The Statistical Cost of Causal Discovery with Feedback
23d
- Publicado
- Coletado
Autores
Sunmin Oh, Seungsu Han, Gunwoong Park
Categorias
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 p variables, maximum SCC size s_{}, and maximum external-parent count d_B, any estimator requires order s_{}(ep/s_{})+d_B(ep/d_B) 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 s_{} or d_B 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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