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Causal discovery with latent variables is a crucial but challenging task. Despite the emergence of numerous methods aimed at addressing this challenge, they are not fully identified to the structure that two observed variables are…

Machine Learning · Computer Science 2023-12-20 Wei Chen , Zhiyi Huang , Ruichu Cai , Zhifeng Hao , Kun Zhang

In many scientific fields, such as economics and neuroscience, we are often faced with nonstationary time series, and concerned with both finding causal relations and forecasting the values of variables of interest, both of which are…

Machine Learning · Computer Science 2019-08-01 Biwei Huang , Kun Zhang , Mingming Gong , Clark Glymour

Prior work has shown that causal structure can be uniquely identified from observational data when these follow a structural equation model whose error terms have equal variances. We show that this fact is implied by an ordering among…

Methodology · Statistics 2021-05-25 Wenyu Chen , Mathias Drton , Y. Samuel Wang

Causal discovery is the subfield of causal inference concerned with estimating the structure of cause-and-effect relationships in a system of interrelated variables, as opposed to quantifying the strength or describing the form of causal…

Methodology · Statistics 2026-03-26 Rebecca F. Supple , Hannah Worthington , Ben Swallow

Causal inference from observational data following the restricted structural causal models (SCM) framework hinges largely on the asymmetry between cause and effect from the data generating mechanisms, such as non-Gaussianity or…

Machine Learning · Computer Science 2024-05-30 Kang Du , Yu Xiang

The problem of inferring the direct causal parents of a response variable among a large set of explanatory variables is of high practical importance in many disciplines. Recent work exploits stability of regression coefficients or…

Machine Learning · Statistics 2020-07-07 Anant Raj , Luigi Gresele , Michel Besserve , Bernhard Schölkopf , Stefan Bauer

In this survey we discuss the recent causal panel data literature. This recent literature has focused on credibly estimating causal effects of binary interventions in settings with longitudinal data, emphasizing practical advice for…

Econometrics · Economics 2024-06-26 Dmitry Arkhangelsky , Guido Imbens

Nonlinear causal discovery from observational data imposes strict identifiability assumptions on the formulation of structural equations utilized in the data generating process. The evaluation of structure learning methods under assumption…

Machine Learning · Statistics 2024-12-17 Georg Velev , Stefan Lessmann

In this study, we present a novel constraint-based algorithm for causal structure learning specifically designed for nonlinear autoregressive time series. Our algorithm significantly reduces computational complexity compared to existing…

Machine Learning · Computer Science 2025-07-11 Mohammad Fesanghary , Achintya Gopal

Causal reasoning is a crucial part of science and human intelligence. In order to discover causal relationships from data, we need structure discovery methods. We provide a review of background theory and a survey of methods for structure…

Machine Learning · Computer Science 2021-03-05 Matthew J. Vowels , Necati Cihan Camgoz , Richard Bowden

Temporal data, representing chronological observations of complex systems, has always been a typical data structure that can be widely generated by many domains, such as industry, medicine and finance. Analyzing this type of data is…

Machine Learning · Computer Science 2023-08-04 Chang Gong , Di Yao , Chuzhe Zhang , Wenbin Li , Jingping Bi

Causal discovery in time series is a rapidly evolving field with a wide variety of applications in other areas such as climate science and neuroscience. Traditional approaches assume a stationary causal graph, which can be adapted to…

Machine Learning · Statistics 2024-06-26 Carles Balsells-Rodas , Yixin Wang , Pedro A. M. Mediano , Yingzhen Li

Predicting the response of nonlinear dynamical systems subject to random, broadband excitation is important across a range of scientific disciplines, such as structural dynamics and neuroscience. Building data-driven models requires…

Machine Learning · Computer Science 2024-09-27 Joseph Massingham , Ole Nielsen , Tore Butlin

A fundamental task in science is to determine the underlying causal relations because it is the knowledge of this functional structure what leads to the correct interpretation of an effect given the apparent associations in the observed…

Artificial Intelligence · Computer Science 2024-08-02 Alexandre Trilla , Nenad Mijatovic

This paper studies causal discovery in irregularly sampled time series-a key challenge in risk-sensitive domains like finance, healthcare, and climate science, where missing data and inconsistent sampling frequencies distort causal…

Machine Learning · Computer Science 2026-05-12 Weihong Li , Baohong Li , Anpeng Wu , Zhihan Li , Ming Ma , Keting Yin , Kun Kuang

This paper introduces a new causal structure learning method for nonstationary time series data, a common data type found in fields such as finance, economics, healthcare, and environmental science. Our work builds upon the constraint-based…

Statistical Finance · Quantitative Finance 2024-06-10 Agathe Sadeghi , Achintya Gopal , Mohammad Fesanghary

In this study, we address causal inference when only observational data and a valid causal ordering from the causal graph are available. We introduce a set of flow models that can recover component-wise, invertible transformation of…

Machine Learning · Computer Science 2024-12-16 Minh Khoa Le , Kien Do , Truyen Tran

Traditional statistical approaches primarily aim to model associations between variables, but many scientific and practical questions require causal methods instead. These approaches rely on assumptions about an underlying structure, often…

Methodology · Statistics 2025-11-26 Sjoerd Hermes , Joost van Heerwaarden , Fred van Eeuwijk , Pariya Behrouzi

Methods of causal discovery aim to identify causal structures in a data driven way. Existing algorithms are known to be unstable and sensitive to statistical errors, and are therefore rarely used with biomedical or epidemiological data. We…

Methodology · Statistics 2024-07-01 Christine W Bang , Janine Witte , Ronja Foraita , Vanessa Didelez

Classical causal and statistical inference methods typically assume the observed data consists of independent realizations. However, in many applications this assumption is inappropriate due to a network of dependences between units in the…

Machine Learning · Computer Science 2019-07-02 Rohit Bhattacharya , Daniel Malinsky , Ilya Shpitser
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