{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,11,3]],"date-time":"2026-11-03T13:05:13Z","timestamp":1793711113345,"version":"4.6.1"},"reference-count":31,"publisher":"Oxford University Press (OUP)","issue":"5","license":[{"start":{"date-parts":[[2023,7,13]],"date-time":"2023-07-13T00:00:00Z","timestamp":1689206400000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/academic.oup.com\/pages\/standard-publication-reuse-rights"}],"funder":[{"DOI":"10.13039\/100000001","name":"NSF","doi-asserted-by":"publisher","award":["DMS-1651995"],"award-info":[{"award-number":["DMS-1651995"]}],"id":[{"id":"10.13039\/100000001","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/100000001","name":"NSF","doi-asserted-by":"publisher","award":["DMS-2022448"],"award-info":[{"award-number":["DMS-2022448"]}],"id":[{"id":"10.13039\/100000001","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/100000006","name":"ONR","doi-asserted-by":"publisher","award":["N00014-22-1-2116"],"award-info":[{"award-number":["N00014-22-1-2116"]}],"id":[{"id":"10.13039\/100000006","id-type":"DOI","asserted-by":"publisher"}]},{"name":"Office of Advanced Scientific Computing Research (ASCR) via the M2dt MMICC center","award":["DE-SC0023187"],"award-info":[{"award-number":["DE-SC0023187"]}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2024,2,2]]},"abstract":"<jats:title>Abstract<\/jats:title>\n               <jats:p>Many real-world decision-making tasks require learning causal relationships between a set of variables. Traditional causal discovery methods, however, require that all variables are observed, which is often not feasible in practical scenarios. Without additional assumptions about the unobserved variables, it is not possible to recover any causal relationships from observational data. Fortunately, in many applied settings, additional structure among the confounders can be expected. In particular, pervasive confounding is commonly encountered and has been utilised for consistent causal estimation in linear causal models. In this article, we present a provably consistent method to estimate causal relationships in the nonlinear, pervasive confounding setting. The core of our procedure relies on the ability to estimate the confounding variation through a simple spectral decomposition of the observed data matrix. We derive a DAG score function based on this insight, prove its consistency in recovering a correct ordering of the DAG, and empirically compare it to previous approaches. We demonstrate improved performance on both simulated and real datasets by explicitly accounting for both confounders and nonlinear effects.<\/jats:p>","DOI":"10.1093\/jrsssb\/qkad071","type":"journal-article","created":{"date-parts":[[2023,7,13]],"date-time":"2023-07-13T06:06:31Z","timestamp":1689228391000},"page":"1639-1658","source":"Crossref","is-referenced-by-count":6,"title":["The DeCAMFounder: nonlinear causal discovery in the presence of hidden variables"],"prefix":"10.1093","volume":"85","author":[{"given":"Raj","family":"Agrawal","sequence":"first","affiliation":[{"name":"Laboratory for Information & Decision Systems, Massachusetts Institute of Technology , 32 Vassar St., Cambridge, MA , USA"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-1783-2802","authenticated-orcid":false,"given":"Chandler","family":"Squires","sequence":"additional","affiliation":[{"name":"Broad Institute of MIT and Harvard, and Laboratory for Information & 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