Related papers: Telling cause from effect in deterministic linear …
A physical data (such as astrophysical, geophysical, meteorological etc.) may appear as an output of an experiment or it may come out as a signal from a dynamical system or it may contain some sociological, economic or biological…
Given data sampled from a number of variables, one is often interested in the underlying causal relationships in the form of a directed acyclic graph. In the general case, without interventions on some of the variables it is only possible…
Change point detection in time series aims to identify moments when the probability distribution of time series changes. It is widely applied in many areas, such as human activity sensing and medical science. In the context of multivariate…
A challenging problem when studying a dynamical system is to find the interdependencies among its individual components. Several algorithms have been proposed to detect directed dynamical influences between time series. Two of the most used…
Clustering is an unsupervised learning technique that is useful when working with a large volume of unlabeled data. Complex dynamical systems in real life often entail data streaming from a large number of sources. Although it is desirable…
This paper considers how to classify the effects of interventions in causal models for outcomes and exposures observed over time. First, we demonstrate the limitations of the most common uses of potential outcomes and causal directed…
We propose a definition of causality for time series in terms of the effect of an intervention in one component of a multivariate time series on another component at some later point in time. Conditions for identifiability, comparable to…
A widely applied approach to causal inference from a non-experimental time series $X$, often referred to as "(linear) Granger causal analysis", is to regress present on past and interpret the regression matrix $\hat{B}$ causally. However,…
Given two time series, can one tell, in a rigorous and quantitative way, the cause and effect between them? Based on a recently rigorized physical notion namely information flow, we arrive at a concise formula and give this challenging…
Causal inference is a fundamental research topic for discovering the cause-effect relationships in many disciplines. However, not all algorithms are equally well-suited for a given dataset. For instance, some approaches may only be able to…
The inaccessibility of controlled randomized trials due to inherent constraints in many fields of science has been a fundamental issue in causal inference. In this paper, we focus on distinguishing the cause from effect in the bivariate…
Causal discovery from time-series data aims to capture both intra-slice (contemporaneous) and inter-slice (time-lagged) causality between variables within the temporal chain, which is crucial for various scientific disciplines. Compared to…
The field of hypothesis generation promises to reduce costs in neuroscience by narrowing the range of interventional studies needed to study various phenomena. Existing machine learning methods can generate scientific hypotheses from…
In real-life statistical data, it seems that conditional probabilities for the effect given their causes tend to be less complex and smoother than conditionals for causes, given their effects. We have recently proposed and tested methods…
Estimation of causal effects is fundamental in situations were the underlying system will be subject to active interventions. Part of building a causal inference engine is defining how variables relate to each other, that is, defining the…
We propose a method to infer causal structures containing both discrete and continuous variables. The idea is to select causal hypotheses for which the conditional density of every variable, given its causes, becomes smooth. We define a…
Causal discovery problems use a set of observations to deduce causality between variables in the real world, typically to answer questions about biological or physical systems. These observations are often recorded at regular time…
Causal decomposition depicts a cause-effect relationship that is not based on the concept of prediction, but based on the phase dependence of time series. It has been validated in both stochastic and deterministic systems and is now…
Recent developments in structural equation modeling have produced several methods that can usually distinguish cause from effect in the two-variable case. For that purpose, however, one has to impose substantial structural constraints or…
Understanding directed temporal interactions in multivariate time series is essential for interpreting complex dynamical systems and the predictive models trained on them. We present Causal-INSIGHT, a model-agnostic, post-hoc interpretation…