Causal Inference on Multidimensional Data Using Free Probability Theory.

In this paper, we deal with the problem of inferring causal relations for multidimensional data. Based on the postulate that the distribution of the cause and the conditional distribution of the effect given cause are generated independently, we show that the covariance matrix of the mean embedding of the cause in reproducing kernel Hilbert space (RKHS) is free independent with the covariance matr...