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A structural vector autoregressive (SVAR) process is a linear causal model for variables that evolve over a discrete set of time points and between which there may be lagged and instantaneous effects. The qualitative causal structure of an…

Statistics Theory · Mathematics 2024-08-19 Nicolas-Domenic Reiter , Jonas Wahl , Andreas Gerhardus , Jakob Runge

We study submodels of Gaussian DAG models defined by partial homogeneity constraints imposed on the model error variances and structural coefficients. We represent these models with colored DAGs and investigate their properties for use in…

Statistics Theory · Mathematics 2025-12-12 Tobias Boege , Kaie Kubjas , Pratik Misra , Liam Solus

Causal graphs, such as directed acyclic graphs (DAGs) and partial ancestral graphs (PAGs), represent causal relationships among variables in a model. Methods exist for learning DAGs and PAGs from data and for converting DAGs to PAGs.…

Machine Learning · Statistics 2018-01-19 Nishant Subramani

The causal relationships among a set of random variables are commonly represented by a Directed Acyclic Graph (DAG), where there is a directed edge from variable $X$ to variable $Y$ if $X$ is a direct cause of $Y$. From the purely…

Machine Learning · Statistics 2020-06-18 Ali AhmadiTeshnizi , Saber Salehkaleybar , Negar Kiyavash

In observational studies, when a total causal effect of interest is not identified, the set of all possible effects can be reported instead. This typically occurs when the underlying causal DAG is only known up to a Markov equivalence…

Statistics Theory · Mathematics 2021-03-04 F. Richard Guo , Emilija Perković

Directed Acyclic Graphs (DAGs) are central to uncovering causal structure in complex systems, yet learning a single DAG from data is often challenging: model uncertainty, finite samples, and a combinatorially large search space frequently…

Methodology · Statistics 2026-05-19 Yunan Wu , Yue Wang , Chunlin Li , Chenglong Ye

Linear non-Gaussian causal models postulate that each random variable is a linear function of parent variables and non-Gaussian exogenous error terms. We study identification of the linear coefficients when such models contain latent…

Methodology · Statistics 2026-03-05 Daniele Tramontano , Mathias Drton , Jalal Etesami

Causal structure learning has long been the central task of inferring causal insights from data. Despite the abundance of real-world processes exhibiting higher-order mechanisms, however, an explicit treatment of interactions in causal…

Machine Learning · Computer Science 2025-11-07 James Enouen , Yujia Zheng , Ignavier Ng , Yan Liu , Kun Zhang

When dealing with time series data, causal inference methods often employ structural vector autoregressive (SVAR) processes to model time-evolving random systems. In this work, we rephrase recursive SVAR processes with possible latent…

Statistics Theory · Mathematics 2024-08-19 Nicolas-Domenic Reiter , Andreas Gerhardus , Jonas Wahl , Jakob Runge

Scientists often use directed acyclic graphs (days) to model the qualitative structure of causal theories, allowing the parameters to be estimated from observational data. Two causal models are equivalent if there is no experiment which…

Artificial Intelligence · Computer Science 2013-04-05 Tom S. Verma , Judea Pearl

Learning the structure of dependence relations between variables is a pervasive issue in the statistical literature. A directed acyclic graph (DAG) can represent a set of conditional independences, but different DAGs may encode the same set…

Methodology · Statistics 2021-02-15 Federico Castelletti , Stefano Peluso

We present a generalized linear structural causal model, coupled with a novel data-adaptive linear regularization, to recover causal directed acyclic graphs (DAGs) from time series. By leveraging a recently developed stochastic monotone…

Machine Learning · Computer Science 2023-01-31 Song Wei , Yao Xie , Christopher S. Josef , Rishikesan Kamaleswaran

We present a generalized linear structural causal model, coupled with a novel data-adaptive linear regularization, to recover causal directed acyclic graphs (DAGs) from time series. By leveraging a recently developed stochastic monotone…

Machine Learning · Computer Science 2023-09-27 Song Wei , Yao Xie , Christopher S. Josef , Rishikesan Kamaleswaran

We developed a novel approach to identification and model testing in linear structural equation models (SEMs) based on auxiliary variables (AVs), which generalizes a widely-used family of methods known as instrumental variables. The…

Methodology · Statistics 2019-10-09 Bryant Chen , Daniel Kumor , Elias Bareinboim

Causal inference is a critical task across fields such as healthcare, economics, and the social sciences. While recent advances in machine learning, especially those based on the deep-learning architectures, have shown potential in…

Machine Learning · Statistics 2024-12-30 Manqing Liu , David R. Bellamy , Andrew L. Beam

Causal DAGs (also known as Bayesian networks) are a popular tool for encoding conditional dependencies between random variables. In a causal DAG, the random variables are modeled as vertices in the DAG, and it is stipulated that every…

Data Structures and Algorithms · Computer Science 2024-07-04 Vidya Sagar Sharma

A directed acyclic graph (DAG) provides valuable prior knowledge that is often discarded in regression tasks in machine learning. We show that the independences arising from the presence of collider structures in DAGs provide meaningful…

Machine Learning · Statistics 2023-06-22 Shahine Bouabid , Jake Fawkes , Dino Sejdinovic

Causal analyses of longitudinal data generally assume that the qualitative causal structure relating variables remains invariant over time. In structured systems that transition between qualitatively different states in discrete time steps,…

Methodology · Statistics 2020-11-11 Ranjani Srinivasan , Jaron Lee , Rohit Bhattacharya , Narges Ahmidi , Ilya Shpitser

Recursive linear structural equation models and the associated directed acyclic graphs (DAGs) play an important role in causal discovery. The classic identifiability result for this class of models states that when only observational data…

Statistics Theory · Mathematics 2023-08-21 Jun Wu , Mathias Drton

Choices based on observational data depend on beliefs about which correlations reflect causality. An agent predicts the consequence of available actions using a dataset and her subjective beliefs about causality represented by a directed…

Theoretical Economics · Economics 2025-03-21 Andrew Ellis , Heidi Christina Thysen