Causal Discovery for Linear Non-Gaussian Models with Disjoint CyclesShow others and affiliations
2025 (English)In: Proceedings of the 41st Conference on Uncertainty in Artificial Intelligence, UAI 2025, ML Research Press , 2025, p. 1064-1073Conference paper, Published paper (Refereed)
Abstract [en]
The paradigm of linear structural equation modeling readily allows one to incorporate causal feedback loops in the model specification. These appear as directed cycles in the common graphical representation of the models. However, the presence of cycles entails difficulties such as the fact that models need no longer be characterized by conditional independence relations. As a result, learning cyclic causal structures remains a challenging problem. In this paper, we offer new insights on this problem in the context of linear non-Gaussian models. First, we precisely characterize when two directed graphs determine the same linear non-Gaussian model. Next, we take up a setting of cycle-disjoint graphs, for which we are able to show that simple quadratic and cubic polynomial relations among low-order moments of a non-Gaussian distribution allow one to locate source cycles. Complementing this with a strategy of decorrelating cycles and multivariate regression allows one to infer a blocktopological order among the directed cycles, which leads to a consistent and computationally efficient algorithm for learning causal structures with disjoint cycles.
Place, publisher, year, edition, pages
ML Research Press , 2025. p. 1064-1073
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:kth:diva-370464Scopus ID: 2-s2.0-105014748838OAI: oai:DiVA.org:kth-370464DiVA, id: diva2:2000989
Conference
41st Conference on Uncertainty in Artificial Intelligence, UAI 2025, Rio de Janeiro, Brazil, July 21-25, 2025
Note
QC 20250925
2025-09-252025-09-252025-09-25Bibliographically approved