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In this paper we propose a causal analog to the purely observational Dynamic Bayesian Networks, which we call Dynamic Causal Networks. We provide a sound and complete algorithm for identification of Dynamic Causal Net- works, namely, for…

Artificial Intelligence · Computer Science 2016-10-19 Gilles Blondel , Marta Arias , Ricard Gavaldà

Estimating causal interactions in complex dynamical systems is an important problem encountered in many fields of current science. While a theoretical solution for detecting the causal interactions has been previously formulated in the…

Data Analysis, Statistics and Probability · Physics 2020-01-20 Jakub Kořenek , Jaroslav Hlinka

Theoretical developments in sequential Bayesian analysis of multivariate dynamic models underlie new methodology for causal prediction. This extends the utility of existing models with computationally efficient methodology, enabling routine…

Methodology · Statistics 2024-06-05 Kevin Li , Graham Tierney , Christoph Hellmayr , Mike West

Identifying causal relations among multi-variate time series is one of the most important elements towards understanding the complex mechanisms underlying the dynamic system. It provides critical tools for forecasting, simulations and…

Machine Learning · Computer Science 2023-02-22 Yang Sun , Yifan Xie

System identification is a common tool for estimating (linear) plant models as a basis for model-based predictive control and optimization. The current challenges in process industry, however, ask for data-driven modelling techniques that…

Systems and Control · Computer Science 2018-02-06 Paul M. J. Van den Hof , Arne G. Dankers , Harm H. M. Weerts

Causal discovery for dynamical systems poses a major challenge in fields where active interventions are infeasible. Most methods used to investigate these systems and their associated benchmarks are tailored to deterministic,…

Machine Learning · Computer Science 2025-10-13 Benjamin Herdeanu , Juan Nathaniel , Carla Roesch , Jatan Buch , Gregor Ramien , Johannes Haux , Pierre Gentine

Sequential change diagnosis is the joint problem of detection and identification of a sudden and unobservable change in the distribution of a random sequence. In this problem, the common probability law of a sequence of i.i.d. random…

Probability · Mathematics 2007-10-29 Savas Dayanik , Christian Goulding , H. Vincent Poor

Identifying variables responsible for changes to a biological system enables applications in drug target discovery and cell engineering. Given a pair of observational and interventional datasets, the goal is to isolate the subset of…

Machine Learning · Computer Science 2025-06-02 Menghua Wu , Umesh Padia , Sean H. Murphy , Regina Barzilay , Tommi Jaakkola

In this paper, the relationship between probabilistic graphical models, in particular Bayesian networks, and causal diagrams, also called structural causal models, is studied. Structural causal models are deterministic models, based on…

Artificial Intelligence · Computer Science 2026-04-24 Peter J. F. Lucas , Eleonora Zullo , Fabio Stella

Learning the dynamic causal structure of time series is a challenging problem. Most existing approaches rely on distributional or structural invariance to uncover underlying causal dynamics, assuming stationary or partially stationary…

Machine Learning · Computer Science 2026-02-27 Dezhi Yang , Qiaoyu Tan , Carlotta Domeniconi , Jun Wang , Lizhen Cui , Guoxian Yu

Changes in the timescales at which complex systems evolve are essential to predicting critical transitions and catastrophic failures. Disentangling the timescales of the dynamics governing complex systems remains a key challenge. With this…

Methodology · Statistics 2024-03-11 Giona Casiraghi , Georges Andres

We are not only observers but also actors of reality. Our capability to intervene and alter the course of some events in the space and time surrounding us is an essential component of how we build our model of the world. In this doctoral…

Artificial Intelligence · Computer Science 2023-09-19 Gilles Blondel

Causal learning from data has received much attention recently. Bayesian networks can be used to capture causal relationships. There, one recovers a weighted directed acyclic graph in which random variables are represented by vertices, and…

Machine Learning · Computer Science 2026-01-06 Pavel Rytir , Ales Wodecki , Georgios Korpas , Jakub Marecek

In this report, we will be interested at Dynamic Bayesian Network (DBNs) as a model that tries to incorporate temporal dimension with uncertainty. We start with basics of DBN where we especially focus in Inference and Learning concepts and…

Artificial Intelligence · Computer Science 2012-04-12 Nabil ghanmy , Mohamed Ali Mahjoub , Najoua Essoukri Ben Amara

Understanding causality helps to structure interventions to achieve specific goals and enables predictions under interventions. With the growing importance of learning causal relationships, causal discovery tasks have transitioned from…

Machine Learning · Computer Science 2022-09-15 Hang Chen , Keqing Du , Xinyu Yang , Chenguang Li

There is an obvious need for improving the performance and accuracy of a Bayesian network as new data is observed. Because of errors in model construction and changes in the dynamics of the domains, we cannot afford to ignore the…

Artificial Intelligence · Computer Science 2013-02-08 Nir Friedman , Moises Goldszmidt

Classical machine learning techniques often struggle with overfitting and unreliable predictions when exposed to novel conditions. Introducing causality into the modelling process offers a promising way to mitigate these challenges by…

Computational Engineering, Finance, and Science · Computer Science 2025-05-28 David Zapata Gonzalez , Marcel Meyer , Oliver Mueller

The ability to understand causality from data is one of the major milestones of human-level intelligence. Causal Discovery (CD) algorithms can identify the cause-effect relationships among the variables of a system from related…

Artificial Intelligence · Computer Science 2024-03-14 Uzma Hasan , Emam Hossain , Md Osman Gani

Discovery of causal relations is fundamental for understanding the dynamics of complex systems. While causal interactions are well defined for acyclic systems that can be separated into causally effective subsystems, a mathematical…

Data Analysis, Statistics and Probability · Physics 2017-10-11 Daniel Harnack , Erik Laminski , Klaus Richard Pawelzik

A very important topic in systems biology is developing statistical methods that automatically find causal relations in gene regulatory networks with no prior knowledge of causal connectivity. Many methods have been developed for time…

Machine Learning · Statistics 2012-08-22 Shohei Shimizu
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