Causal Inference (C-inf) -- asymmetric scenario of typical phase transitions

Abstract: In this paper, we revisit and further explore a mathematically rigorous connection between Causal inference (C-inf) and the Low-rank recovery (LRR) established in [10]. Leveraging the Random duality - Free probability theory (RDT-FPT) connection, we obtain the exact explicit typical C-inf asymmetric phase transitions (PT). We uncover a doubling low-rankness phenomenon, which means that exactly two times larger low rankness is allowed in asymmetric scenarios compared to the symmetric worst case ones considered in [10]. Consequently, the final PT mathematical expressions are as elegant as those obtained in [10], and highlight direct relations between the targeted C-inf matrix low rankness and the time of treatment. Our results have strong implications for applications, where C-inf matrices are not necessarily symmetric.