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Kalman filter is a key tool for time-series forecasting and analysis. We show that the dependence of a prediction of Kalman filter on the past is decaying exponentially, whenever the process noise is non-degenerate. Therefore, Kalman filter…

Statistics Theory · Mathematics 2019-09-24 Mark Kozdoba , Jakub Marecek , Tigran Tchrakian , Shie Mannor

This paper discusses the problem of causal query in observational data with hidden variables, with the aim of seeking the change of an outcome when "manipulating" a variable while given a set of plausible confounding variables which affect…

Artificial Intelligence · Computer Science 2020-11-25 Debo Cheng , Jiuyong Li , Lin Liu , Jixue Liu , Kui Yu , Thuc Duy Le

Inferring causal structures from time series data is the central interest of many scientific inquiries. A major barrier to such inference is the problem of subsampling, i.e., the frequency of measurement is much lower than that of causal…

Machine Learning · Computer Science 2023-12-27 Mingzhou Liu , Xinwei Sun , Lingjing Hu , Yizhou Wang

Predictive models -- learned from observational data not covering the complete data distribution -- can rely on spurious correlations in the data for making predictions. These correlations make the models brittle and hinder generalization.…

Machine Learning · Computer Science 2020-06-16 Khurram Javed , Martha White , Yoshua Bengio

In this work, we deepen on the use of normalizing flows for causal reasoning. Specifically, we first leverage recent results on non-linear ICA to show that causal models are identifiable from observational data given a causal ordering, and…

Machine Learning · Computer Science 2023-12-11 Adrián Javaloy , Pablo Sánchez-Martín , Isabel Valera

We consider the universal discrete filtering problem, where an input sequence generated by an unknown source passes through a discrete memoryless channel, and the goal is to estimate its components based on the output sequence with limited…

Signal Processing · Electrical Eng. & Systems 2025-01-22 Pumiao Yan , Jiwon Jeong , Naomi Sagan , Tsachy Weissman

Causality -- referring to temporal, uni-directional cause-effect relationships between components -- underlies many complex generative processes, including videos, language, and robot trajectories. Current causal diffusion models entangle…

Computer Vision and Pattern Recognition · Computer Science 2026-02-11 Xingjian Bai , Guande He , Zhengqi Li , Eli Shechtman , Xun Huang , Zongze Wu

Despite the success of deep learning in dermoscopy image analysis, its inherent black-box nature hinders clinical trust, motivating the use of prototypical networks for case-based visual transparency. However, inevitable selection bias in…

Image and Video Processing · Electrical Eng. & Systems 2026-03-02 Junhao Jia , Yueyi Wu , Huangwei Chen , Haodong Jing , Haishuai Wang , Jiajun Bu , Lei Wu

Causal structure discovery from observational data is fundamental to the causal understanding of autonomous systems such as medical decision support systems, advertising campaigns and self-driving cars. This is essential to solve well-known…

Two apparently unrelated fields -- normalizing flows and causality -- have recently received considerable attention in the machine learning community. In this work, we highlight an intrinsic correspondence between a simple family of…

Machine Learning · Statistics 2021-02-25 Ilyes Khemakhem , Ricardo Pio Monti , Robert Leech , Aapo Hyvärinen

The increased demand for online prediction and the growing availability of large data sets drives the need for computationally efficient models. While exact Gaussian process regression shows various favorable theoretical properties…

Machine Learning · Computer Science 2021-08-02 Armin Lederer , Alejandro Jose Ordonez Conejo , Korbinian Maier , Wenxin Xiao , Jonas Umlauft , Sandra Hirche

Physical and optical factors interacting with sensor characteristics create complex image degradation patterns. Despite advances in deep learning-based super-resolution, existing methods overlook the causal nature of degradation by adopting…

Computer Vision and Pattern Recognition · Computer Science 2025-01-28 Zhengyang Lu , Bingjie Lu , Feng Wang

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

Particle smoothers are widely used algorithms allowing to approximate the smoothing distribution in hidden Markov models. Existing algorithms often suffer from slow computational time or degeneracy. We propose in this paper a way to improve…

Methodology · Statistics 2011-07-28 Cyrille Dubarry , Randal Douc

In causal inference, interference occurs when the treatment of one unit may affect the outcomes of other units. The goal of this work is to serve as a guide to the use of linear outcome modeling for estimating causal effects in settings…

Methodology · Statistics 2026-04-01 Eric Tong , Salvador V. Balkus

To estimate the smoothing distribution in a nonlinear state space model, we apply the conditional particle filter with ancestor sampling. This gives an iterative algorithm in a Markov chain Monte Carlo fashion, with asymptotic convergence…

Computation · Statistics 2015-09-17 Andreas Svensson , Thomas B. Schön , Manon Kok

Deep learning time-series models are often used to make forecasts that inform downstream decisions. Since these decisions can differ from those in the training set, there is an implicit requirement that time-series models will generalize…

Machine Learning · Computer Science 2024-11-04 Thomas Crasson , Yacine Nabet , Mathias Lécuyer

We consider nonparametric inference of finite dimensional, potentially non-pathwise differentiable target parameters. In a nonparametric model, some examples of such parameters that are always non pathwise differentiable target parameters…

Statistics Theory · Mathematics 2017-07-14 Aurelien F. Bibaut , Mark J. van der Laan

Fair machine learning aims to avoid treating individuals or sub-populations unfavourably based on \textit{sensitive attributes}, such as gender and race. Those methods in fair machine learning that are built on causal inference ascertain…

Machine Learning · Computer Science 2023-01-18 Aoqi Zuo , Susan Wei , Tongliang Liu , Bo Han , Kun Zhang , Mingming Gong

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
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