On inferential equivalence classes of causal models

Abstract

Causal models in the same Markov equivalence class are, in the absence of strong assumptions, statistically indistinguishable at any sample size. For modest sample sizes there is also the possibility that several such classes are compatible with the data, pointing to a confidence set of causal models as the appropriate presentation of evidence. Non-identifiability of Gaussian causal models from the same Markov equivalence class corresponds to a plurality of inverse-covariance representations in the unconstrained parametrisation of Cox and Wermuth (1993). This parametrisation, avoiding conic constraints that would otherwise complicate distributional approximations, facilitates construction of, and theoretical analysis for, a confidence set of causal models based on standard likelihood theory. By drawing on a geometric formulation of Evans (2020), we provide insight into which causal models are most likely to be included in the confidence set when the true parameter values of the generating model are at the borderline of detectability, delineating those models whose inclusion probabilities are stable at the nominal level, slowly decaying with sample size, and quickly decaying with sample size. We also study settings in which two or more causal models are in operation, exploring how the mixture weights, and the geometry of the models in the mixture relative to candidate models, interact with the inclusion probabilities. The purpose of the paper is to probe, from the perspective of structural properties of the true causal mechanism, the limits of what is achievable in causal inferential settings.