Moment Matters: Mean and Variance Causal Graph Discovery from Heteroscedastic Observational Data
arXiv:2602.23602v2 Announce Type: replace-cross Abstract: Heteroscedasticity -- where the variance of a variable changes with other variables -- is pervasive in real data, and elucidating why it arises from the perspective of statistical moments is crucial in scientific knowledge discovery and decision-making. However, standard causal discovery does not reveal which causes act on the mean versus the variance, as it returns a single moment-agnostic graph, limiting interpretability and downstream intervention design. We propose a Bayesian, moment-driven causal discovery framework that infers separate \textit{mean} and \textit{variance} causal graphs from observational heteroscedastic data. We first derive the identification results by establishing sufficient conditions under which these two graphs are separately identifiable. Building on this theory, we develop a variational inference method that learns a posterior distribution over both graphs, enabling principled uncertainty quantifica

