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How Many Samples Are Needed to Determine Causal Direction? Sharp Minimax Bounds for Bivariate LiNGAM

Jikai Jin

math.STarXiv:2608.15840

Abstract

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 disturbance scales lie in [σ,σ]. We prove the sharp local minimax law \[ N2(β,ν,δ) (1/δ) dβ2+β2ν2, dβ= [β2- (1-σ2σ2)]+. \] Previous theory established population identifiability or assumed a fixed separation between the two directions. By contrast, we establish the sharp sample complexity as a joint function of edge strength, distance from Gaussianity, and scale uncertainty, and characterize when identification comes from non-Gaussian dependence or from covariance alone. The proof was independently generated with GPT-5.6 Sol in Codex's Ultra mode during a two-hour session. The human author supplied the prompt and was responsible only forchecking the proof and revising and polishing the manuscript.

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