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In todays age of data, discovering relationships between different variables is an interesting and a challenging problem. This problem becomes even more critical with regards to complex dynamical systems like weather forecasting and…

Data Analysis, Statistics and Probability · Physics 2021-02-01 Sachin Kasture

Instrumental variables allow for quantification of cause and effect relationships even in the absence of interventions. To achieve this, a number of causal assumptions must be met, the most important of which is the independence assumption,…

Machine Learning · Statistics 2021-11-05 Nikolai Miklin , Mariami Gachechiladze , George Moreno , Rafael Chaves

We wish to test whether a real-valued variable $Z$ has explanatory power, in addition to a multivariate variable $X$, for a binary variable $Y$. Thus, we are interested in testing the hypothesis $\mathbb{P}(Y=1\, | \, X,Z)=\mathbb{P}(Y=1\,…

Methodology · Statistics 2025-12-23 John H. J. Einmahl , Denis Kojevnikov , Bas J. M. Werker

Causal discovery is to learn cause-effect relationships among variables given observational data and is important for many applications. Existing causal discovery methods assume data sufficiency, which may not be the case in many real world…

Machine Learning · Computer Science 2022-06-20 Zijun Cui , Naiyu Yin , Yuru Wang , Qiang Ji

Conditional independence testing is an important problem, especially in Bayesian network learning and causal discovery. Due to the curse of dimensionality, testing for conditional independence of continuous variables is particularly…

Machine Learning · Computer Science 2012-02-20 Kun Zhang , Jonas Peters , Dominik Janzing , Bernhard Schoelkopf

Multivariate time series data that capture the temporal evolution of interconnected systems are ubiquitous in diverse areas. Understanding the complex relationships and potential dependencies among co-observed variables is crucial for the…

Methodology · Statistics 2023-11-03 Zhaolu Liu , Robert L. Peach , Felix Laumann , Sara Vallejo Mengod , Mauricio Barahona

Simple correlation coefficients between two variables have been generalized to measure association between two matrices in many ways. Coefficients such as the RV coefficient, the distance covariance (dCov) coefficient and kernel based…

Methodology · Statistics 2014-08-19 Julie Josse , Susan Holmes

Constraint-based causal discovery methods leverage conditional independence tests to infer causal relationships in a wide variety of applications. Just as the majority of machine learning methods, existing work focuses on studying…

Machine Learning · Statistics 2024-05-27 Siyuan Guo , Viktor Tóth , Bernhard Schölkopf , Ferenc Huszár

Most existing methods that address out-of-distribution (OOD) generalization for node classification on graphs primarily focus on a specific type of data biases, such as label selection bias or structural bias. However, anticipating the type…

Machine Learning · Computer Science 2023-11-07 Guoxin Chen , Yongqing Wang , Fangda Guo , Qinglang Guo , Jiangli Shao , Huawei Shen , Xueqi Cheng

Instrumental variable models allow us to identify a causal function between covariates $X$ and a response $Y$, even in the presence of unobserved confounding. Most of the existing estimators assume that the error term in the response $Y$…

Machine Learning · Statistics 2022-09-23 Sorawit Saengkyongam , Leonard Henckel , Niklas Pfister , Jonas Peters

Measuring conditional dependence is an important topic in statistics with broad applications including graphical models. Under a factor model setting, a new conditional dependence measure based on projection is proposed. The corresponding…

Methodology · Statistics 2019-01-14 Jianqing Fan , Yang Feng , Lucy Xia

In this paper, we define and study the concept of traceable regressions. These are sequences of regressions in joint or single responses for which a corresponding regression graph captures not only an independence structure but represents,…

Methodology · Statistics 2012-05-09 Nanny Wermuth

We propose a sequential, anytime-valid method to test the conditional independence of a response $Y$ and a predictor $X$ given a random vector $Z$. The proposed test is based on e-statistics and test martingales, which generalize likelihood…

Methodology · Statistics 2023-02-22 Peter Grünwald , Alexander Henzi , Tyron Lardy

We study identifiability in continuous-time linear stationary stochastic differential equations with known causal structure. Unlike existing approaches, we relax the assumption of a known diffusion matrix, thereby respecting the model's…

Statistics Theory · Mathematics 2026-03-10 Gijs van Seeventer , Saber Salehkaleybar

Two known results on the relationship between conditional and unconditional independence are obtained as a consequence of the main result of this paper, a theorem that uses independence of Markov kernels to obtain a minimal condition which…

Statistics Theory · Mathematics 2021-10-28 A. G. Nogales , P. Pérez

The Y-test is a useful tool for detecting missing confounders in the context of a multivariate regression.However, it is rarely used in practice since it requires identifying multiple conditionally independent instruments, which is often…

Methodology · Statistics 2021-07-22 Jaime Sevilla , Alexandra Mayn

In the causal learning setting, we wish to learn cause-and-effect relationships between variables such that we can correctly infer the effect of an intervention. While the difference between a cyclic structure and an acyclic structure may…

Machine Learning · Computer Science 2020-07-27 Katie Everett , Ian Fischer

Causality is receiving increasing attention by the artificial intelligence and machine learning communities. This paper gives an example of modelling a recommender system problem using causal graphs. Specifically, we approached the causal…

Information Retrieval · Computer Science 2024-09-17 Emanuele Cavenaghi , Fabio Stella , Markus Zanker

Motivated by extreme value theory, max-linear Bayesian networks have been recently introduced and studied as an alternative to linear structural equation models. However, for max-linear systems the classical independence results for…

Statistics Theory · Mathematics 2022-03-01 Carlos Améndola , Claudia Klüppelberg , Steffen Lauritzen , Ngoc Tran

Estimating causal effects from observational data requires identifying valid adjustment sets. This task is especially challenging in realistic settings where latent confounding and feedback loops are present. Existing approaches typically…

Machine Learning · Computer Science 2026-05-08 Ana Leticia Garcez Vicente , Gijs van Seeventer , Saber Salehkaleybar