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Uncovering causal relationships in data is a major objective of data analytics. Causal relationships are normally discovered with designed experiments, e.g. randomised controlled trials, which, however are expensive or infeasible to be…

Artificial Intelligence · Computer Science 2016-11-01 Jiuyong Li , Saisai Ma , Thuc Duy Le , Lin Liu , Jixue Liu

Causal models seek to unravel the cause-effect relationships among variables from observed data, as opposed to mere mappings among them, as traditional regression models do. This paper introduces a novel causal discovery algorithm designed…

Machine Learning · Computer Science 2024-10-03 Saeed Mohseni-Sehdeh , Walid Saad

We propose a method of analysis of dynamical networks based on a recent measure of Granger causality between time series, based on kernel methods. The generalization of kernel Granger causality to the multivariate case, here presented,…

Disordered Systems and Neural Networks · Physics 2009-11-13 Daniele Marinazzo , Mario Pellicoro , Sebastiano Stramaglia

Compressed sensing (CS) provides an elegant framework for recovering sparse signals from compressed measurements. For example, CS can exploit the structure of natural images and recover an image from only a few random measurements. CS is…

Machine Learning · Computer Science 2019-05-21 Yan Wu , Mihaela Rosca , Timothy Lillicrap

The concept of Granger causality is increasingly being applied for the characterization of directional interactions in different applications. A multivariate framework for estimating Granger causality is essential in order to account for…

Methodology · Statistics 2020-11-04 Angeliki Papana , Elsa Siggiridou , Dimitris Kugiumtzis

Knowledge bases (KB) constructed through information extraction from text play an important role in query answering and reasoning. In this work, we study a particular reasoning task, the problem of discovering causal relationships between…

Artificial Intelligence · Computer Science 2017-11-17 Dhanya Sridhar , Jay Pujara , Lise Getoor

Granger causality has become an indispensable tool for analyzing causal relationships between time series. In this paper, we provide a detailed overview of its mathematical foundations, trace its historical development, and explore how…

Complex Variables · Mathematics 2024-12-30 Lasha Ephremidze

This article proposes a novel causal discovery and inference method called GrIVET for a Gaussian directed acyclic graph with unmeasured confounders. GrIVET consists of an order-based causal discovery method and a likelihood-based…

Methodology · Statistics 2023-09-22 Li Chen , Chunlin Li , Xiaotong Shen , Wei Pan

Inferring causal relationships from observational data is rarely straightforward, but the problem is especially difficult in high dimensions. For these applications, causal discovery algorithms typically require parametric restrictions or…

Methodology · Statistics 2022-06-29 David S. Watson , Ricardo Silva

Networks pervade many disciplines of science for analyzing complex systems with interacting components. In particular, this concept is commonly used to model interactions between genes and identify closely associated genes forming…

Methodology · Statistics 2015-06-02 Y. X. Rachel Wang , Keni Jiang , Lewis J. Feldman , Peter J. Bickel , Haiyan Huang

We propose the Granger causality inference Kolmogorov-Arnold Networks (KANGCI), a novel architecture that extends the recently proposed Kolmogorov-Arnold Networks (KAN) to the domain of causal inference. By extracting base weights from KAN…

Machine Learning · Computer Science 2025-02-06 Meiliang Liu , Yunfang Xu , Zijin Li , Zhengye Si , Xiaoxiao Yang , Xinyue Yang , Zhiwen Zhao

Granger Causality (GC) offers an elegant statistical framework to study the association between multivariate time series data. Vector autoregressive models (VAR) are simple and easy to fit, but have limited application because of their…

Machine Learning · Computer Science 2025-12-09 Malik Shahid Sultan , Hernando Ombao , Maurizio Filippone

Objective: This study proposes a new parametric TF (time frequency) CGC (conditional Granger causality) method for high precision connectivity analysis over time and frequency in multivariate coupling nonstationary systems, and applies it…

Signal Processing · Electrical Eng. & Systems 2018-10-23 Yang Li , Mengying Lei , Weigang Cui , Yuzhu Guo , Hua-Liang Wei

Generative Bayesian Computation (GBC) methods are developed for Casual Inference. Generative methods are simulation-based methods that use a large training dataset to represent posterior distributions as a map (a.k.a. optimal transport) to…

Methodology · Statistics 2024-12-25 Maria Nareklishvili , Nicholas Polson , Vadim Sokolov

A challenging problem when studying a dynamical system is to find the interdependencies among its individual components. Several algorithms have been proposed to detect directed dynamical influences between time series. Two of the most used…

Data Analysis, Statistics and Probability · Physics 2015-09-09 Alessandro Montalto , Sebastiano Stramaglia , Luca Faes , Giovanni Tessitore , Roberto Prevete , Daniele Marinazzo

Hawkes processes are a special class of temporal point processes which exhibit a natural notion of causality, as occurrence of events in the past may increase the probability of events in the future. Discovery of the underlying influence…

Machine Learning · Computer Science 2022-06-14 Amirkasra Jalaldoust , Katerina Hlavackova-Schindler , Claudia Plant

Inferring a cause from its effect using observed time series data is a major challenge in natural and social sciences. Assuming the effect is generated by the cause trough a linear system, we propose a new approach based on the hypothesis…

Artificial Intelligence · Computer Science 2015-03-05 Naji Shajarisales , Dominik Janzing , Bernhard Shoelkopf , Michel Besserve

We introduce a new approach to functional causal modeling from observational data, called Causal Generative Neural Networks (CGNN). CGNN leverages the power of neural networks to learn a generative model of the joint distribution of the…

The use of a hypothetical generative model was been suggested for causal analysis of observational data. The very assumption of a particular model is a commitment to a certain set of variables and therefore to a certain set of possible…

Artificial Intelligence · Computer Science 2023-06-09 Nimrod Megiddo

We study the problem of automatically discovering Granger causal relations from observational multivariate time-series data.Vector autoregressive (VAR) models have been time-tested for this problem, including Bayesian variants and more…

Machine Learning · Computer Science 2024-05-27 He Zhao , Vassili Kitsios , Terence J. O'Kane , Edwin V. Bonilla
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