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Inferring the structure of directed acyclic graphs (DAGs) from data is a central challenge in causal discovery, particularly in modern high-dimensional settings where large-scale interventional data are increasingly available. While…

Vector autoregressive (VAR) models are widely used for causal discovery and forecasting in multivariate time series analysis. In the high-dimensional setting, which is increasingly common in fields such as neuroscience and econometrics,…

We introduce GAMSEL (Generalized Additive Model Selection), a penalized likelihood approach for fitting sparse generalized additive models in high dimension. Our method interpolates between null, linear and additive models by allowing the…

Machine Learning · Statistics 2015-06-18 Alexandra Chouldechova , Trevor Hastie

Causal structure learning has been a challenging task in the past decades and several mainstream approaches such as constraint- and score-based methods have been studied with theoretical guarantees. Recently, a new approach has transformed…

Machine Learning · Computer Science 2019-11-19 Ignavier Ng , Shengyu Zhu , Zhitang Chen , Zhuangyan Fang

Recovering causal structure in the presence of latent variables is an important but challenging task. While many methods have been proposed to handle it, most of them require strict and/or untestable assumptions on the causal structure. In…

Machine Learning · Computer Science 2025-10-28 Wei Chen , Linjun Peng , Zhiyi Huang , Haoyue Dai , Zhifeng Hao , Ruichu Cai , Kun Zhang

Thanks to technological advances leading to near-continuous time observations, emerging multivariate point process data offer new opportunities for causal discovery. However, a key obstacle in achieving this goal is that many relevant…

Machine Learning · Statistics 2021-12-15 Xu Wang , Ali Shojaie

Causal graph recovery is traditionally done using statistical estimation-based methods or based on individual's knowledge about variables of interests. They often suffer from data collection biases and limitations of individuals' knowledge.…

Computation and Language · Computer Science 2024-06-19 Yuzhe Zhang , Yipeng Zhang , Yidong Gan , Lina Yao , Chen Wang

Deep learning (DL) has recently drawn much attention in image analysis, natural language process, and high-dimensional medical data analysis. Under the causal direct acyclic graph (DAG) interpretation, the input variables without incoming…

Applications · Statistics 2022-03-22 Jong-Hyeon Jeong , Yichen Jia

Understanding which parts of a dynamical system cause each other is extremely relevant in fundamental and applied sciences. However, inferring causal links from observational data, namely without direct manipulations of the system, is still…

Data Analysis, Statistics and Probability · Physics 2025-06-27 Matteo Allione , Vittorio Del Tatto , Alessandro Laio

Most neural models of causality assume static causal graphs, failing to capture the dynamic and sparse nature of physical interactions where causal relationships emerge and dissolve over time. We introduce the Causal Process Framework and…

Machine Learning · Computer Science 2026-04-07 Turan Orujlu , Christian Gumbsch , Martin V. Butz , Charley M Wu

We study the high-dimensional linear regression problem with categorical predictors that have many levels. We propose a new estimation approach, which performs model compression via two mechanisms by simultaneously encouraging (a)…

Methodology · Statistics 2026-03-30 Kayhan Behdin , Riade Benbaki , Peter Radchenko , Rahul Mazumder

Directed acyclic graphs (DAGs) constitute a central modeling tool to enable principled reasoning about cause-effect interactions in complex systems. However, since the causal structure underlying a group of variables is often unknown and…

Machine Learning · Statistics 2026-05-25 Gonzalo Mateos , Samuel Rey , Hamed Ajorlou , Mariano Tepper

The use of simulated data in the field of causal discovery is ubiquitous due to the scarcity of annotated real data. Recently, Reisach et al., 2021 highlighted the emergence of patterns in simulated linear data, which displays increasing…

Methodology · Statistics 2023-10-24 Francesco Montagna , Nicoletta Noceti , Lorenzo Rosasco , Francesco Locatello

One major drawback of state-of-the-art artificial intelligence is its lack of explainability. One approach to solve the problem is taking causality into account. Causal mechanisms can be described by structural causal models. In this work,…

Machine Learning · Statistics 2021-09-07 Nico Reick , Felix Wiewel , Alexander Bartler , Bin Yang

This paper considers an extension of the linear non-Gaussian acyclic model (LiNGAM) that determines the causal order among variables from a dataset when the variables are expressed by a set of linear equations, including noise. In…

Machine Learning · Computer Science 2021-08-17 Joe Suzuki , Yusuke Inaoka

In this review, we discuss approaches for learning causal structure from data, also called causal discovery. In particular, we focus on approaches for learning directed acyclic graphs (DAGs) and various generalizations which allow for some…

Methodology · Statistics 2022-12-20 Chandler Squires , Caroline Uhler

In this work, we consider causal inference in various high-dimensional treatment settings, including for single multi-valued treatments and vector treatments with binary or continuous components, when the number of treatments can be…

Statistics Theory · Mathematics 2026-02-26 Patrick Kramer , Edward H. Kennedy , Isaac M. Opper

We establish a new framework for statistical estimation of directed acyclic graphs (DAGs) when data are generated from a linear, possibly non-Gaussian structural equation model. Our framework consists of two parts: (1) inferring the…

Machine Learning · Statistics 2013-11-15 Po-Ling Loh , Peter Bühlmann

Much of the causal discovery literature prioritises guaranteeing the identifiability of causal direction in statistical models. For structures within a Markov equivalence class, this requires strong assumptions which may not hold in…

Machine Learning · Statistics 2024-05-29 Anish Dhir , Samuel Power , Mark van der Wilk

Prior work has shown that causal structure can be uniquely identified from observational data when these follow a structural equation model whose error terms have equal variances. We show that this fact is implied by an ordering among…

Methodology · Statistics 2021-05-25 Wenyu Chen , Mathias Drton , Y. Samuel Wang