math.STAug 16, 2026

How Many Samples Are Needed to Determine Causal Direction? Sharp Minimax Bounds for Bivariate LiNGAM

Authors: Jikai Jin

Abstract

We study how many observations are needed to determine the causal direction between two linearly related variables. Classical LiNGAM theory shows that independent non-Gaussian disturbances identify the direction, but does not quantify the difficulty when the causal effect is weak or the disturbances are nearly Gaussian. Let ββ bound the absolute structural coefficient from below, let νν measure each standardized disturbance's distance from Gaussianity, and let the disturbance scales lie in [σ‾,σ‾][\underlineσ,\overlineσ]. We prove the sharp local minimax law

N2⋆(β,ν,δ)≍log⁡(1/δ)dβ2+β2ν2,dβ=[β2−(1−σ‾2σ‾2)]+.N_2^\star(β,ν,δ) \asymp \frac{\log(1/δ)} {d_β^2+β^2ν^2}, \qquad d_β= \left[β^2- \left(1-\frac{\underlineσ^2}{\overlineσ^2}\right)\right]_+.

Previous theory established population identifiability or assumed a fixed separation between the two directions. By contrast, we establish the sharp sample complexity as a joint function of edge strength, distance from Gaussianity, and scale uncertainty, and characterize when identification comes from non-Gaussian dependence or from covariance alone. The proof was independently generated with GPT-5.6 Sol in Codex's Ultra mode during a two-hour session. The human author supplied the prompt and was responsible only forchecking the proof and revising and polishing the manuscript.

Figures & tables

Explore similar work

Oct 7, 2026

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

Causal discovery becomes particularly challenging when the available sample size is small relative to the number of variables. This challenge also arises in the linear non-Gaussian acyclic model (LiNGAM), an identifiable framework for causal discovery from observational data. DirectLiNGAM estimates a causal order, which arranges variables so that causes precede their effects, by sequentially identifying an exogenous variable and removing its linear effect from the remaining variables. We establish a structural limitation of this procedure: when the number of variables exceeds the sample size, repeated residualization necessarily becomes degenerate before the full causal order can be determined. Our analysis further reveals that each residual can be reconstructed using only a graph-determined subset of variables already placed earlier in the causal order, termed the active boundary. This result motivates AdaPS-LiNGAM (Adaptive Predecessor Selection LiNGAM), which reconstructs each residual directly from the original observations using an adaptively chosen sparse subset of those earlier variables. The same subset-selection principle is also applied to the final pruning step for edge estimation. Experiments on synthetic data demonstrate that AdaPS-LiNGAM provides accurate causal-structure recovery in sample-limited settings and degrades more gradually as the sample size decreases.
May 26, 2026

Iterative Causal Discovery: Per-Edge Impossibility Certificates, Tier-Aware Oracle Queries, and the 1+K1+K Lower Bound

Causal-discovery algorithms return a directed graph, yet provide no principled means of distinguishing edge directions identified by the data from those assigned without an identifying assumption. Under the standard Markov and faithfulness conditions, the observational distribution identifies only a Markov equivalence class; orientations within that class are not determined by the joint distribution and cannot be recovered from additional samples alone, but require either a functional restriction or an intervention. We introduce a protocol for observational causal discovery on continuous data that attaches to each candidate edge a discrete impossibility certificate: a RESOLVED code records the identifiability theorem under which the direction was committed, while an IMPOSSIBLE code records the failure mode together with the specific question a domain expert must answer to resolve it. The bivariate cascade is extended with five gated identifiability tiers LSNM, IGCI, Stein, MDL, and PEIT that abstain when their precondition test rejects. Two oracle primitives, the meta-hub query and the node-children query, jointly establish an upper bound of 1+K1+K expert interactions sufficient to recover any DAG, where KK denotes the number of non-leaf vertices. Under an ideal-oracle assumption, the bound is met exactly on the asia, sachs, child, and alarm benchmarks.
Jun 6, 2026

Beyond Additivity: Causal Discovery in Location-Scale Noise Models with Hidden Variables

We study causal discovery from observational data when some variables are hidden and the data-generating process follows a location-scale noise model (LSNM). Existing methods that handle hidden confounders typically assume additive noise, but in practice, causes often modulate not just the mean but also the variance of their effects. We prove that acyclic directed mixed graphs (ADMGs) satisfying a bow-free condition are identifiable under LSNM with hidden variables, establishing the first identifiability result for causally insufficient models beyond noise additivity. We further provide sufficient conditions for identifying causal direction even when the bow-free assumption is violated. Our two-stage algorithm, LSNM-UV, is sound and complete, and experiments demonstrate improved performance over additive baselines on heteroscedastic data.