A simultaneous discover-identify approach to causal inference in linear models

Abstract

Modern causal analysis involves two major tasks, discovery and identification. The first aims to learn a causal structure compatible with the available data, the second leverages that structure to estimate causal effects. Rather than performing the two tasks in tandem, as is usually done in the literature, we propose a symbiotic approach in which the two are performed simultaneously for mutual benefit; information gained through identification helps causal discovery and vice versa. This approach enables the usage of Verma constraints, which remain dormant in constraint-based methods of discovery, and permit us to learn more complete structures, hence identify a larger set of causal effects than previously achievable with standard methods.