Structural Estimation of Partially Observed Linear Non-Gaussian Acyclic Model: A Practical Approach with Identifiability

Songyao Jin, Feng Xie, Guangyi Chen, Biwei Huang, Zhengming Chen, Xinshuai Dong, Kun Zhang

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Keywords: causal discovery, latent variable model, structure learning

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TL;DR: Identification of partially observed linear non-Gaussian acyclic model where latent variables may be anywhere in the causal structure.

Abstract: Conventional causal discovery approaches, which seek to uncover causal relationships among measured variables, are typically fragile to the presence of latent variables. While various methods have been developed to address this confounding issue, they often rely on strong assumptions about the underlying causal structure. In this paper, we consider a general scenario where measured and latent variables collectively form a partially observed causally sufficient linear system and latent variables may be anywhere in the causal structure. We theoretically show that with the aid of high-order statistics, the causal graph is (almost) fully identifiable if, roughly speaking, each latent set has a sufficient number of pure children, which can be either latent or measured. Naturally, LiNGAM, a model without latent variables, is encompassed as a special case. Based on the identification theorem, we develop a principled algorithm to identify the causal graph by testing for statistical independence involving only measured variables in specific manners. Experimental results show that our method effectively recovers the causal structure, even when latent variables are influenced by measured variables.

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Primary Area: causal reasoning

Submission Number: 1403