings, etc)
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- keithpeter 12y agoHas anyone zipped up the data sets referenced in the paper in a handy file at all? Just before I start right clicking...
- streptomycin 12y agoReminds me of http://www.pnas.org/content/104/16/6533.full http://www.pnas.org/content/104/16/6533.full - interesting, but probably only applicable to very simple systems. If you have various complex interconnections between components, simple A -> B reasoning is not helpful.
- raverbashing 12y agoWould be interesting to test this in data such as these: http://www.tylervigen.com/ http://www.tylervigen.com/
- yarrel 12y agoSonitus post hoc ergo sonitus propter hoc.
- righttoremember 12y agoIn econometrics this approach is called "identification thorough functional form" because it relies on assumptions about the exact distribution of some is the variables. The main problem is that it requires making assumptions that are very hard or impossible to test. Nonetheless it's an interesting idea, but I doubt this method can replace randomized trials or instrumental variables except in a tiny fraction is cases
- RoboTeddy 12y agoFrom the paper (http://arxiv.org/abs/1412.3773 http://arxiv.org/abs/1412.3773), > Concluding, our results provide evidence that distinguishing cause from effect is indeed possible by exploiting certain statistical patterns in the observational data. However, the performance of current state-of-the-art bivariate causal methods still has to be improved further in order to enable practical applications.
- Xcelerate 12y agoHeh, so maybe we can finally figure out if the "random" correlations in quantum mechanics are really random or if there's a cause. (I'm joking of course, but has anyone ever actually rigorously analyzed quantum random data?)
- bdcs 12y agohttp://noosphere.princeton.edu/ http://noosphere.princeton.edu/ - The Global Consciousness Project "When human consciousness becomes coherent, the behavior of random systems may change. Random number generators (RNGs) based on quantum tunneling produce completely unpredictable sequences of zeroes and ones. But when a great event synchronizes the feelings of millions of people, our network of RNGs becomes subtly structured. We calculate one in a trillion odds that the effect is due to chance. The evidence suggests an emerging noosphere or the unifying field of consciousness described by sages in all cultures." Looks pretty, shall we say, wacky, but they are supposedly finding correlations in quantum RNGs.
- NoMoreNicksLeft 12y ago> Another dataset relates to the daily snowfall at Whistler in Canada and contains measurements of temperature and the total amount of snow. Obviously temperature is one of the causes of the total amount of snow rather than the other way round. This isn't obvious to me at all. It's true that rainfall causes trees (and that drought can kill them). But it's less obviously true that trees (in massive numbers) can affect the regional climate enough to cause rain. They do this by pumping water out of the ground and increasing humidity, by changing wind patterns, etc. When trees cause rain, it's a lesser effect than when rain causes trees, but it's still there. So when someone tells me that it's obvious that hundreds of thousands of tons of frozen, powdered water laying on the ground doesn't cause the temperature, I have to wonder if they're a retard.
- _almosnow 12y agoInteresting, a year ago this was one of the challenge say Kaggle. Given a set of sample pairs determine which one of them (if any) is causing the others.
- snowwrestler 12y agoThis strikes me as a fairly useless test, because it only works in situations where you are sure there are only 2 variables, and you're trying to determine which one is dependent. Such a situation only happens in a carefully controlled experiment--and in those situations, you can easily determine causation by creating counterfactual tests. What people really want to know is whether statistics alone can be used to exclude hidden shared causes from an uncontrolled data set. Even the article itself uses such an example: the impact of hormone replacement on heart disease. This test does not further that goal. I remain convinced that it is impossible. In fact to my understanding, that is the origin of the scientific method: rather than accepting conclusions from the first data set, science constructs hypotheses and tests to exclude hidden causes.
- Zak 12y agoIdeally, upon finding correlated variables, one would perform an experiment, changing one to see if it causes the other(s) to change. Looking at noise enables the same principle to be applied when the researcher lacks the ability to perform such an experiment.
- kevinfindlay 12y agoSo is it worth investing time in this to see if there are any practical applications?