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The background-free Meek rules complete a CPDAG

Statement

Let G be a finite DAG. Start with its skeleton, orient exactly the edges in its unshielded colliders, and leave all other edges undirected. Repeatedly apply the background-free rules R1–R3 from the PC algorithm until no rule applies. The resulting partially directed graph is the CPDAG for the Markov-equivalence class of G.

Facts & Assumptions

Given: A finite DAG G and the initialized pattern and R1–R3 rules stated above.

[F1]

A PDAG, consistent DAG extension, Markov equivalence, and CPDAG have the definitions in the supplied interface. DAG Markov equivalence, patterns, and CPDAGs

[F2]

R1, R2, and R3 are exactly the three background-free orientation rules stated in the PC algorithm. Population PC causal-discovery algorithm

[F3]

Two finite DAGs are Markov equivalent exactly when they have the same skeleton and the same unshielded colliders. DAG Markov equivalence is determined by skeletons and unshielded colliders

[F4]

In every finite chordal undirected graph, each edge can be oriented either way as part of an acyclic orientation having no unshielded collider. Edges of finite chordal graphs admit both collider-free orientations

Proof

Given: The hypotheses in the Statement.

1.1givenF1F2casescontradiction

Every consistent extension of a current pattern must respect each R1–R3 conclusion. For R1, the opposite orientation would create the new unshielded collider i→j←k with i,k nonadjacent. For R2, the opposite orientation would close the directed path i→k→j into a directed cycle. For R3, if j→i, acyclicity forces k→i and ℓ→i (the alternatives i→k or i→ℓ each close a directed cycle through j); these arrows create the new unshielded collider k→i←ℓ, since k,ℓ are nonadjacent. Each contradiction is forbidden for a consistent extension. Thus all rule orientations are compelled, and the original DAG G remains a consistent extension at every stage.

1.2givenconstruct

Every finite DAG has a topological order. In any nonempty induced subgraph, if every vertex had an incoming arrow, repeatedly following incoming arrows would revisit a vertex and create a directed cycle. Thus a source exists; remove one source and repeat on the remaining finite DAG. Listing the removed vertices in order gives a topological order, because an arrow's tail must be removed before its head. This argument uses only finite choices.

1.3F2construct

The R1–R3 closure reaches a final pattern after finitely many applications. Each scan checks finitely many rule instances on the finite vertex set; every nonterminal scan directs at least one previously undirected edge, and there are at most (∣V∣2) such edges. Therefore after finitely many scans a full scan applies no rule, so the final closed pattern P used below exists.

2.1F2step 1.1step 1.3casescontradiction

Write P for the final closed pattern. We claim that whenever a→b and b−c is undirected in P, the edge a−c is directed a→c. If a,c were nonadjacent, R1 would orient b−c as b→c, contradicting closure. If c→a, then c→a→b and R2 would orient c−b as c→b, also contradicting closure. It remains to rule out a−c undirected.

3.1F2step 2.1casescontradiction

Suppose such an undirected a−c exists, and choose a counterexample for which the arrow a→b was first oriented as early as possible in the finite sequence of rule applications. If a→b was initially oriented as part of a collider a→b←d, then a,d are nonadjacent. Since d→b−c cannot satisfy R1, d is adjacent to c. If c→d, R2 on c−b applies along c→d→b. If d→c, R1 on d→c−a gives c→a, and R2 on c−b then applies along c→a→b. If d−c is undirected, R3 on c−b applies with its other two vertices a,d. Each case contradicts that P is closed.

4.1F2step 3.1casescontradiction

If a→b was added by R1 from d→a with d,b nonadjacent, then either R1 on d→a−c directly gives a→c, or d is adjacent to c. If c→d, R2 on c−a along c→d→a gives c→a, and R2 on c−b along c→a→b then applies. If d→c, R1 on d→c−b gives c→b. If d−c is undirected, the earlier arrow d→a together with a−c is a counterexample of smaller orientation time, contrary to the choice in step 3.1. Thus this rule case is impossible.

4.2F2step 3.1casescontradiction

If a→b was added by R2 from a→d→b, then d must be adjacent to c, since otherwise R1 on d→b−c orients b−c. If d→c, R2 on a−c along a→d→c gives a→c. If c→d, R2 on c−b along c→d→b gives c→b. If d−c is undirected, the earlier arrow a→d and d−c form a counterexample of smaller orientation time. All alternatives contradict closure or minimality.

