A new causal discovery algorithm called Kausal has been developed using a deep Koopman operator-theoretic formalism.
Standard statistical frameworks like Granger causality face challenges in quantifying causal relationships in nonlinear dynamics due to complex feedback mechanisms and nonstationarity.
Kausal leverages Koopman operator methods to approximate nonlinear dynamics in a linear space of observables and uses deep learning to infer optimal observables for causal analysis.
Numerical experiments show that Kausal outperforms existing approaches in discovering and characterizing causal signals, with application potential in real-world phenomena like El Niño-Southern Oscillation.