Multi-trek separation in Linear Structural Equation Models


Abstract in English

Building on the theory of causal discovery from observational data, we study interactions between multiple (sets of) random variables in a linear structural equation model with non-Gaussian error terms. We give a correspondence between structure in the higher order cumulants and combinatorial structure in the causal graph. It has previously been shown that low rank of the covariance matrix corresponds to trek separation in the graph. Generalizing this criterion to multiple sets of vertices, we characterize when determinants of subtensors of the higher order cumulant tensors vanish. This criterion applies when hidden variables are present as well. For instance, it allows us to identify the presence of a hidden common cause of k of the observed variables.

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