The Statistical Cost of Causal Discovery with Feedback
Organizations: Department of Statistics; Institute for Data Innovation in Science, Seoul National University, Korea · Department of Operations Research and Financial Engineering, Princeton University, USA · Department of Statistics; Interdisciplinary Program in Artificial Intelligence; Institute for Data Innovation in Science, Seoul National University, Korea.
Abstract
What determines the unavoidable sample cost of learning cyclic causal structure? For cyclic linear non-Gaussian models, we study exact condensation recovery from observational data: identifying the strongly connected component (SCC) partition and all edges between components. We establish the first information-theoretic lower bounds on sample complexity for this target. For variables, maximum SCC size , and maximum external-parent count , any estimator requires order samples in the worst case over a regular model class. These bounds distinguish the costs of SCC membership and external-parent selection. Under principal invertibility and without correlation faithfulness, we establish a population block-exogeneity principle that identifies unknown root SCCs through residual independence and inclusion minimality. A sparse-adjustment characterization shows that small adjustment sets suffice to identify SCCs and their direct external parents, without regressing on all previously recovered variables. These characterizations yield BlockExo, which attains a structurally matching sample bound without knowing or under suitable conditions. Simulations support the structural dependence of our sample bound and demonstrate BlockExo's sample-efficient recovery in comparisons with other methods for cyclic causal discovery.
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Appendix figures & tables2 assets
Supplementary material from the paper’s appendix.
Appendix
| Method | Recovery target | Population basis | Statistical guarantees |
|---|---|---|---|
| OptLiNGAM | sparse DAG | residual independence; parent selection | Structurally matching bounds: |
| GroupLiNGAM | block partition and order | exogenous-set residual independence | Population characterization |
| DisjointCycles | cycle-disjoint structure | moment relations for root cycles | Structure recovery consistency |
| StableSpIn | stable graph representative | stability; sparse-input conditions | MLE consistency |
| Coarsening | condensation | ICA; SCC invariance | Sample bound: |
| BlockExo | condensation | block exogeneity; sparse adjustment | Structurally matching bounds: |
| BlockExo | Coarsening | Coarsening | DisjointCycles | StableSpIn | |
|---|---|---|---|---|---|
| 8.12 | 1.87 | 1.86 | 8.09 | 27.14 | |
| 11.14 | 1.85 | 1.87 | 8.26 | 27.09 | |
| 34.11 | 1.86 | 1.84 | 8.71 | 26.88 | |
| 27.88 | 1.87 | 1.84 | 8.54 | 27.12 |