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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…

Machine Learning · Computer Science 2026-02-19 Matteo Tusoni , Giuseppe Masi , Andrea Coletta , Aldo Glielmo , Viviana Arrigoni , Novella Bartolini

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…

Methodology · Statistics 2017-03-20 Jenny Häggström

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…

Machine Learning · Computer Science 2023-10-11 Xinyue Wang , Konrad Paul Kording

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…

Methodology · Statistics 2019-06-04 Basil Saeed , Anastasiya Belyaeva , Yuhao Wang , Caroline Uhler

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…

Methodology · Statistics 2012-10-19 Antti Hyttinen , Frederick Eberhardt , Patrik O. Hoyer

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

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…

Machine Learning · Computer Science 2026-02-04 Vahan Arsenyan , Antoine Grosnit , Haitham Bou-Ammar , Arnak Dalalyan

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…

Artificial Intelligence · Computer Science 2020-11-25 Debo Cheng , Jiuyong Li , Lin Liu , Jixue Liu , Kui Yu , Thuc Duy Le

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…

Machine Learning · Statistics 2019-10-10 Julius von Kügelgen , Paul K Rubenstein , Bernhard Schölkopf , Adrian Weller

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…

Dynamical Systems · Mathematics 2021-09-15 Ying-Cheng Lai

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…

Machine Learning · Computer Science 2025-10-15 Huiyang Yi , Yanyan He , Duxin Chen , Mingyu Kang , He Wang , Wenwu Yu

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…

Machine Learning · Computer Science 2026-02-06 Jincheng Zhou , Mengbo Wang , Anqi He , Yumeng Zhou , Hessam Olya , Murat Kocaoglu , Bruno Ribeiro

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…

Machine Learning · Statistics 2023-02-24 Maximilian Ilse , Patrick Forré , Max Welling , Joris M. Mooij

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…

Machine Learning · Computer Science 2026-02-27 Abdulrahman Tamim

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…

Computational Finance · Quantitative Finance 2024-08-30 Ruijie Tang

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…

Machine Learning · Computer Science 2024-12-03 Abdelmonem Elrefaey , Rong Pan

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…

Machine Learning · Computer Science 2025-03-28 Wiebke Günther , Oana-Iuliana Popescu , Martin Rabel , Urmi Ninad , Andreas Gerhardus , Jakob Runge

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,…

Machine Learning · Computer Science 2023-02-16 Yuxiao Cheng , Runzhao Yang , Tingxiong Xiao , Zongren Li , Jinli Suo , Kunlun He , Qionghai Dai

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,…

Data Analysis, Statistics and Probability · Physics 2024-09-04 Sahara Ali , Uzma Hasan , Xingyan Li , Omar Faruque , Akila Sampath , Yiyi Huang , Md Osman Gani , Jianwu Wang