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Methods to identify cause-effect relationships currently mostly assume the variables to be scalar random variables. However, in many fields the objects of interest are vectors or groups of scalar variables. We present a new constraint-based…

Methodology · Statistics 2022-12-02 Jonas Wahl , Urmi Ninad , Jakob Runge

We test recent claims that causal (driver/response) relationships can be deduced from interdependencies between simultaneously measured time series. We apply two recently proposed interdependence measures which should give similar results…

chao-dyn · Physics 2009-10-31 R. Quian Quiroga , J. Arnhold , P. Grassberger

We study a model where one target variable Y is correlated with a vector X:=(X_1,...,X_d) of predictor variables being potential causes of Y. We describe a method that infers to what extent the statistical dependences between X and Y are…

Machine Learning · Statistics 2017-10-11 Dominik Janzing , Bernhard Schoelkopf

Discovering causal relationships is a hard task, often hindered by the need for intervention, and often requiring large amounts of data to resolve statistical uncertainty. However, humans quickly arrive at useful causal relationships. One…

Machine Learning · Statistics 2011-12-01 Pedro A. Ortega

This paper deals with the problem of evaluating the causal effect using observational data in the presence of an unobserved exposure/ outcome variable, when cause-effect relationships between variables can be described as a directed acyclic…

Methodology · Statistics 2012-06-18 Manabu Kuroki , Zhihong Cai

There are several existing algorithms that under appropriate assumptions can reliably identify a subset of the underlying causal relationships from observational data. This paper introduces the first computationally feasible score-based…

Artificial Intelligence · Computer Science 2012-07-02 Subramani Mani , Peter L. Spirtes , Gregory F. Cooper

To draw scientifically meaningful conclusions and build reliable models of quantitative phenomena, cause and effect must be taken into consideration (either implicitly or explicitly). This is particularly challenging when the measurements…

Machine Learning · Computer Science 2020-12-11 Max A. Little , Reham Badawy

The classical causal relations between a set of variables, some observed and some latent, can induce both equality constraints (typically conditional independences) as well as inequality constraints (Instrumental and Bell inequalities being…

Quantum Physics · Physics 2024-04-11 Shashaank Khanna , Marina Maciel Ansanelli , Matthew F. Pusey , Elie Wolfe

Structural causal models postulate noisy functional relations among a set of interacting variables. The causal structure underlying each such model is naturally represented by a directed graph whose edges indicate for each variable which…

Statistics Theory · Mathematics 2022-03-15 David Strieder , Tobias Freidling , Stefan Haffner , Mathias Drton

Model checking is usually based on a comprehensive traversal of the state space. Causality-based model checking is a radically different approach that instead analyzes the cause-effect relationships in a program. We give an overview on a…

Logic in Computer Science · Computer Science 2017-10-11 Bernd Finkbeiner , Andrey Kupriyanov

The causal assumptions, the study design and the data are the elements required for scientific inference in empirical research. The research is adequately communicated only if all of these elements and their relations are described…

Methodology · Statistics 2015-05-01 Juha Karvanen

Temporally evolving systems are typically modeled by dynamic equations. A key challenge in accurate modeling is understanding the causal relationships between subsystems, as well as identifying the presence and influence of unobserved…

Methodology · Statistics 2024-10-28 András Telcs , Marcell T. Kurbucz , Antal Jakovác

How should researchers analyze randomized experiments in which the main outcome is latent and measured in multiple ways but each measure contains some degree of error? We first identify a critical study-specific noncomparability problem in…

Econometrics · Economics 2026-01-13 Jiawei Fu , Donald P. Green

Causal discovery estimates the underlying physical process that generates the observed data: does X cause Y or does Y cause X? Current methodologies use structural conditions to turn the causal query into a statistical query, when only…

Machine Learning · Statistics 2020-08-14 Martin Jørgensen , Søren Hauberg

Randomised controlled trials (RCTs) are the most effective approach to causal discovery, but in many circumstances it is impossible to conduct RCTs. Therefore observational studies based on passively observed data are widely accepted as an…

Artificial Intelligence · Computer Science 2016-11-11 Jiuyong Li , Thuc Duy Le , Lin Liu , Jixue Liu , Zhou Jin , Bingyu Sun , Saisai Ma

We present a sample path dependent measure of causal influence between two time series. The proposed measure is a random variable whose expected sum is the directed information. A realization of the proposed measure may be used to identify…

Information Theory · Computer Science 2018-10-15 Gabriel Schamberg , Todd P. Coleman

Linear theory provides a reasonable description of the velocity correlations of biased tracers both perpendicular and parallel to the line of separation, provided one accounts for the fact that the measurement is almost always made using…

Astrophysics · Physics 2009-11-13 Ravi K. Sheth , Idit Zehavi

We describe a new framework for causal inference and its application to return time series. In this system, causal relationships are represented as logical formulas, allowing us to test arbitrarily complex hypotheses in a computationally…

Statistical Finance · Quantitative Finance 2010-06-14 Samantha Kleinberg , Petter N. Kolm , Bud Mishra

We provide theoretical and empirical evidence for a type of asymmetry between causes and effects that is present when these are related via linear models contaminated with additive non-Gaussian noise. Assuming that the causes and the…

Machine Learning · Statistics 2016-02-23 Daniel Hernández-Lobato , Pablo Morales-Mombiela , David Lopez-Paz , Alberto Suárez

Given two time series, can one tell, in a rigorous and quantitative way, the cause and effect between them? Based on a recently rigorized physical notion namely information flow, we arrive at a concise formula and give this challenging…

Methodology · Statistics 2014-03-27 X. San Liang