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Sparse Inverse Covariance Estimation for Causal Inference in Process Data Analytics

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Causal analysis plays a vital role in determining the underlying relationship among the variables in a system from the data. In this article, the sparse inverse covariance (SIC) estimation is… Click to show full abstract

Causal analysis plays a vital role in determining the underlying relationship among the variables in a system from the data. In this article, the sparse inverse covariance (SIC) estimation is coupled with likelihood score, and a two-step approach is proposed to address the problem of causal analysis. The estimation of SIC matrix for undirected sparse network reconstruction is performed with the $L_{0}$ -norm constraint in the framework of greedy sparse simplex (GSS) algorithm. Furthermore, the GSS algorithm is suitably modified to incorporate the additional constraint of positive semidefiniteness of the inverse covariance matrix. To determine the causal direction among the variables, the likelihood score is computed for the associated variables in the reconstructed network in the second step. The efficacy of the proposed approach for causal analysis is illustrated using numerical examples and an industrial application on prediction of flooding and weeping in a deethanizer column associated with a fluid catalytic cracking unit. From these studies, it is observed that the proposed approach is able to recover causal connections accurately in both cases. Furthermore, the probable reasons for the occurrence of flooding and weeping phenomena in an industrial deethanizer unit are also inferred from the identified causal network.

Keywords: inverse covariance; causal; estimation; causal analysis; sparse inverse

Journal Title: IEEE Transactions on Control Systems Technology
Year Published: 2022

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