Related papers: Normalizing the causality between time series

On average once every four years, the Tropical Pacific warms considerably during events called El Ni\~no, leading to weather disruptions over many regions on Earth. Recent machine-learning approaches to El Ni\~no prediction, in particular…

An information-theoretic framework is developed to assess the predictability of ENSO complexity, which is a central problem in contemporary meteorology with large societal impacts. The information theory advances a unique way to quantify…

Reversible Instance Normalization (RevIN) is a key technique enabling simple linear models to achieve state-of-the-art performance in time series forecasting. While replacing its non-robust statistics with robust counterparts (termed…

We propose a new family of fairness definitions for classification problems that combine some of the best properties of both statistical and individual notions of fairness. We posit not only a distribution over individuals, but also a…

We investigate the structure common to causal theories that attempt to explain a (part of) the world. Causality implies conservation of identity, itself a far from simple notion. It imposes strong demands on the universalizing power of the…

This article investigates the causality structure of financial time series. We concentrate on three main approaches to measuring causality: linear Granger causality, kernel generalisations of Granger causality (based on ridge regression and…

We present the first proof of principle that normalizing flows can accurately learn the Boltzmann distribution of the fermionic Hubbard model - a key framework for describing the electronic structure of graphene and related materials.…

Generative AI has achieved remarkable empirical success, but from the perspective of statistics it often remains opaque: its predictions may be accurate, yet the underlying mechanism is difficult to interpret, analyze, and trust. This book…

Importance sampling is a rare event simulation technique used in Monte Carlo simulations to bias the sampling distribution towards the rare event of interest. By assigning appropriate weights to sampled points, importance sampling allows…

Uncertainty quantification provides quantitative measures on the reliability of candidate solutions of ill-posed inverse problems. Due to their sequential nature, Monte Carlo sampling methods require large numbers of sampling steps for…

Understanding climate change requires reasoning over complex causal networks. Yet, existing causal discovery datasets predominantly capture explicit, direct causal relations. We introduce ClimateCause, a manually expert-annotated dataset of…

Understanding the uncertainty of a neural network's (NN) predictions is essential for many purposes. The Bayesian framework provides a principled approach to this, however applying it to NNs is challenging due to large numbers of parameters…

Online unsupervised detection of anomalies is crucial to guarantee the correct operation of cyber-physical systems and the safety of humans interacting with them. State-of-the-art approaches based on deep learning via neural networks…

The focus of this book is on the analysis of regularization methods for solving \emph{nonlinear inverse problems}. Specifically, we place a strong emphasis on techniques that incorporate supervised or unsupervised data derived from prior…

Inference of causal relations from data now has become an important field in artificial intelligence. During the past 16 years, causality analysis (in a quantitative sense) has been developed independently in physics from first principles.…

The El Ni\~no Southern Oscillation (ENSO) is the dominant driver of interannual global climate variability and can lead to extreme weather events such as droughts or flooding. Recently, we have developed several statistical approaches for…

Counterfactual learning has become promising for understanding and modeling causality in complex and dynamic systems. This paper presents a novel method for counterfactual learning in the context of multivariate time series analysis and…

Causality is a fundamental part of the scientific endeavour to understand the world. Unfortunately, causality is still taboo in much of psychology and social science. Motivated by a growing number of recommendations for the importance of…

Data arrives at our senses as a continuous stream, smoothly transforming from one instant to the next. These smooth transformations can be viewed as continuous symmetries of the environment that we inhabit, defining equivalence relations…

We apply renormalized entropy as a complexity measure to the logistic and sine-circle maps. In the case of logistic map, renormalized entropy decreases (increases) until the accumulation point (after the accumulation point up to the most…