PAIR-CI: Calibrated Conditional Independence Testing for Causal Discovery with Incomplete Data

Conditional Independence (CI) tests are the statistical engine of constraint-based causal discovery: in algorithms such as PC (Peter-Clark) and FCI (Fast Causal Inference), skeleton pruning and key orientations follow directly from CI decisions. This survey reviews CI testing with emphasis on assumptions, robustness, and scalability in high-dimensional and mixed-type settings common in biomedical domains. The survey organizes widely used CI methods into six families: partial-correlation, contingency-table, regression, nearest-neighbor, kernel, and machine-learning-based. Special emphasis is provided on the robustness layers that address the limitations of these families. For each family, the survey examines when CI decisions reflect the data-generating distribution and when they fail. By this, we link test-level properties, including power decay with conditioning set size and asymmetric type I/II error consequences, to graph-level errors in skeleton recovery and v-structure orientation. The survey also compares adoption across major R and Python libraries and summarizes open challenges, including mixed-type CI testing without discretization, small-sample error control, and strategies for improving scalability of CI-testing.

Constraint-based causal discovery relies on repeated conditional independence tests, but fast nonparametric tests often sacrifice calibration, especially when variables depend on the conditioning set through nonlinear relationships. We introduce BLITZ (Broad-to-Local Independence Testing via residualiZation), a nonparametric conditional independence test designed to run well under a second while maintaining the accuracy needed for the thousands of queries performed by constraint-based causal discovery algorithms. BLITZ first removes broad smooth dependence on the conditioning set using low-order polynomial regression, then applies a small nonlinear feature map and residualizes those features with shallow tree regressions. The resulting statistic tests residual cross-covariance, with a moment-matched chi-square approximation to the null distribution. We show theoretically that the two-stage design reduces the effective complexity faced by the tree residualizers, allowing shallow trees to control residual conditional-mean bias while avoiding excessive overfitting. In simulations, BLITZ provides better null calibration than fast kernel, random-feature, and regression-based competitors while remaining among the fastest methods tested. In causal discovery experiments on synthetic graphs and flow-cytometry data, BLITZ yields more reliable endpoint orientations among retained adjacencies and competitive structural recovery. These results suggest that broad-to-local residualization is a practical route to calibrated, scalable nonparametric conditional independence testing for causal discovery.

Causal discovery algorithms learn a network that describes the causal dependencies among random variables. A common workflow involves first utilizing conditional independence properties on observational data to determine partially directed causal relationships, then applying interventions to orient the unknown causal directions. A critical assumption for the first step is faithfulness: a requirement that causally linked variables exhibit statistical dependence. Many natural systems include buffering and stabilizing pathways that cancel out to achieve systemic robustness. This cancellation of pathways violates faithfulness, leading causal discovery algorithms to incorrectly remove causal dependencies. In this paper, we argue that hard interventions contain information about the presence/absence of causal linkage that is overlooked in the first stage of structure discovery. We show that a mild assumption -- called intervention-immediacy faithfulness -- that allows cancellations, is sufficient to nonparametrically identify causal structures with hard interventions. These results position interventions as the primary carriers of information about causal structure, which should take precedence over conditional independence testing. To flip the paradigm, we also specify equivalence classes when the identification criteria are not met due to limitations in the scope of interventions.