Related papers: Causal Discovery from Subsampled Time Series Data …
Exploring causal relationships in stochastic time series is a challenging yet crucial task with a vast range of applications, including finance, economics, neuroscience, and climate science. Many algorithms for Causal Discovery (CD) have…
To unbiasedly estimate a causal effect on an outcome unconfoundedness is often assumed. If there is sufficient knowledge on the underlying causal structure then existing confounder selection criteria can be used to select subsets of the…
Causal discovery (CD) from time-varying data is important in neuroscience, medicine, and machine learning. Techniques for CD encompass randomized experiments, which are generally unbiased but expensive, and algorithms such as Granger…
We consider the problem of learning a causal graph in the presence of measurement error. This setting is for example common in genomics, where gene expression is corrupted through the measurement process. We develop a provably consistent…
Much of scientific data is collected as randomized experiments intervening on some and observing other variables of interest. Quite often, a given phenomenon is investigated in several studies, and different sets of variables are involved…
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…
We introduce a unified framework for contextual and causal Bayesian optimisation, which aims to design intervention policies maximising the expectation of a target variable. Our approach leverages both observed contextual information and…
This paper discusses the problem of causal query in observational data with hidden variables, with the aim of seeking the change of an outcome when "manipulating" a variable while given a set of plausible confounding variables which affect…
We study the problem of causal discovery through targeted interventions. Starting from few observational measurements, we follow a Bayesian active learning approach to perform those experiments which, in expectation with respect to the…
In applications of nonlinear and complex dynamical systems, a common situation is that the system can be measured but its structure and the detailed rules of dynamical evolution are unknown. The inverse problem is to determine the system…
Causal discovery aims to learn causal relationships between variables from targeted data, making it a fundamental task in machine learning. However, causal discovery algorithms often rely on unverifiable causal assumptions, which are…
Causal discovery from observational data is a fundamental task in artificial intelligence, with far-reaching implications for decision-making, predictions, and interventions. Despite significant advances, existing methods can be broadly…
Unobserved confounding is one of the main challenges when estimating causal effects. We propose a causal reduction method that, given a causal model, replaces an arbitrary number of possibly high-dimensional latent confounders with a single…
We introduce Causal Computational Asymmetry (CCA), a principle for causal direction identification based on optimization dynamics in which one neural network is trained to predict $Y$ from $X$ and another to predict $X$ from $Y$, and the…
This study investigates the application of causal discovery algorithms in equity markets, with a focus on their potential to build investment strategies. An investment strategy was developed based on the causal structures identified by…
Causal discovery is essential across various scientific fields to uncover causal structures within data. Traditional methods relying on observational data have limitations due to confounding variables. This paper presents an…
Causal systems often exhibit variations of the underlying causal mechanisms between the variables of the system. Often, these changes are driven by different environments or internal states in which the system operates, and we refer to…
Causal discovery aims to recover information about an unobserved causal graph from the observable data it generates. Layerings are orderings of the variables which place causes before effects. In this paper, we provide ways to recover…
Causal discovery from time-series data has been a central task in machine learning. Recently, Granger causality inference is gaining momentum due to its good explainability and high compatibility with emerging deep neural networks. However,…
This survey paper covers the breadth and depth of time-series and spatiotemporal causality methods, and their applications in Earth Science. More specifically, the paper presents an overview of causal discovery and causal inference,…