Causal structure discovery is a much-studied topic and a fundamental problem in Machine Learning. Causal inference is the process of recovering cause-effect relationships between the variables in a dataset. In general, causal inference problem is to decide whether X causes Y, Y causes X, or there exists an indirect relationship between X and Y via a confounder. Even under very stringent assumptions, causal structure discovery problems are challenging. Much work has been done on causal discovery methods with two variables in recent years. This thesis extends the bivariate case to the possibility of having at least one confounder between X and Y. Attempts have been made to extend the causal inference process to recover the structure of Bayesi...