Related papers: The Inflation Technique for Causal Inference with …
In some causal inference scenarios, the treatment variable is measured inaccurately, for instance in epidemiology or econometrics. Failure to correct for the effect of this measurement error can lead to biased causal effect estimates.…
This thesis studies two problems in modern statistics. First, we study selective inference, or inference for hypothesis that are chosen after looking at the data. The motiving application is inference for regression coefficients selected by…
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…
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…
Causal inference plays an important role in explanatory analysis and decision making across various fields like statistics, marketing, health care, and education. Its main task is to estimate treatment effects and make intervention…
Standard imitation learning can fail when the expert demonstrators have different sensory inputs than the imitating agent. This is because partial observability gives rise to hidden confounders in the causal graph. In previous work, to work…
The fundamental challenge in causal induction is to infer the underlying graph structure given observational and/or interventional data. Most existing causal induction algorithms operate by generating candidate graphs and evaluating them…
The basic workings of inflationary models are summarized, along with the arguments that strongly suggest that our universe is the product of inflation. I describe the quantum origin of density perturbations, giving a heuristic derivation of…
Identifying latent variables and the causal structure involving them is essential across various scientific fields. While many existing works fall under the category of constraint-based methods (with e.g. conditional independence or rank…
We present two online causal structure learning algorithms which can track changes in a causal structure and process data in a dynamic real-time manner. Standard causal structure learning algorithms assume that causal structure does not…
The standard approach to causal modelling especially in social and health sciences is the potential outcomes framework due to Neyman and Rubin. In this framework, observations are thought to be drawn from a distribution over variables of…
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…
We propose a method to infer causal structures containing both discrete and continuous variables. The idea is to select causal hypotheses for which the conditional density of every variable, given its causes, becomes smooth. We define a…
Entropic causal inference is a framework for inferring the causal direction between two categorical variables from observational data. The central assumption is that the amount of unobserved randomness in the system is not too large. This…
Pricing decisions of companies require an understanding of the causal effect of a price change on the demand. When real-life pricing experiments are infeasible, data-driven decision-making must be based on alternative data sources such as…
Causal intervention is an essential tool in causal inference. It is axiomatized under the rules of do-calculus in the case of structure causal models. We provide simple axiomatizations for families of probability distributions to be…
A fundamental challenge in causal inference with observational data is correct specification of a causal model. When there is model uncertainty, analysts may seek to use estimates from multiple candidate models that rely on distinct, and…
Inflation exhibits state-dependent, skewed, and fat-tailed dynamics that make risk a central concern for monetary policy. Accordingly, inflation risks are distributional and cannot be fully captured by mean-based models. We propose a…
To draw scientifically meaningful conclusions and build reliable models of quantitative phenomena, cause and effect must be taken into consideration (either implicitly or explicitly). This is particularly challenging when the measurements…
A data science task can be deemed as making sense of the data or testing a hypothesis about it. The conclusions inferred from data can greatly guide us to make informative decisions. Big data has enabled us to carry out countless prediction…