# Causal discovery under mean independence and linearity

arXiv: https://arxiv.org/abs/2605.04381 · HTML: https://mlsanity.com/paper/2605.04381/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 5 of its 38 references that are in the map.
- First posted on arXiv 6 May 2026.

## Builds on (most cited first, 5 of 5)

- [Kernel-based Tests for Joint Independence](https://mlsanity.com/paper/1603.00285/) (2016)
- [Causal Discovery with Unobserved Confounding and non-Gaussian Data](https://mlsanity.com/paper/2007.11131/) (2020)
- [High-Dimensional Causal Discovery Under non-Gaussianity](https://mlsanity.com/paper/1803.11273/) (2018)
- [Higher-order least squares: assessing partial goodness of fit of linear causal models](https://mlsanity.com/paper/2109.14544/) (2021)
- [Beyond independent component analysis: identifiability and algorithms](https://mlsanity.com/paper/2510.07525/) (2025)

## Abstract (arXiv)

Causal discovery methods such as LiNGAM identify causal structure from observational data by assuming mutually independent disturbances. This assumption is fragile: shared volatility, common scale effects, or other forms of dependence can cause the methods to recover the wrong causal order, even with infinite data. We introduce the Linear Mean-Independent Acyclic Model (LiMIAM), which replaces full independence with weaker one-sided mean-independence restrictions on the disturbances. Under finite-order consequences of these restrictions, source nodes are generically identifiable, and hence a compatible causal order can be recovered recursively. Our proof is constructive and leads to DirectLiMIAM, a sequential residual-based algorithm for causal discovery under dependent noise. In simulations with mean-independent but dependent disturbances, DirectLiMIAM outperforms LiNGAM methods. A large-scale empirical application to the oil market highlights the implausibility of the independence assumption and the ability of DirectLiMIAM to recover a realistic causal ordering, from policy to production and from prices to inflation.
