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Based on the notion of maximal correlation, Kimeldorf, May and Sampson (1980) introduce a measure of correlation between two random variables, called the "concordant monotone correlation" (CMC). We revisit, generalize and prove new…

Information Theory · Computer Science 2016-06-23 Omid Etesami , Amin Gohari

Cyclic systems of dichotomous random variables have played a prominent role in contextuality research, describing such experimental paradigms as the Klyachko-Can-Binicoglu-Shumovky, Einstein-Podolsky-Rosen-Bell, and Leggett-Garg ones in…

Quantum Physics · Physics 2021-05-19 Ehtibar N. Dzhafarov , Janne V. Kujala , Víctor H. Cervantes

We consider the task of causal structure learning over measurement dependence inducing latent (MeDIL) causal models. We show that this task can be framed in terms of the graph theoretic problem of finding edge clique covers,resulting in an…

Machine Learning · Statistics 2020-09-22 Alex Markham , Moritz Grosse-Wentrup

Causality is a central concept in a wide range of research areas, yet there is still no universally agreed axiomatisation of causality. We view causality both as an extension of probability theory and as a study of \textit{what happens when…

Artificial Intelligence · Computer Science 2024-06-07 Junhyung Park , Simon Buchholz , Bernhard Schölkopf , Krikamol Muandet

Three distinct phenomena complicate statistical causal analysis: latent common causes, causal cycles, and latent selection. Foundational works on Structural Causal Models (SCMs), e.g., Bongers et al. (2021, Ann. Stat., 49(5): 2885-2915),…

Methodology · Statistics 2025-11-23 Leihao Chen , Onno Zoeter , Joris M. Mooij

In many fields of scientific research and real-world applications, unbiased estimation of causal effects from non-experimental data is crucial for understanding the mechanism underlying the data and for decision-making on effective…

Artificial Intelligence · Computer Science 2023-12-05 Debo Cheng , Jiuyong Li , Lin Liu , Jixue Liu , Thuc Duy Le

We introduce multiple hidden Markov models (MHMMs) where an observed multivariate categorical time series depends on an unobservable multivariate Mar- kov chain. MHMMs provide an elegant framework for specifying various independence…

Methodology · Statistics 2013-09-17 Roberto Colombi , Sabrina Giordano

Causality plays an important role in understanding intelligent behavior, and there is a wealth of literature on mathematical models for causality, most of which is focused on causal graphs. Causal graphs are a powerful tool for a wide range…

Artificial Intelligence · Computer Science 2024-12-23 Scott Garrabrant , Matthias Georg Mayer , Magdalena Wache , Leon Lang , Sam Eisenstat , Holger Dell

Graphical Markov models combine conditional independence constraints with graphical representations of stepwise data generating processes.The models started to be formulated about 40 years ago and vigorous development is ongoing.…

Methodology · Statistics 2015-10-12 Nanny Wermuth

Reasoning based on causality, instead of association has been considered as a key ingredient towards real machine intelligence. However, it is a challenging task to infer causal relationship/structure among variables. In recent years, an…

Machine Learning · Computer Science 2019-09-15 Zhitang Chen , Shengyu Zhu , Yue Liu , Tim Tse

We obtain the posterior distribution of a random process conditioned on observing the empirical frequencies of a finite sample path. We find under a rather broad assumption on the "dependence structure" of the process, {\em c.f.}…

Probability · Mathematics 2022-03-02 Wenqing Hu , Hong Qian

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

The local Markov condition for a DAG to be an independence map of a probability distribution is well known. For DAGs with latent variables, represented as bi-directed edges in the graph, the local Markov property may invoke exponential…

Artificial Intelligence · Computer Science 2012-07-09 Changsung Kang , Jin Tian

Distinguishing causal connections from correlations is important in many scenarios. However, the presence of unobserved variables, such as the latent confounder, can introduce bias in conditional independence testing commonly employed in…

Methodology · Statistics 2024-05-03 Mingzhou Liu , Xinwei Sun , Yu Qiao , Yizhou Wang

The era of big data has witnessed an increasing availability of observational data from mobile and social networking, online advertising, web mining, healthcare, education, public policy, marketing campaigns, and so on, which facilitates…

Machine Learning · Computer Science 2023-03-06 Zhixuan Chu , Ruopeng Li , Stephen Rathbun , Sheng Li

This paper analyzes independence concepts for sets of probability measures associated with directed acyclic graphs. The paper shows that epistemic independence and the standard Markov condition violate desirable separation properties. The…

Artificial Intelligence · Computer Science 2013-01-18 Fabio Gagliardi Cozman

Conditional independence (CI) tests underlie many approaches to model testing and structure learning in causal inference. Most existing CI tests for categorical and ordinal data stratify the sample by the conditioning variables, perform…

Machine Learning · Statistics 2023-07-06 Ankur Ankan , Johannes Textor

Causal inference uses observations to infer the causal structure of the data generating system. We study a class of functional models that we call Time Series Models with Independent Noise (TiMINo). These models require independent residual…

Machine Learning · Statistics 2016-08-18 Jonas Peters , Dominik Janzing , Bernhard Schölkopf

We consider the fundamental problem of inferring the causal direction between two univariate numeric random variables $X$ and $Y$ from observational data. The two-variable case is especially difficult to solve since it is not possible to…

Machine Learning · Statistics 2018-08-23 Alexander Marx , Jilles Vreeken

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