How Many Samples Are Needed to Determine Causal Direction? Sharp Minimax Bounds for Bivariate LiNGAM
确定因果方向需要多少样本?双变量 LiNGAM 的尖锐极小极大界
We study how many observations are needed to determine the causal direction between two linearly related variables. Classical LiNGAM theory shows that independent non-Gaussian disturbances identify the direction, but does not quantify the difficulty when the causal effect is weak or the disturbances are nearly Gaussian. Let $β$ bound the absolute structural coefficient from below, let $ν$ measure each standardized disturbance's distance from Gaussianity, and let the…