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The weak law of large numbers implies that, under mild assumptions on the source, the Renyi entropy per produced symbol converges (in probability) towards the Shannon entropy rate. This paper quantifies the speed of this convergence for…

Information Theory · Computer Science 2017-05-01 Maciej Skorski

The discovery of causal relationships is a fundamental problem in science and medicine. In recent years, many elegant approaches to discovering causal relationships between two variables from observational data have been proposed. However,…

Machine Learning · Statistics 2021-06-22 Ciarán M. Lee , Christopher Hart , Jonathan G. Richens , Saurabh Johri

Linear regressions with endogeneity are widely used to estimate causal effects. This paper studies a framework that involves two common practical issues: endogeneity of the regressors and heteroskedasticity that depends on endogenous…

Econometrics · Economics 2025-12-10 Javier Alejo , Antonio F. Galvao , Julian Martinez-Iriarte , Gabriel Montes-Rojas

We describe five types of results concerning information and concentration of discrete random variables, and relationships between them, motivated by their counterparts in the continuous case. The results we consider are information…

Probability · Mathematics 2017-04-25 Oliver Johnson

We consider the problem of learning causal directed acyclic graphs from an observational joint distribution. One can use these graphs to predict the outcome of interventional experiments, from which data are often not available. We show…

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

Reasoning based on causality, instead of association has been considered as a key ingredient towards real machine intelligence. However, it is a challenging task to infer causal relationship/structure among variables. In recent years, an…

Machine Learning · Computer Science 2019-09-15 Zhitang Chen , Shengyu Zhu , Yue Liu , Tim Tse

In social sciences and economics, causal inference traditionally focuses on assessing the impact of predefined treatments (or interventions) on predefined outcomes, such as the effect of education programs on earnings. Causal discovery, in…

Econometrics · Economics 2024-07-12 Martin Huber

This work presents a new approach to solve the sparse linear regression problem, i.e., to determine a k-sparse vector w in R^d that minimizes the cost ||y - Aw||^2_2. In contrast to the existing methods, our proposed approach splits this…

Systems and Control · Electrical Eng. & Systems 2023-11-21 Amber Srivastava , Alisina Bayati , Srinivasa Salapaka

Directed acyclic graphs (DAGs) with hidden variables are often used to characterize causal relations between variables in a system. When some variables are unobserved, DAGs imply a notoriously complicated set of constraints on the…

Machine Learning · Statistics 2023-02-23 Noam Finkelstein , Beata Zjawin , Elie Wolfe , Ilya Shpitser , Robert W. Spekkens

A central question for causal inference is to decide whether a set of correlations fit a given causal structure. In general, this decision problem is computationally infeasible and hence several approaches have emerged that look for…

Quantum Physics · Physics 2018-07-26 Mirjam Weilenmann , Roger Colbeck

Given a response $Y$ and a vector $X = (X^1, \dots, X^d)$ of $d$ predictors, we investigate the problem of inferring direct causes of $Y$ among the vector $X$. Models for $Y$ that use all of its causal covariates as predictors enjoy the…

Statistics Theory · Mathematics 2020-03-12 Rune Christiansen , Jonas Peters

We consider recovering a causal graph in presence of latent variables, where we seek to minimize the cost of interventions used in the recovery process. We consider two intervention cost models: (1) a linear cost model where the cost of an…

Machine Learning · Computer Science 2020-07-14 Raghavendra Addanki , Shiva Prasad Kasiviswanathan , Andrew McGregor , Cameron Musco

Learning the unique directed acyclic graph corresponding to an unknown causal model is a challenging task. Methods based on functional causal models can identify a unique graph, but either suffer from the curse of dimensionality or impose…

Machine Learning · Computer Science 2025-01-14 Sujai Hiremath , Jacqueline R. M. A. Maasch , Mengxiao Gao , Promit Ghosal , Kyra Gan

Telling apart the cause and effect between two random variables with purely observational data is a challenging problem that finds applications in various scientific disciplines. A key principle utilized in this task is the algorithmic…

Machine Learning · Computer Science 2025-08-15 Quang-Duy Tran , Bao Duong , Phuoc Nguyen , Thin Nguyen

Causal discovery methods based on the PC algorithm are proven to be sound if all structural assumptions are fulfilled and all conditional independence tests are correct. This idealized setting is rarely given in real data. In this work, we…

Machine Learning · Statistics 2026-03-19 Sofia Faltenbacher , Jonas Wahl , Rebecca Herman , Jakob Runge

Gathering the most information by picking the least amount of data is a common task in experimental design or when exploring an unknown environment in reinforcement learning and robotics. A widely used measure for quantifying the…

Machine Learning · Statistics 2015-09-17 Johannes Kulick , Robert Lieck , Marc Toussaint

Causal inference studies whether the presence of a variable influences an observed outcome. As measured by quantities such as the "average treatment effect," this paradigm is employed across numerous biological fields, from vaccine and drug…

Identification of causal direction between a causal-effect pair from observed data has recently attracted much attention. Various methods based on functional causal models have been proposed to solve this problem, by assuming the causal…

Machine Learning · Computer Science 2019-06-04 Ruichu Cai , Jie Qiao , Kun Zhang , Zhenjie Zhang , Zhifeng Hao

Most of the existing classification methods are aimed at minimization of empirical risk (through some simple point-based error measured with loss function) with added regularization. We propose to approach this problem in a more information…

Machine Learning · Computer Science 2015-01-22 Wojciech Marian Czarnecki , Jacek Tabor

Causal inference from observational data following the restricted structural causal model (SCM) framework hinges largely on the asymmetry between cause and effect from the data generating mechanisms, such as non-Gaussianity or nonlinearity.…

Methodology · Statistics 2021-09-06 Kang Du , Yu Xiang