Skewness-Robust Causal Discovery in Location-Scale Noise Models
- URL: http://arxiv.org/abs/2511.14441v1
- Date: Tue, 18 Nov 2025 12:40:41 GMT
- Title: Skewness-Robust Causal Discovery in Location-Scale Noise Models
- Authors: Daniel Klippert, Alexander Marx,
- Abstract summary: We propose SkewD, a likelihood-based algorithm for causal discovery under location-scale noise models.<n>SkewD extends the usual normal-distribution framework to the skew-normal setting, enabling reliable inference under symmetric and skewed noise.<n>We evaluate SkewD on novel synthetically generated datasets with skewed noise as well as established benchmark datasets.
- Score: 47.09233752567902
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: To distinguish Markov equivalent graphs in causal discovery, it is necessary to restrict the structural causal model. Crucially, we need to be able to distinguish cause $X$ from effect $Y$ in bivariate models, that is, distinguish the two graphs $X \to Y$ and $Y \to X$. Location-scale noise models (LSNMs), in which the effect $Y$ is modeled based on the cause $X$ as $Y = f(X) + g(X)N$, form a flexible class of models that is general and identifiable in most cases. Estimating these models for arbitrary noise terms $N$, however, is challenging. Therefore, practical estimators are typically restricted to symmetric distributions, such as the normal distribution. As we showcase in this paper, when $N$ is a skewed random variable, which is likely in real-world domains, the reliability of these approaches decreases. To approach this limitation, we propose SkewD, a likelihood-based algorithm for bivariate causal discovery under LSNMs with skewed noise distributions. SkewD extends the usual normal-distribution framework to the skew-normal setting, enabling reliable inference under symmetric and skewed noise. For parameter estimation, we employ a combination of a heuristic search and an expectation conditional maximization algorithm. We evaluate SkewD on novel synthetically generated datasets with skewed noise as well as established benchmark datasets. Throughout our experiments, SkewD exhibits a strong performance and, in comparison to prior work, remains robust under high skewness.
Related papers
- Cross-validating causal discovery via Leave-One-Variable-Out [11.891940572224783]
We use the "Leave-One-Variable-Out (LOVO)" prediction where $Y$ is inferred from $X$ without any joint observations of $X$ and $Y$.
We demonstrate that causal models on the two subsets, in the form of Acyclic Directed Mixed Graphs (ADMGs), often entail conclusions on the dependencies between $X$ and $Y$.
The prediction error can then be estimated since the joint distribution $P(X, Y)$ is assumed to be available, and $X$ and $Y$ have only been omitted for the purpose of fal
arXiv Detail & Related papers (2024-11-08T15:15:34Z) - A Skewness-Based Criterion for Addressing Heteroscedastic Noise in Causal Discovery [47.36895591886043]
We investigate heteroscedastic symmetric noise models (HSNMs)<n>We introduce a novel criterion for identifying HSNMs based on the skewness of the score (i.e., the gradient of the log density) of the data distribution.<n>We propose SkewScore, an algorithm that handles heteroscedastic noise without requiring the extraction of external noise.
arXiv Detail & Related papers (2024-10-08T22:28:30Z) - Robust Estimation of Causal Heteroscedastic Noise Models [7.568978862189266]
Student's $t$-distribution is known for its robustness in accounting for sampling variability with smaller sample sizes and extreme values without significantly altering the overall distribution shape.
Our empirical evaluations demonstrate that our estimators are more robust and achieve better overall performance across synthetic and real benchmarks.
arXiv Detail & Related papers (2023-12-15T02:26:35Z) - Towards Faster Non-Asymptotic Convergence for Diffusion-Based Generative
Models [49.81937966106691]
We develop a suite of non-asymptotic theory towards understanding the data generation process of diffusion models.
In contrast to prior works, our theory is developed based on an elementary yet versatile non-asymptotic approach.
arXiv Detail & Related papers (2023-06-15T16:30:08Z) - General Gaussian Noise Mechanisms and Their Optimality for Unbiased Mean
Estimation [58.03500081540042]
A classical approach to private mean estimation is to compute the true mean and add unbiased, but possibly correlated, Gaussian noise to it.
We show that for every input dataset, an unbiased mean estimator satisfying concentrated differential privacy introduces approximately at least as much error.
arXiv Detail & Related papers (2023-01-31T18:47:42Z) - On the Identifiability and Estimation of Causal Location-Scale Noise
Models [122.65417012597754]
We study the class of location-scale or heteroscedastic noise models (LSNMs)
We show the causal direction is identifiable up to some pathological cases.
We propose two estimators for LSNMs: an estimator based on (non-linear) feature maps, and one based on neural networks.
arXiv Detail & Related papers (2022-10-13T17:18:59Z) - Causal Bandits for Linear Structural Equation Models [58.2875460517691]
This paper studies the problem of designing an optimal sequence of interventions in a causal graphical model.
It is assumed that the graph's structure is known and has $N$ nodes.
Two algorithms are proposed for the frequentist (UCB-based) and Bayesian settings.
arXiv Detail & Related papers (2022-08-26T16:21:31Z) - Estimation in Tensor Ising Models [5.161531917413708]
We consider the problem of estimating the natural parameter of the $p$-tensor Ising model given a single sample from the distribution on $N$ nodes.
In particular, we show the $sqrt N$-consistency of the MPL estimate in the $p$-spin Sherrington-Kirkpatrick (SK) model.
We derive the precise fluctuations of the MPL estimate in the special case of the $p$-tensor Curie-Weiss model.
arXiv Detail & Related papers (2020-08-29T00:06:58Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.