Related papers: Non-parametric causal inference for bivariate time…

We introduce a nonparametric model for inferring time-evolving, unobserved probability distributions from discrete-time data consisting of unlabelled partitions. The latent process is a two-parameter Poisson-Dirichlet diffusion, and…

Time series modeling for predictive purpose has been an active research area of machine learning for many years. However, no sufficiently comprehensive and meanwhile substantive survey was offered so far. This survey strives to meet this…

Introduced more than a half century ago, Granger causality has become a popular tool for analyzing time series data in many application domains, from economics and finance to genomics and neuroscience. Despite this popularity, the validity…

Inference of causality is central in nonlinear time series analysis and science in general. A popular approach to infer causality between two processes is to measure the information flow between them in terms of transfer entropy. Using…

We propose a framework for determining whether the causal dependence of an outcome $Y$ on a covariate $X$ changes at a given time point, given confounders $\boldsymbol{Z}$. For instance, in financial markets, the effect of a market…

Causal discovery is the subfield of causal inference concerned with estimating the structure of cause-and-effect relationships in a system of interrelated variables, as opposed to quantifying the strength or describing the form of causal…

The causal inference literature frequently focuses on estimating the mean of the potential outcome, whereas quantiles of the potential outcome may carry important additional information. We propose a unified approach, based on the inverse…

Causal discovery from observational data is a challenging task that can only be solved up to a set of equivalent solutions, called an equivalence class. Such classes, which are often large in size, encode uncertainties about the orientation…

Causal inference methods such as instrumental variables, regression discontinuity, and difference-in-differences are widely used to identify and estimate treatment effects. However, when outcomes are qualitative, their application poses…

Although nonstationary data are more common in the real world, most existing causal discovery methods do not take nonstationarity into consideration. In this letter, we propose a kernel embedding-based approach, ENCI, for nonstationary…

Pursuing invariant prediction from heterogeneous environments opens the door to learning causality in a purely data-driven way and has several applications in causal discovery and robust transfer learning. However, existing methods such as…

Inferring causal relationships from observational data is rarely straightforward, but the problem is especially difficult in high dimensions. For these applications, causal discovery algorithms typically require parametric restrictions or…

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…

Probabilistic programming languages represent complex data with intermingled models in a few lines of code. Efficient inference algorithms in probabilistic programming languages make possible to build unified frameworks to compute…

Observed associations in a database may be due in whole or part to variations in unrecorded (latent) variables. Identifying such variables and their causal relationships with one another is a principal goal in many scientific and practical…

Multivariate time-series data are used in many classification and regression predictive tasks, and recurrent models have been widely used for such tasks. Most common recurrent models assume that time-series data elements are of equal length…

Many causal models of interest in epidemiology involve longitudinal exposures, confounders and mediators. However, repeated measurements are not always available or used in practice, leading analysts to overlook the time-varying nature of…

A large amount of observational data has been accumulated in various fields in recent times, and there is a growing need to estimate the generating processes of these data. A linear non-Gaussian acyclic model (LiNGAM) based on the…

Long-term causal inference has drawn increasing attention in many scientific domains. Existing methods mainly focus on estimating average long-term causal effects by combining long-term observational data and short-term experimental data.…

Causal inference with observational studies often relies on the assumptions of unconfoundedness and overlap of covariate distributions in different treatment groups. The overlap assumption is violated when some units have propensity scores…