Saved in:
| Main Authors: | , |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2604.04118 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866918429774053376 |
|---|---|
| author | Routh, Vishal Bai, Shuyang |
| author_facet | Routh, Vishal Bai, Shuyang |
| contents | We consider causal discovery in structural causal models driven by heavy-tailed noise, where extremes carry important information about causal direction. We introduce the Heavy-Tailed Homogeneous Structural Causal Model (HT-HSCM), a unified framework that generalizes heavy-tailed linear and max-linear models. We demonstrate that causal tail coefficients identify the complete ancestral partial order of the underlying directed acyclic graph. We also formulate a recursive algorithm for recovering quantities associated with the model called ancestral impulse-responses from the causal tail coefficients. Our results provide a general and theoretically justified framework for causal discovery in heavy-tailed systems. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2604_04118 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Heavy Tailed Homogeneous Structural Causal Models Routh, Vishal Bai, Shuyang Statistics Theory We consider causal discovery in structural causal models driven by heavy-tailed noise, where extremes carry important information about causal direction. We introduce the Heavy-Tailed Homogeneous Structural Causal Model (HT-HSCM), a unified framework that generalizes heavy-tailed linear and max-linear models. We demonstrate that causal tail coefficients identify the complete ancestral partial order of the underlying directed acyclic graph. We also formulate a recursive algorithm for recovering quantities associated with the model called ancestral impulse-responses from the causal tail coefficients. Our results provide a general and theoretically justified framework for causal discovery in heavy-tailed systems. |
| title | Heavy Tailed Homogeneous Structural Causal Models |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/2604.04118 |