Method and system for causal modeling and outlier detection

摘要

A method (and system) for causal modeling includes modeling a data set. The modeling includes estimating a reverse Bayesian forest for the data set and detecting outliers in a separate data set. Detecting the outliers includes applying the reverse Bayesian forest to the separate data set to obtain a probability value assigned to data points in the separate data set and identifying outliers in the separate data set by evaluating the probability value given by the reverse Bayesian forest.