Independence Test for Linear Non-Gaussian Data and Applications in Causal Discovery

Independence testing involves determining whether two variables are independent based on observed samples, which is a fundamental problem in statistics and machine learning. Existing testing methods, such as HSIC, can theoretically detect broad forms of dependence, but may sacrifice statistical power when applied to limited samples with background knowledge of the distribution. In this paper, we focus on the linear non-Gaussian data, a widely supported model in scientific data analysis and causal discovery, where variables are linked linearly with noise terms that are non-Gaussian distributed. We provide a new theoretical characterization of independence in this case, showing that constancy of the conditional mean and variance is sufficient to guarantee independence under linear non-Gaussian models. Building on this result, we develop a kernel-based testing framework with provable asymptotic guarantees. Extensive experiments on synthetic and real-world datasets demonstrate that our method achieves higher power than existing approaches and significantly improves downstream causal discovery performance.