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We consider a situation where the distribution of a random variable is being estimated by the empirical distribution of noisy measurements of that variable. This is common practice in, for example, teacher value-added models and other…

Econometrics · Economics 2021-12-08 Koen Jochmans , Martin Weidner

One of the most fundamental problems in causal inference is the estimation of a causal effect when variables are confounded. This is difficult in an observational study, because one has no direct evidence that all confounders have been…

Machine Learning · Statistics 2014-11-03 Ricardo Silva , Robin Evans

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

In the causal adjustment setting, variable selection techniques based on either the outcome or treatment allocation model can result in the omission of confounders or the inclusion of spurious variables in the propensity score. We propose a…

Statistics Theory · Mathematics 2014-06-06 Ashkan Ertefaie , Masoud Asgharian , David A. Stephens

Constraint-based structure learning algorithms infer the causal structure of multivariate systems from observational data by determining an equivalent class of causal structures compatible with the conditional independencies in the data.…

Machine Learning · Statistics 2019-05-22 Daniel Chicharro , Stefano Panzeri , Ilya Shpitser

The inference of causal relationships using observational data from partially observed multivariate systems with hidden variables is a fundamental question in many scientific domains. Methods extracting causal information from conditional…

Machine Learning · Statistics 2020-10-13 Daniel Chicharro , Michel Besserve , Stefano Panzeri

Machine learning is the science of discovering statistical dependencies in data, and the use of those dependencies to perform predictions. During the last decade, machine learning has made spectacular progress, surpassing human performance…

Machine Learning · Statistics 2016-07-13 David Lopez-Paz

Valid causal inference in observational studies often requires controlling for confounders. However, in practice measurements of confounders may be noisy, and can lead to biased estimates of causal effects. We show that we can reduce the…

Machine Learning · Statistics 2018-06-05 Nathan Kallus , Xiaojie Mao , Madeleine Udell

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

Methodology · Statistics 2021-09-06 Kang Du , Yu Xiang

We study the problem of deriving policies, or rules, that when enacted on a complex system, cause a desired outcome. Absent the ability to perform controlled experiments, such rules have to be inferred from past observations of the system's…

Machine Learning · Computer Science 2020-09-09 Kailash Budhathoki , Mario Boley , Jilles Vreeken

In practice functional data are sampled on a discrete set of observation points and often susceptible to noise. We consider in this paper the setting where such data are used as explanatory variables in a regression problem. If the primary…

Methodology · Statistics 2021-12-14 Siegfried Hörmann , Fatima Jammoul

In social sciences and economics, causal inference traditionally focuses on assessing the impact of predefined treatments (or interventions) on predefined outcomes, such as the effect of education programs on earnings. Causal discovery, in…

Econometrics · Economics 2024-07-12 Martin Huber

Discovering causal relations among observed variables in a given data set is a main topic in studies of statistics and artificial intelligence. Recently, some techniques to discover an identifiable causal structure have been explored based…

Machine Learning · Computer Science 2012-02-20 Takanori Inazumi , Takashi Washio , Shohei Shimizu , Joe Suzuki , Akihiro Yamamoto , Yoshinobu Kawahara

Causal inference deals with identifying which random variables "cause" or control other random variables. Recent advances on the topic of causal inference based on tools from statistical estimation and machine learning have resulted in…

Machine Learning · Statistics 2016-08-23 Matt J. Kusner , Yu Sun , Karthik Sridharan , Kilian Q. Weinberger

Distributions over rankings are used to model data in various settings such as preference analysis and political elections. The factorial size of the space of rankings, however, typically forces one to make structural assumptions, such as…

Machine Learning · Computer Science 2012-02-20 Jonathan Huang , Ashish Kapoor , Carlos E. Guestrin

Identification of causal direction between a causal-effect pair from observed data has recently attracted much attention. Various methods based on functional causal models have been proposed to solve this problem, by assuming the causal…

Machine Learning · Computer Science 2019-06-04 Ruichu Cai , Jie Qiao , Kun Zhang , Zhenjie Zhang , Zhifeng Hao

Causal inference from observational data provides strong evidence for the best action in decision-making without performing expensive randomized trials. The effect of an action is usually not identifiable under unobserved confounding, even…

Machine Learning · Computer Science 2026-02-02 Md Musfiqur Rahman , Ziwei Jiang , Hilaf Hasson , Murat Kocaoglu

Constraint-based causal discovery algorithms utilize many statistical tests for conditional independence to uncover networks of causal dependencies. These approaches to causal discovery rely on an assumed correspondence between the…

Machine Learning · Computer Science 2025-04-18 Bijan Mazaheri , Jiaqi Zhang , Caroline Uhler

Quantile and quantile effect functions are important tools for descriptive and causal analyses due to their natural and intuitive interpretation. Existing inference methods for these functions do not apply to discrete random variables. This…

Methodology · Statistics 2018-09-03 Victor Chernozhukov , Iván Fernández-Val , Blaise Melly , Kaspar Wüthrich

We prove an exact relationship between the optimal denoising function and the data distribution in the case of additive Gaussian noise, showing that denoising implicitly models the structure of data allowing it to be exploited in the…

Neural and Evolutionary Computing · Computer Science 2017-09-11 Heikki Arponen , Matti Herranen , Harri Valpola