Counterexamples to The Blessings of Multiple Causes by Wang and Blei


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This note has been updated (April, 2020) to respond to Towards Clarifying the Theory of the Deconfounder by Yixin Wang, David M. Blei (arXiv:2003.04948). This original note, posted in January, 2020, is meant to complement our previous comment on The Blessings of Multiple Causes by Wang and Blei (2019). We provide a more succinct and transparent explanation of the fact that the deconfounder does not control for multi-cause confounding. The argument given in Wang and Blei (2019) makes two mistakes: (1) attempting to infer independence conditional on one variable from independence conditional on a different, unrelated variable, and (2) attempting to infer joint independence from pairwise independence. We give two simple counterexamples to the deconfounder claim.

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