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Identifying the underlying time-delayed latent causal processes in sequential data is vital for grasping temporal dynamics and making downstream reasoning. While some recent methods can robustly identify these latent causal variables, they…

Machine Learning · Computer Science 2024-05-31 Guangyi Chen , Yifan Shen , Zhenhao Chen , Xiangchen Song , Yuewen Sun , Weiran Yao , Xiao Liu , Kun Zhang

Inferring causation from time series data is of scientific interest in different disciplines, particularly in neural connectomics. While different approaches exist in the literature with parametric modeling assumptions, we focus on a…

Methodology · Statistics 2023-12-18 Rahul Biswas , SuryaNarayana Sripada , Somabha Mukherjee

Causal inference from observational data often rests on the unverifiable assumption of no unmeasured confounding. Recently, Tchetgen Tchetgen and colleagues have introduced proximal inference to leverage negative control outcomes and…

Statistics Theory · Mathematics 2022-08-10 Raluca Cobzaru , Roy Welsch , Stan Finkelstein , Kenney Ng , Zach Shahn

Granger causal inference is a contentious but widespread method used in fields ranging from economics to neuroscience. The original definition addresses the notion of causality in time series by establishing functional dependence…

Methodology · Statistics 2023-09-19 Noah D. Gade , Jordan Rodu

We consider the problem of inference for non-stationary time series with heavy-tailed error distribution. Under a time-varying linear process framework we show that there exists a suitable local approximation by a stationary process with…

Statistics Theory · Mathematics 2024-07-09 Fumiya Akashi , Konstantinos Fokianos , Junichi Hirukawa

For the challenging task of modeling multivariate time series, we propose a new class of models that use dependent Mat\'ern processes to capture the underlying structure of data, explain their interdependencies, and predict their unknown…

Machine Learning · Statistics 2015-02-13 Alexander Vandenberg-Rodes , Babak Shahbaba

Causal representation learning aims to unveil latent high-level causal representations from observed low-level data. One of its primary tasks is to provide reliable assurance of identifying these latent causal models, known as…

Machine Learning · Computer Science 2024-12-02 Yuhang Liu , Zhen Zhang , Dong Gong , Mingming Gong , Biwei Huang , Anton van den Hengel , Kun Zhang , Javen Qinfeng Shi

This paper provides a critical review of the Bayesian perspective of causal inference based on the potential outcomes framework. We review the causal estimands, identification assumptions, the general structure of Bayesian inference of…

Methodology · Statistics 2022-10-25 Fan Li , Peng Ding , Fabrizia Mealli

The presence of latent variables can greatly complicate inferences about causal relations between measured variables from statistical data. In many cases, the presence of latent variables makes it impossible to determine for two measured…

Artificial Intelligence · Computer Science 2013-03-26 Peter L. Spirtes

We propose a general Bayesian nonparametric (BNP) approach to causal inference in the point treatment setting. The joint distribution of the observed data (outcome, treatment, and confounders) is modeled using an enriched Dirichlet process.…

Methodology · Statistics 2017-03-01 Jason Roy , Kirsten J Lum , Michael J. Daniels , Bret Zeldow , Jordan Dworkin , Vincent Lo Re

We reexamine the classical linear regression model when the model is subject to two types of uncertainty: (i) some of covariates are either missing or completely inaccessible, and (ii) the variance of the measurement error is undetermined…

Statistics Theory · Mathematics 2021-08-05 Shuzhen Yang , Jianfeng Yao

Machine Learning explainability techniques have been proposed as a means of `explaining' or interrogating a model in order to understand why a particular decision or prediction has been made. Such an ability is especially important at a…

Machine Learning · Statistics 2022-02-28 Matthew J. Vowels

We consider to learn a causal ordering of variables in a linear non-Gaussian acyclic model called LiNGAM. Several existing methods have been shown to consistently estimate a causal ordering assuming that all the model assumptions are…

Machine Learning · Statistics 2012-04-10 Tatsuya Tashiro , Shohei Shimizu , Aapo Hyvarinen , Takashi Washio

One obstacle to ``elevating" correlation to causation is the phenomenon of confounding, i.e., when a correlation between two variables exists because both variables are in fact caused by a third variable. The situation where the confounders…

Applications · Statistics 2025-06-24 Caren Marzban , Yikun Zhang , Nicholas Bond , Michael Richman

Causal inference is known to be very challenging when only observational data are available. Randomized experiments are often costly and impractical and in instrumental variable regression the number of instruments has to exceed the number…

Methodology · Statistics 2018-06-19 Dominik Rothenhäusler , Peter Bühlmann , Nicolai Meinshausen

Unraveling the causal relationships among the execution of process activities is a crucial element in predicting the consequences of process interventions and making informed decisions regarding process improvements. Process discovery…

Artificial Intelligence · Computer Science 2025-01-15 Fabiana Fournier , Lior Limonad , Inna Skarbovsky , Yuval David

The assumption that data samples are independent and identically distributed (iid) is standard in many areas of statistics and machine learning. Nevertheless, in some settings, such as social networks, infectious disease modeling, and…

Methodology · Statistics 2019-02-06 Eli Sherman , Ilya Shpitser

Linear causal models are important tools for modeling causal dependencies and yet in practice, only a subset of the variables can be observed. In this paper, we examine the parameter identifiability of these models by investigating whether…

Machine Learning · Computer Science 2025-02-11 Xinshuai Dong , Ignavier Ng , Biwei Huang , Yuewen Sun , Songyao Jin , Roberto Legaspi , Peter Spirtes , Kun Zhang

Many research questions concern treatment effects on outcomes that can recur several times in the same individual. For example, medical researchers are interested in treatment effects on hospitalizations in heart failure patients and sports…

Methodology · Statistics 2024-12-31 Matias Janvin , Jessica G. Young , Pål C. Ryalen , Mats J. Stensrud

In this study, we present a novel constraint-based algorithm for causal structure learning specifically designed for nonlinear autoregressive time series. Our algorithm significantly reduces computational complexity compared to existing…

Machine Learning · Computer Science 2025-07-11 Mohammad Fesanghary , Achintya Gopal