Table 1.
Comparison of the fundamental causal discovery methods reviewed in this paper.
PC | FCI | GES | LiNGAM/PNL/ANM | |
---|---|---|---|---|
Faithfulness assumption required? | Yes | Yes | Some weaker condition required (not totally clear yet) | No |
Specific assumptions on data distributions required? | No | No | Yes (usually assumes linear-Gaussian models or multinomial distributions) | Yes |
Properly handle confounders? | No | Yes | No | No |
Output | Markov equivalence class | Partial ancestral graph | Markov equivalence class | DAG as well as causal model (under the respective identifiability conditions) |
Remark on practical issues | Confounder in the linear, non-Gaussian case Hoyer et al. (2008); feedback in linear cases Lacerda et al. (2008); Sanchez-Romero et al. (2019); measurement error Zhang et al. (2017a); non-stationary times series or heterogeneous multiple data sets Huang et al. (2017); Zhang et al. (2017b); missing data Tu et al. (2019); subsampled or aggregated time series Danks and Plis (2013); Gong* et al. (2015); Gong et al. (2017), etc. |