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Algorithms for Variable Selection and Causal Discovery
A method of determining a local causal neighborhood of a target variable from a data set can include identifying variables of the data set as candidates of the local causal neighborhood using statistical characteristics, and including the identified variables within a candidate set. False positive variables can be removed from the candidate set according to further statistical characteristics applied to each variable of the candidate set. The remaining variables of the candidate set can be identified as the local causal neighborhood of the target variable.
Inventors:Constantin AliferisIoannis Tsamardinos