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Causal Discovery via Conditional Independence Testing with Proxy Variables

ICML 2024 · Probabilistic and scientific modeling › Causal discovery · approach: Identifiability with hidden confounders · 0 citations (OpenAlex)

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Proposes a discretization-based, parametric-free proxy hypothesis test for causal relations between continuous variables under latent confounding/mediation, with asymptotic level and power guarantees.

Problem

Conditional independence testing for causal discovery is biased when unobserved confounders or mediators exist; prior proxy-based tests were limited to discrete variables or needed strong parametric assumptions.

Approach

Discretize X, W (and implicitly U) under completeness conditions so that the probability matrices satisfy a linear equation with identifiable coefficients under the causal null; test via squared least-squares residual, with bin count growing with sample size.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use the proposed proxy-based test instead of KCICausal discovery with blood pressure as proxy · Sepsis: Morphine→WBCagreement with RCT causal relationHelped
Use the proposed proxy-based test instead of ICMCausal discovery with blood pressure as proxy · Sepsis: Morphine→WBCagreement with RCT causal relationHelped
Use the proposed test with careful discretization instead of MiaoProxy-based causal discovery · Sepsis: Vancomycin→WBCagreement with RCT causal relationHelped
Increase bin number and sample size (ablation)Proposed test · Synthetic data, confounding and mediation settingstype I error rateHelped
Increase bin number and sample size (ablation)Proposed test · Synthetic data, confounding and mediation settingstype II error rateHelped
Increase bin number at small sample sizes (ablation)Proposed test · Synthetic data (e.g., n=200)type II error rateHurt
Use a smooth model satisfying the TV smoothness condition rather than a nonsmooth model (ablation)Discretization procedure · Synthetic data, confounding and mediation settingsdiscretization errorHelped

Surprising findings

Limitations

Experimental setup

Datasets: MIMIC-III (sepsis ICU cohort, 3,251 patients) synthetic ANM data

Benchmarks: synthetic confounding and mediation graphs sepsis causal discovery vs RCT results

Metrics: type I error rate type II error rate

Baselines: KCI ICM Miao et al. procedure

Builds on: proximal causal learning Miao et al. discrete proxy test KCI integrated conditional moment test

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