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Stochastic differential equations and stochastic dynamics are good models to describe stochastic phenomena in real world. In this paper, we study N independent stochastic processes Xi(t) with real entries and the processes are determined by…

Statistics Theory · Mathematics 2020-01-07 Min Dai , Jinqiao Duan , Junjun Liao , Xiangjun Wang

The classical notion of causal effect identifiability is defined in terms of treatment and outcome variables. In this paper, we consider the identifiability of state-based causal effects: how an intervention on a particular state of…

Machine Learning · Computer Science 2026-02-24 Yizuo Chen , Adnan Darwiche

Given a set of several inputs into a system (e.g., independent variables characterizing stimuli) and a set of several stochastically non-independent outputs (e.g., random variables describing different aspects of responses), how can one…

Artificial Intelligence · Computer Science 2011-08-30 Ehtibar N. Dzhafarov , Janne V. Kujala

We propose a method for inferring the conditional independence graph (CIG) of a high-dimensional Gaussian vector time series (discrete-time process) from a finite-length observation. By contrast to existing approaches, we do not rely on a…

Machine Learning · Statistics 2015-10-28 Alexander Jung

We propose a fully probabilistic formulation of the notion of mechanistic interaction (interaction in some fundamental mechanistic sense) between the effects of putative (possibly continuous) causal factors A and B on a binary outcome…

Methodology · Statistics 2020-04-28 Carlo Berzuini , A. Philip Dawid

Conditional Mutual Information (CMI) is a measure of conditional dependence between random variables X and Y, given another random variable Z. It can be used to quantify conditional dependence among variables in many data-driven inference…

Machine Learning · Computer Science 2019-06-10 Sudipto Mukherjee , Himanshu Asnani , Sreeram Kannan

Inferring the causal structure underlying stochastic dynamical systems from observational data holds great promise in domains ranging from science and health to finance. Such processes can often be accurately modeled via stochastic…

Machine Learning · Computer Science 2025-03-04 Georg Manten , Cecilia Casolo , Emilio Ferrucci , Søren Wengel Mogensen , Cristopher Salvi , Niki Kilbertus

Discussions on causal relations in real life often consider variables for which the definition of causality is unclear since the notion of interventions on the respective variables is obscure. Asking 'what qualifies an action for being an…

Methodology · Statistics 2022-11-17 Dominik Janzing , Sergio Hernan Garrido Mejia

The intuition of causation is so fundamental that almost every research study in life sciences refers to this concept. However a widely accepted formal definition of causal influence between observables is still missing. In the framework of…

Other Statistics · Statistics 2017-04-26 Andrea Auconi , Andrea Giansanti , Edda Klipp

We discuss the equivalence of definitions for conditional Poisson processes, Cox processes, and stochastic intensities of point processes on the real line. We show that Watanabe's characterisation of conditional Poisson processes in terms…

Probability · Mathematics 2026-01-06 Dirk Becherer , Thomas Bernhardt , Pavel Gapeev

Causal influence measures for machine learnt classifiers shed light on the reasons behind classification, and aid in identifying influential input features and revealing their biases. However, such analyses involve evaluating the classifier…

Machine Learning · Computer Science 2018-04-10 Shayak Sen , Piotr Mardziel , Anupam Datta , Matthew Fredrikson

Constraint based causal structure learning for point processes require empirical tests of local independence. Existing tests require strong model assumptions, e.g. that the true data generating model is a Hawkes process with no latent…

Methodology · Statistics 2021-10-26 Nikolaj Thams , Niels Richard Hansen

Causal processes in nature may contain cycles, and real datasets may violate causal sufficiency as well as contain selection bias. No constraint-based causal discovery algorithm can currently handle cycles, latent variables and selection…

Machine Learning · Statistics 2018-05-08 Eric V. Strobl

The causal Markov condition (CMC) is a postulate that links observations to causality. It describes the conditional independences among the observations that are entailed by a causal hypothesis in terms of a directed acyclic graph. In the…

Information Theory · Computer Science 2010-02-23 Bastian Steudel , Dominik Janzing , Bernhard Schoelkopf

Bayesian networks provide a language for qualitatively representing the conditional independence properties of a distribution. This allows a natural and compact representation of the distribution, eases knowledge acquisition, and supports…

Artificial Intelligence · Computer Science 2013-02-18 Craig Boutilier , Nir Friedman , Moises Goldszmidt , Daphne Koller

We consider statistical learning question for $\psi$-weakly dependent processes, that unifies a large class of weak dependence conditions such as mixing, association,$\cdots$ The consistency of the empirical risk minimization algorithm is…

Statistics Theory · Mathematics 2022-10-04 Mamadou Lamine Diop , William Kengne

We present a sample path dependent measure of causal influence between time series. The proposed causal measure is a random sequence, a realization of which enables identification of specific patterns that give rise to high levels of causal…

Information Theory · Computer Science 2019-07-31 Gabriel Schamberg , Todd P. Coleman

Causal disentanglement has great potential for capturing complex situations. However, there is a lack of practical and efficient approaches. It is already known that most unsupervised disentangling methods are unable to produce identifiable…

Machine Learning · Computer Science 2023-11-14 Heejeong Nam

A central goal of probabilistic programming languages (PPLs) is to separate modelling from inference. However, this goal is hard to achieve in practice. Users are often forced to re-write their models in order to improve efficiency of…

Programming Languages · Computer Science 2022-02-21 Maria I. Gorinova , Andrew D. Gordon , Charles Sutton , Matthijs Vákár

In the causal learning setting, we wish to learn cause-and-effect relationships between variables such that we can correctly infer the effect of an intervention. While the difference between a cyclic structure and an acyclic structure may…

Machine Learning · Computer Science 2020-07-27 Katie Everett , Ian Fischer