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IlyaShpitser comments on Causal Diagrams and Causal Models - Less Wrong
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By the way, you can still learn structure from data in the presence of unobserved confounders. The problem becomes very interesting indeed, then.
Oh, awesome. Can you provide a link / reference / name of what I should Google?
http://www.hss.cmu.edu/philosophy/spirtes/n-oracle.ps
(FCI algorithm)
http://www.cs.huji.ac.il/~nir/Abstracts/Fr2.html
(structural EM)
http://www.stat.washington.edu/tsr/uai-causal-structure-learning-workshop/
(look for "parameter and structure learning in nested Markov models")