Tensor-based second-order causal discovery
- URL: http://arxiv.org/abs/2606.18074v2
- Date: Mon, 22 Jun 2026 18:30:05 GMT
- Title: Tensor-based second-order causal discovery
- Abstract summary: Causal discovery seeks to uncover the causal dependencies among variables.<n>We propose an algorithm called Second-order Causal Discovery (TSCD)<n>We show that TSCD is robust to noise, competitive with existing methods, and scales to hundreds of variables.
- Score: 10.723101815261563
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Causal discovery seeks to uncover the causal dependencies among variables. For this purpose, we propose an algorithm called Tensor-based Second-order Causal Discovery (TSCD). Its input is a tensor obtained from the covariance matrices of observational and interventional data. Assuming the causal dependencies follow a linear structural equation model on a directed acyclic graph (DAG), TSCD outputs the DAG and the functions on its edges, requiring only that the noise variables are uncorrelated. We also implement a version of the approach for nonlinear models. Our focus on second-order statistics (via the covariance matrices) is motivated by their statistical and computational efficiency relative to higher-order moments, their identifiability relative to first-order statistics, and that they work regardless of whether the variables are Gaussian. We show that TSCD has identifiable causal order and parameters from a number of interventions that is logarithmic in the number of variables. Experiments show that TSCD is robust to noise, competitive with existing methods, and scales to hundreds of variables.
Related papers
- Smoothing the Landscape: Causal Structure Learning via Diffusion Denoising Objectives [15.648615385371537]
We show that the denoising score matching objective of diffusion models could smooth the gradients for faster, more stable convergence.<n>We name this framework Denoising Diffusion Causal Discovery (DDCD)
arXiv Detail & Related papers (2026-04-02T16:41:20Z) - Causal Discovery for Linear DAGs with Dependent Latent Variables via Higher-order Cumulants [7.808674222118538]
Existing methods assume mutually independent latent confounders or cannot properly handle models with causal relationships among observed variables.<n>We propose a novel algorithm that identifies causal DAGs in LvLiNGAM, allowing causal structures among latent variables, among observed variables, and between the two.
arXiv Detail & Related papers (2025-10-16T15:15:20Z) - A Latent Causal Inference Framework for Ordinal Variables [1.5293427903448027]
Ordinal variables, such as on the Likert scale, are common in applied research.<n>Existing methods for causal inference tend to target nominal or continuous data.
arXiv Detail & Related papers (2025-02-14T16:33:21Z) - Causal Discovery of Linear Non-Gaussian Causal Models with Unobserved Confounding [1.6932009464531739]
We consider linear non-Gaussian structural equation models that involve latent confounding.
In this setting, the causal structure is identifiable, but, in general, it is not possible to identify the specific causal effects.
arXiv Detail & Related papers (2024-08-09T07:24:12Z) - Effective Causal Discovery under Identifiable Heteroscedastic Noise Model [45.98718860540588]
Causal DAG learning has recently achieved promising performance in terms of both accuracy and efficiency.
We propose a novel formulation for DAG learning that accounts for the variation in noise variance across variables and observations.
We then propose an effective two-phase iterative DAG learning algorithm to address the increasing optimization difficulties.
arXiv Detail & Related papers (2023-12-20T08:51:58Z) - Doubly Stochastic Models: Learning with Unbiased Label Noises and
Inference Stability [85.1044381834036]
We investigate the implicit regularization effects of label noises under mini-batch sampling settings of gradient descent.
We find such implicit regularizer would favor some convergence points that could stabilize model outputs against perturbation of parameters.
Our work doesn't assume SGD as an Ornstein-Uhlenbeck like process and achieve a more general result with convergence of approximation proved.
arXiv Detail & Related papers (2023-04-01T14:09:07Z) - A Scale-Invariant Sorting Criterion to Find a Causal Order in Additive
Noise Models [49.038420266408586]
We show that sorting variables by increasing variance often yields an ordering close to a causal order.
We propose an efficient baseline algorithm termed $R2$-SortnRegress that exploits high $R2$-sortability.
Our findings reveal high $R2$-sortability as an assumption about the data generating process relevant to causal discovery.
arXiv Detail & Related papers (2023-03-31T17:05:46Z) - BCDAG: An R package for Bayesian structure and Causal learning of
Gaussian DAGs [77.34726150561087]
We introduce the R package for causal discovery and causal effect estimation from observational data.
Our implementation scales efficiently with the number of observations and, whenever the DAGs are sufficiently sparse, the number of variables in the dataset.
We then illustrate the main functions and algorithms on both real and simulated datasets.
arXiv Detail & Related papers (2022-01-28T09:30:32Z) - Estimation of Bivariate Structural Causal Models by Variational Gaussian
Process Regression Under Likelihoods Parametrised by Normalising Flows [74.85071867225533]
Causal mechanisms can be described by structural causal models.
One major drawback of state-of-the-art artificial intelligence is its lack of explainability.
arXiv Detail & Related papers (2021-09-06T14:52:58Z) - Variational Causal Networks: Approximate Bayesian Inference over Causal
Structures [132.74509389517203]
We introduce a parametric variational family modelled by an autoregressive distribution over the space of discrete DAGs.
In experiments, we demonstrate that the proposed variational posterior is able to provide a good approximation of the true posterior.
arXiv Detail & Related papers (2021-06-14T17:52:49Z) - Causal Expectation-Maximisation [70.45873402967297]
We show that causal inference is NP-hard even in models characterised by polytree-shaped graphs.
We introduce the causal EM algorithm to reconstruct the uncertainty about the latent variables from data about categorical manifest variables.
We argue that there appears to be an unnoticed limitation to the trending idea that counterfactual bounds can often be computed without knowledge of the structural equations.
arXiv Detail & Related papers (2020-11-04T10:25:13Z)
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.