4.3F1F2step 1.1step 3.1casescontradiction

If a→b was added by R3, at that time there were nonadjacent d,e with earlier arrows d→b, e→b and undirected a−d, a−e. In the final pattern each of d,e is adjacent to c, since otherwise R1 orients b−c. Neither c→d nor c→e is possible, since R2 would orient c−b. If d−c or e−c were undirected, its earlier arrow into b together with b−c would give a counterexample of smaller orientation time. Thus d→c and e→c in P. If a→d or a→e now holds, R2 orients a−c. The two arrows d→a and e→a cannot both hold: since d,e are nonadjacent, G would then contain this unshielded collider, so both arrows would already have been oriented initially, contradicting that a−d,a−e were undirected when R3 applied. If exactly one of these edges points into a, the other must therefore be undirected (the outgoing case was already excluded), and R1 directs it out of a, again forcing a→c by R2. Finally, if both remain undirected, R3 with d→c←e directs a−c. Every possible final orientation contradicts closure or minimality, completing the proof of the claim in step 2.1.

5.1F1step 1.1step 1.2step 4.3contradiction

The claim proved in steps 2.1–4.3 excludes a directed edge whose endpoints lie in one undirected component. Indeed, for a→b and an undirected simple path b=v0−v1−⋯−vk=a, necessarily k≥2. Propagation gives a→v1,…,a→vk−1; its last arrow contradicts the undirected edge vk−1−a. If an undirected component had an induced cycle of length at least four, take its latest vertex in a topological order of G from step 1.2. Both incident cycle edges point into that vertex in G, and their other endpoints are nonadjacent: an undirected chord is excluded by the induced-cycle assumption, and a directed chord is excluded by the preceding component argument. This would be an unshielded collider in G whose edges were not initially oriented, a contradiction. Hence every undirected component is chordal.

6.1step 1.1step 4.3step 5.1contradictionconstruct

Contract each undirected component to one vertex and retain the directed edges between components. There are no loops by step 5.1. For a supposed simple cycle of components C1→C2→⋯→Cr→C1, with r≥2, choose an arrow xt→yt+1 for each quotient edge, with cyclic indices. In component Ct, the vertices yt and xt are joined by an undirected path. The claim proved in step 4.3 propagates the incoming arrow xt−1→yt along that path to xt−1→xt. These arrows give x1→x2→⋯→xr→x1, contradicting that G consistently extends P. Therefore the quotient is a finite DAG.

7.1F1F4step 5.1step 6.1construct

Fix any undirected edge u−v and choose in its component one of the two orientations supplied by [F4] with the desired direction; orient every other nontrivial undirected component by any such acyclic collider-free orientation. Keep all directed edges of P. The combined graph is acyclic: a directed cycle contained in one component is excluded by its chosen orientation, while a cycle passing between components would project to a directed cycle in the quotient of step 6.1.

8.1F1step 4.3step 7.1cases

The combined DAG creates no unshielded collider absent from P. Two internal parents of a vertex cannot form one by the collider-free component orientation. If x→v is an external directed parent and w→v is an internal parent, then v−w was undirected in P; the claim proved in step 4.3 forces x→w in P, so x,w are adjacent and the collider is shielded. Two external directed parents already give a collider present in P whenever they are nonadjacent. Thus the construction is a consistent extension, and the chosen edge u−v has the requested orientation.

9.1F1F3step 1.1step 7.1step 8.1construct∎

By step 1.1 every consistent extension preserves every arrow of P, and by steps 7.1–8.1 each undirected edge occurs in consistent extensions with either orientation. The initial pattern has exactly the unshielded colliders of G, and G remains its consistent extension, so every directed unshielded collider in P is also one in G; thus P and G have the same skeleton and unshielded colliders. By [F3], every consistent extension is Markov equivalent to G. Conversely, any DAG Markov equivalent to G has the same skeleton and colliders by [F3], hence extends the initial pattern; applying the soundness argument in step 1.1 successively shows that it preserves every arrow added by R1–R3 and therefore extends P. Thus the consistent extensions of P are exactly [G], and P is its CPDAG.

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