Identification of Causal Structure in the Presence of Missing Data with Additive Noise Model

TL;DR

This paper explores how additive noise models can identify causal structures even with self-masking missing data, providing theoretical conditions and practical algorithms that outperform existing methods.

Contribution

It extends causal identifiability to cases with weak self-masking missingness and proposes a new algorithm for causal discovery under such conditions.

Findings

Causal skeleton can be identified with weak self-masking missingness.

Necessary and sufficient conditions for causal direction under additive noise models.

Proposed algorithm demonstrates high efficiency and effectiveness in experiments.

Abstract

Missing data are an unavoidable complication frequently encountered in many causal discovery tasks. When a missing process depends on the missing values themselves (known as self-masking missingness), the recovery of the joint distribution becomes unattainable, and detecting the presence of such self-masking missingness remains a perplexing challenge. Consequently, due to the inability to reconstruct the original distribution and to discern the underlying missingness mechanism, simply applying existing causal discovery methods would lead to wrong conclusions. In this work, we found that the recent advances additive noise model has the potential for learning causal structure under the existence of the self-masking missingness. With this observation, we aim to investigate the identification problem of learning causal structure from missing data under an additive noise model with different missingness mechanisms, where the `no self-masking missingness' assumption can be eliminated appropriately. Specifically, we first elegantly extend the scope of identifiability of causal skeleton to the case with weak self-masking missingness (i.e., no other variable could be the cause of self-masking indicators except itself). We further provide the sufficient and necessary identification conditions of the causal direction under additive noise model and show that the causal structure can be identified up to an IN-equivalent pattern. We finally propose a practical algorithm based on the above theoretical results on learning the causal skeleton and causal direction. Extensive experiments on synthetic and real data demonstrate the efficiency and effectiveness of the proposed algorithms.