arXiv Machine Learning

Residual-Based Causal Discovery via Pretrained In-Context Quantile Regression

Residual-Based Causal Discovery via Pretrained In-Context Quantile Regression proposes Loscar, an extension of the RESIT framework to location-scale noise models (LSNMs). Loscar estimates conditional mean and scale using quantile regression, allowing pretrained tabular foundation models to serve as plug‑in estimators. Experiments on bivariate and multivariate causal‑discovery benchmarks show that in‑context quantile regression outperforms a feasible generalized least squares (FGLS) variant, especially when causes are multivariate.

arXiv Machine Learning
Oct 19

Structural Causal Bottleneck Models

The paper introduces Structural Causal Bottleneck Models (SCBMs), a new class of structural causal models where high‑dimensional causal effects are mediated by low‑dimensional bottleneck variables. SCBMs allow mechanism‑specific, target‑dependent dimensionality reduction while remaining estimable with standard learning algorithms. The authors prove that bottleneck variables are identifiable up to bijection from observational data, and demonstrate experimentally that using bottlenecks improves identification and finite‑sample efficiency in causal effect estimation for instrumental variables, mediation, and backdoor adjustment.

By Simon Bing, Jonas Wahl, Jakob Runge
arXiv Statistics ML
Oct 9

Concomitant DAG Learning: On the Roles of Noise Adaptivity, Sparsity, and Non-negativity

The article discusses recent advances in learning directed acyclic graphs (DAGs) from observational data, highlighting the challenges of enforcing acyclicity and dealing with latent confounding or heterogeneous noise. It reviews the evolution from combinatorial search methods to continuous, score‑based approaches that use smooth acyclicity constraints, and introduces concomitant DAG estimation techniques that jointly infer sparse causal structure and exogenous noise levels to improve robustness under heteroscedasticity and distribution shifts. The tutorial also outlines future research directions such as online, nonlinear, and neural causal discovery.

By Gonzalo Mateos, Samuel Rey, Hamed Ajorlou, Mariano Tepper
arXiv AI
Jul 14

CDFM: Towards a General-Purpose Causal Discovery Foundation Model

arXiv:2607. 11508v1 Announce Type: cross Abstract: Causal discovery, the process of recovering underlying causal structures from observational data, is a fundamental pursuit across scientific disciplines.

By Jie Qiao, Ruichu Cai, Zijian Li, Weilin Chen, Pengfei Hua, Boyan Xu, Zhengming Chen, Zhifeng Hao, Peng Cui
arXiv Machine Learning
Oct 19

Causal Discovery beyond Conditional Independence: Identifiability, Algorithms, and Statistical Inference for Directed Acyclic and Cyclic Graphs

The paper reviews modern causal discovery techniques that go beyond conditional independence, highlighting how distributional properties, such as asymmetries, conditional moments, and environmental variation, can identify causal structure. It distinguishes between identification sources, statistical estimators, and computational implementations, and discusses challenges in the presence of latent confounding, feedback, and cyclic models. The authors also outline consistency, uncertainty quantification, and algorithmic guarantees, and provide guidance for comparing methods and a research agenda for future work.

By Yang Ni
arXiv Machine Learning
Jul 14

DAG-FM: A Foundation Model for Causal Discovery under Heterogeneous Causal Mechanisms

arXiv:2607. 11510v1 Announce Type: new Abstract: Causal discovery from observational tabular data remains fundamentally challenging, primarily due to the heterogeneity of underlying causal mechanisms and the high-dimensional combinatorial search space of Directed Acyclic Graphs (DAGs).

By Yikang Chen, Zhengkang Guan, Haoyuan Qian, Peng Cui, Yi Yang, Kun Kuang
arXiv Machine Learning
Oct 8

AdaPS-LiNGAM: Adaptive Predecessor Selection for Linear Non-Gaussian Acyclic Models under Small-Sample Settings

AdaPS-LiNGAM is a new method for causal discovery in linear non‑Gaussian acyclic models (LiNGAM) that addresses the problem of small sample sizes relative to the number of variables. The approach adapts the predecessor selection process by reconstructing each residual directly from the original observations using a sparsely chosen subset of previously ordered variables, rather than relying on repeated residualization which becomes degenerate when variables outnumber samples. Experiments on synthetic data show that AdaPS‑LiNGAM achieves accurate causal‑structure recovery in sample‑limited settings and its performance degrades more gradually as the sample size decreases.

By Shun Yanashima, Kentaro Kanamori, Hirofumi Suzuki