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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

Bayesian networks provide a method of representing conditional independence between random variables and computing the probability distributions associated with these random variables. In this paper, we extend Bayesian network structures to…

Artificial Intelligence · Computer Science 2013-02-21 Eric Driver , Darryl Morrell

Bayesian networks are a versatile and powerful tool to model complex phenomena and the interplay of their components in a probabilistically principled way. Moving beyond the comparatively simple case of completely observed, static data,…

Methodology · Statistics 2020-11-04 Marco Scutari

Biological networks are a very convenient modelling and visualisation tool to discover knowledge from modern high-throughput genomics and postgenomics data sets. Indeed, biological entities are not isolated, but are components of complex…

Quantitative Methods · Quantitative Biology 2018-05-07 Alex White , Matthieu Vignes

Multivariate functional data arise in a wide range of applications. One fundamental task is to understand the causal relationships among these functional objects of interest, which has not yet been fully explored. In this article, we…

Methodology · Statistics 2022-10-25 Fangting Zhou , Kejun He , Kunbo Wang , Yanxun Xu , Yang Ni

Bayesian networks are powerful statistical models to study the probabilistic relationships among set random variables with major applications in disease modeling and prediction. Here, we propose a continuous time Bayesian network with…

Machine Learning · Computer Science 2021-07-16 Syed Hasib Akhter Faruqui , Adel Alaeddini , Jing Wang , Carlos A. Jaramillo

Bayesian networks can be used to extract explanations about the observed state of a subset of variables. In this paper, we explicate the desiderata of an explanation and confront them with the concept of explanation proposed by existing…

Artificial Intelligence · Computer Science 2012-06-18 Ulf Nielsen , Jean-Philippe Pellet , André Elisseeff

Causality testing, the act of determining cause and effect from measurements, is widely used in physics, climatology, neuroscience, econometrics and other disciplines. As a result, a large number of causality testing methods based on…

Data Analysis, Statistics and Probability · Physics 2018-02-20 Aditi Kathpalia , Nithin Nagaraj

We offer a graphical interpretation of unfairness in a dataset as the presence of an unfair causal path in the causal Bayesian network representing the data-generation mechanism. We use this viewpoint to revisit the recent debate…

Machine Learning · Statistics 2019-07-16 Silvia Chiappa , William S. Isaac

Robustness of decision rules to shifts in the data-generating process is crucial to the successful deployment of decision-making systems. Such shifts can be viewed as interventions on a causal graph, which capture (possibly hypothetical)…

Artificial Intelligence · Computer Science 2021-05-20 Benjie Wang , Clare Lyle , Marta Kwiatkowska

This article proposes a systematic methodological review and objective criticism of existing methods enabling the derivation of time-varying Granger-causality statistics in neuroscience. The increasing interest and the huge number of…

Applications · Statistics 2017-04-12 Sezen Cekic , Didier Grandjean , Olivier Renaud

A typical problem in causal modeling is the instability of model structure learning, i.e., small changes in finite data can result in completely different optimal models. The present work introduces a novel causal modeling algorithm for…

Causality defines the relationship between cause and effect. In multivariate time series field, this notion allows to characterize the links between several time series considering temporal lags. These phenomena are particularly important…

Methodology · Statistics 2023-06-01 Antonin Arsac , Aurore Lomet , Jean-Philippe Poli

Ensuring safe operation of safety-critical complex systems interacting with their environment poses significant challenges, particularly when the system's world model relies on machine learning algorithms to process the perception input. A…

Robotics · Computer Science 2025-05-27 Roman Gansch , Lina Putze , Tjark Koopmann , Jan Reich , Christian Neurohr

Interacting systems of events may exhibit cascading behavior where events tend to be temporally clustered. While the cascades themselves may be obvious from the data, it is important to understand which states of the system trigger them.…

Machine Learning · Statistics 2023-11-02 Alessandro Bregoli , Karin Rathsman , Marco Scutari , Fabio Stella , Søren Wengel Mogensen

In ATM systems, the massive number of interacting entities makes it difficult to identify critical elements and paths of disturbance propagation, as well as to predict the system-wide effects that innovations might have. To this end,…

Physics and Society · Physics 2021-05-07 Piero Mazzarisi , Silvia Zaoli , Fabrizio Lillo , Luis Delgado , Gérald Gurtner

Effective intervention strategies for epidemics rely on the identification of their origin and on the robustness of the predictions made by network disease models. We introduce a Bayesian uncertainty quantification framework to infer model…

Populations and Evolution · Quantitative Biology 2020-04-02 Karen Larson , Clark Bowman , Zhizhong Chen , Panagiotis Hadjidoukas , Costas Papadimitriou , Petros Koumoutsakos , Anastasios Matzavinos

Deep Bayesian neural network has aroused a great attention in recent years since it combines the benefits of deep neural network and probability theory. Because of this, the network can make predictions and quantify the uncertainty of the…

Machine Learning · Computer Science 2019-03-25 Yikuan Li , Yajie Zhu

Gene regulatory networks play a crucial role in controlling an organism's biological processes, which is why there is significant interest in developing computational methods that are able to extract their structure from high-throughput…

Machine Learning · Statistics 2018-09-19 Ioan Gabriel Bucur , Tom van Bussel , Tom Claassen , Tom Heskes

In this article, a model is proposed using Bayesian techniques to account for the high correlation between many observed set of contingency tables. In many real life data this high correlation is encountered. Simulation studies are also…

Methodology · Statistics 2013-10-01 Abhik Ghosh , Samit Roy , Sujatro Chaklader
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