Statistical Undecidability in Linear, Non-Gaussian Causal Models in the Presence of Latent Confounders

Neural Information Processing Systems 

If causal relationships are linear and acyclic and noise terms are independent and Gaussian, causal orientation is not identified from observational data --- even if faithfulness is satisfied (Spirtes et al., 2002). Shimizu et al. (2006) showed that acyclic, linear, {\bf non}-Gaussian (LiNGAM) causal models {\em are} identified from observational data, so long as no latent confounders are present. That holds even when faithfulness fails. Genin and Mayo-Wilson (2020) refine that result: not only are causal relationships identified, but causal orientation is {\em statistically decidable}. That means that for every \epsilon 0, there is a method that converges in probability to the correct orientation and, at every sample size, outputs an incorrect orientation with probability less than \epsilon.