Moment Matters: Mean and Variance Causal Graph Discovery from Heteroscedastic Observational Data

ArXi:2602.23602v2 Announce Type: replace-cross 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.