TY - JOUR
T1 - Modeling confounding by half-sibling regression
AU - Schölkopf, Bernhard
AU - Hogg, David W
AU - Wang, Dun
AU - Foreman-Mackey, Daniel
AU - Janzing, Dominik
AU - Simon-Gabriel, Carl-Johann
AU - Peters, Jonas
PY - 2016/7/5
Y1 - 2016/7/5
N2 - We describe a method for removing the effect of confounders to reconstruct a latent quantity of interest. The method, referred to as "half-sibling regression," is inspired by recent work in causal inference using additive noise models. We provide a theoretical justification, discussing both independent and identically distributed as well as time series data, respectively, and illustrate the potential of the method in a challenging astronomy application.
AB - We describe a method for removing the effect of confounders to reconstruct a latent quantity of interest. The method, referred to as "half-sibling regression," is inspired by recent work in causal inference using additive noise models. We provide a theoretical justification, discussing both independent and identically distributed as well as time series data, respectively, and illustrate the potential of the method in a challenging astronomy application.
KW - Journal Article
U2 - 10.1073/pnas.1511656113
DO - 10.1073/pnas.1511656113
M3 - Journal article
C2 - 27382154
SN - 0027-8424
VL - 113
SP - 7391
EP - 7398
JO - Proceedings of the National Academy of Sciences of the United States of America
JF - Proceedings of the National Academy of Sciences of the United States of America
IS - 27
ER -