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Algorithms for causal discovery have recently undergone rapid advances and increasingly draw on flexible nonparametric methods to process complex data. With these advances comes a need for adequate empirical validation of the causal…

Machine Learning · Statistics 2024-02-15 Konstantin Göbler , Tobias Windisch , Mathias Drton , Tim Pychynski , Steffen Sonntag , Martin Roth

We give a selective review of some recent developments in causal inference, intended for researchers who are not familiar with graphical models and causality, and with a focus on methods that are applicable to large data sets. We mainly…

Methodology · Statistics 2015-06-26 Marloes H. Maathuis , Preetam Nandy

We consider the problem of estimating the expected causal effect $E[Y|do(X)]$ for a target variable $Y$ when treatment $X$ is set by intervention, focusing on continuous random variables. In settings without selection bias or confounding,…

Machine Learning · Statistics 2025-03-27 Marlies Hafer , Alexander Marx

Causal inference uses observations to infer the causal structure of the data generating system. We study a class of functional models that we call Time Series Models with Independent Noise (TiMINo). These models require independent residual…

Machine Learning · Statistics 2016-08-18 Jonas Peters , Dominik Janzing , Bernhard Schölkopf

An appeal for symmetry is made to build established notions of specific representation and specific nonlinearity of measurement (often called model error) into a canonical linear regression model. Additive components are derived from the…

Applications · Statistics 2021-10-19 Richard E. Danielson

Inferring the causal structure of a set of random variables from a finite sample of the joint distribution is an important problem in science. Recently, methods using additive noise models have been suggested to approach the case of…

Machine Learning · Statistics 2012-07-24 Jonas Peters , Dominik Janzing , Bernhard Schölkopf

Causal discovery between collections of time-series data can help diagnose causes of symptoms and hopefully prevent faults before they occur. However, reliable causal discovery can be very challenging, especially when the data acquisition…

Machine Learning · Computer Science 2023-01-12 Haonan Chen , Bo Yuan Chang , Mohamed A. Naiel , Georges Younes , Steven Wardell , Stan Kleinikkink , John S. Zelek

We consider the problem of predicting values of a random process or field satisfying a linear model $y(x)=\theta^\top f(x) + \varepsilon(x)$, where errors $\varepsilon(x)$ are correlated. This is a common problem in kriging, where the case…

Statistics Theory · Mathematics 2019-08-13 Holger Dette , Andrey Pepelyshev , Anatoly Zhigljavsky

In this paper we review important aspects of semiparametric theory and empirical processes that arise in causal inference problems. We begin with a brief introduction to the general problem of causal inference, and go on to discuss…

Statistics Theory · Mathematics 2016-07-25 Edward H. Kennedy

The effect of bias on hypothesis formation is characterized for an automated data-driven projection pursuit neural network to extract and select features for binary classification of data streams. This intelligent exploratory process…

Machine Learning · Computer Science 2022-01-05 John Patterson , Chris Avery , Tyler Grear , Donald J. Jacobs

Causal discovery methods aim to infer causal direction from observational data. Functional causal discovery approaches use structural asymmetries to identify causal directionality but rely on strong modeling assumptions and provide limited…

Methodology · Statistics 2026-05-14 Shreya Prakash , Fan Xia , Elena A. Erosheva

Causality has traditionally been a scientific way to generate knowledge by relating causes to effects. From an imaginery point of view, causal graphs are a helpful tool for representing and infering new causal information. In previous…

Artificial Intelligence · Computer Science 2020-02-07 Eduardo C. Garrido-Merchán , C. Puente , A. Sobrino , J. A. Olivas

Inferring causal effects of treatments is a central goal in many disciplines. The potential outcomes framework is a main statistical approach to causal inference, in which a causal effect is defined as a comparison of the potential outcomes…

Methodology · Statistics 2018-01-04 Peng Ding , Fan Li

A decision-maker must consider cofounding bias when attempting to apply machine learning prediction, and, while feature selection is widely recognized as important process in data-analysis, it could cause cofounding bias. A causal Bayesian…

Machine Learning · Statistics 2020-03-02 Akihiro Yabe

Automated decision support systems that are able to infer second opinions from experts can potentially facilitate a more efficient allocation of resources; they can help decide when and from whom to seek a second opinion. In this paper, we…

Machine Learning · Computer Science 2022-07-01 Nina L. Corvelo Benz , Manuel Gomez Rodriguez

Inference for the parameters indexing generalised linear models is routinely based on the assumption that the model is correct and a priori specified. This is unsatisfactory because the chosen model is usually the result of a data-adaptive…

Methodology · Statistics 2020-06-16 Stijn Vansteelandt , Oliver Dukes

We consider recovering causal structure from multivariate observational data. We assume the data arise from a linear structural equation model (SEM) in which the idiosyncratic errors are allowed to be dependent in order to capture possible…

Methodology · Statistics 2021-11-11 Y. Samuel Wang , Mathias Drton

Causal inference is capable of estimating the treatment effect (i.e., the causal effect of treatment on the outcome) to benefit the decision making in various domains. One fundamental challenge in this research is that the treatment…

Machine Learning · Computer Science 2021-12-28 Qian Li , Zhichao Wang , Shaowu Liu , Gang Li , Guandong Xu

This paper proposes a novel method for demand forecasting in a pricing context. Here, modeling the causal relationship between price as an input variable to demand is crucial because retailers aim to set prices in a (profit) optimal manner…

Knowledge of the underlying causal relations is essential for inferring the effect of interventions in complex systems. In a widely studied approach, structural causal models postulate noisy functional relations among interacting variables,…

Methodology · Statistics 2024-06-21 David Strieder , Mathias Drton