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This paper develops a framework for identification, estimation, and inference on the causal mechanisms driving endogenous social network formation. Identification is challenging because of unobserved confounders and reverse causality;…

Econometrics · Economics 2026-04-21 Maximilian Kasy , Elizabeth Linos , Sanaz Mobasseri

Uncovering causal relationships is a fundamental problem across science and engineering. However, most existing causal discovery methods assume acyclicity and direct access to the system variables -- assumptions that fail to hold in many…

Machine Learning · Computer Science 2026-03-24 Muralikrishnna G. Sethuraman , Faramarz Fekri

Causal inference on time series data is a challenging problem, especially in the presence of unobserved confounders. This work focuses on estimating the causal effect between two time series that are confounded by a third, unobserved time…

Machine Learning · Statistics 2024-11-19 Felix Schur , Jonas Peters

This paper focuses on causal structure estimation from time series data in which measurements are obtained at a coarser timescale than the causal timescale of the underlying system. Previous work has shown that such subsampling can lead to…

Artificial Intelligence · Computer Science 2016-07-14 Antti Hyttinen , Sergey Plis , Matti Järvisalo , Frederick Eberhardt , David Danks

A recent method for causal discovery is in many cases able to infer whether X causes Y or Y causes X for just two observed variables X and Y. It is based on the observation that there exist (non-Gaussian) joint distributions P(X,Y) for…

Information Theory · Computer Science 2009-10-12 Dominik Janzing , Bastian Steudel

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

We give a selective review of some recent developments in causal inference, intended for researchers who are not familiar with graphical models and causality, and with a focus on methods that are applicable to large data sets. We mainly…

Methodology · Statistics 2015-06-26 Marloes H. Maathuis , Preetam Nandy

We introduce and test a general machine-learning-based technique for the inference of short term causal dependence between state variables of an unknown dynamical system from time series measurements of its state variables. Our technique…

Adaptation and Self-Organizing Systems · Physics 2020-12-18 Amitava Banerjee , Jaideep Pathak , Rajarshi Roy , Juan G. Restrepo , Edward Ott

It is demonstrated how to generate time series with tailored nonlinearities by inducing well- defined constraints on the Fourier phases. Correlations between the phase information of adjacent phases and (static and dynamic) measures of…

Chaotic Dynamics · Physics 2015-10-21 C. Raeth , I. Laut

In this paper we test for Granger causality in high-dimensional vector autoregressive models (VARs) to disentangle and interpret the complex causal chains linking radiative forcings and global temperatures. By allowing for high…

Econometrics · Economics 2024-06-04 Marina Friedrich , Luca Margaritella , Stephan Smeekes

Granger causality, commonly used for inferring causal structures from time series data, has been adopted in widespread applications across various fields due to its intuitive explainability and high compatibility with emerging deep neural…

Machine Learning · Computer Science 2024-06-18 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield

Inferring dynamical models from low-resolution temporal data continues to be a significant challenge in biophysics, especially within transcriptomics, where separating molecular programs from noise remains an important open problem. We…

Machine Learning · Computer Science 2023-10-05 Victor Chardès , Suryanarayana Maddu , Michael J. Shelley

The science of causality explains/determines 'cause-effect' relationship between the entities of a system by providing mathematical tools for the purpose. In spite of all the success and widespread applications of machine-learning (ML)…

Machine Learning · Computer Science 2021-12-07 Aditi Kathpalia , Keerti P. Charantimath , Nithin Nagaraj

Causal structure discovery in complex dynamical systems is an important challenge for many scientific domains. Although data from (interventional) experiments is usually limited, large amounts of observational time series data sets are…

Machine Learning · Computer Science 2021-10-19 Bart Bussmann , Jannes Nys , Steven Latré

We introduce a novel framework to financial time series forecasting that leverages causality-inspired models to balance the trade-off between invariance to distributional changes and minimization of prediction errors. To the best of our…

Computational Finance · Quantitative Finance 2024-08-20 Daniel Cunha Oliveira , Yutong Lu , Xi Lin , Mihai Cucuringu , Andre Fujita

The intuition of causation is so fundamental that almost every research study in life sciences refers to this concept. However a widely accepted formal definition of causal influence between observables is still missing. In the framework of…

Other Statistics · Statistics 2017-04-26 Andrea Auconi , Andrea Giansanti , Edda Klipp

Structural causal models postulate noisy functional relations among a set of interacting variables. The causal structure underlying each such model is naturally represented by a directed graph whose edges indicate for each variable which…

Statistics Theory · Mathematics 2022-03-15 David Strieder , Tobias Freidling , Stefan Haffner , Mathias Drton

We develop a criterion to certify whether causal effects are identifiable in linear structural equation models with latent variables. Linear structural equation models correspond to directed graphs whose nodes represent the random variables…

Statistics Theory · Mathematics 2025-07-25 Nils Sturma , Mathias Drton

Causal relationships play a fundamental role in understanding the world around us. The ability to identify and understand cause-effect relationships is critical to making informed decisions, predicting outcomes, and developing effective…

Statistical Mechanics · Physics 2025-09-10 Sergio Chibbaro , Cyril Furtlehner , Théo Marchetta , Andrei-Tiberiu Pantea , Davide Rossetti

We address the problem of inferring the causal effect of an exposure on an outcome across space, using observational data. The data is possibly subject to unmeasured confounding variables which, in a standard approach, must be adjusted for…

Methodology · Statistics 2019-06-04 Muhammad Osama , Dave Zachariah , Thomas B. Schön