English

Causal discovery under mean independence and linearity

Methodology 2026-05-07 v1 Machine Learning Statistics Theory Machine Learning Statistics Theory

Abstract

Causal discovery methods such as LiNGAM identify causal structure from observational data by assuming mutually independent disturbances. This assumption is fragile: shared volatility, common scale effects, or other forms of dependence can cause the methods to recover the wrong causal order, even with infinite data. We introduce the Linear Mean-Independent Acyclic Model (LiMIAM), which replaces full independence with weaker one-sided mean-independence restrictions on the disturbances. Under finite-order consequences of these restrictions, source nodes are generically identifiable, and hence a compatible causal order can be recovered recursively. Our proof is constructive and leads to DirectLiMIAM, a sequential residual-based algorithm for causal discovery under dependent noise. In simulations with mean-independent but dependent disturbances, DirectLiMIAM outperforms LiNGAM methods. A large-scale empirical application to the oil market highlights the implausibility of the independence assumption and the ability of DirectLiMIAM to recover a realistic causal ordering, from policy to production and from prices to inflation.

Keywords

Cite

@article{arxiv.2605.04381,
  title  = {Causal discovery under mean independence and linearity},
  author = {Geert Mesters and Alvaro Ribot and Anna Seigal and Piotr Zwiernik},
  journal= {arXiv preprint arXiv:2605.04381},
  year   = {2026}
}

Comments

25 pages, 5 figures

R2 v1 2026-07-01T12:51:58.982Z