A Review of Causal Methods for High-Dimensional Data

Causal learning from observational data is an important scientific endeavor, but the statistical and computational challenges posed by the high-dimensionality of many modern datasets are substantial. Peculiarities such as spurious correlations, endogeneity, noise accumulation, and deflated empirical...

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Bibliographic Details
Main Authors: Zewude A. Berkessa, Esa Laara, Patrik Waldmann
Format: Article
Language:English
Published: IEEE 2025-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/10818663/
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Summary:Causal learning from observational data is an important scientific endeavor, but the statistical and computational challenges posed by the high-dimensionality of many modern datasets are substantial. Peculiarities such as spurious correlations, endogeneity, noise accumulation, and deflated empirical covariance estimation complicate analysis. These issues may lead to confounding bias, which can be misleading when attempting to learn the true causal relationships and causal effects between variables. In this survey, we provide a comprehensive review of causal analysis and the theory behind high-dimensionality. We discuss the effects of high-dimensionality on causal estimation methods and their corresponding solutions. Finally, we present evaluation metrics and software tools for both causal effect estimation and causal discovery.
ISSN:2169-3536