Related papers: Invariant Causal Prediction for Sequential Data

We consider the task of predicting a response Y from a set of covariates X in settings where the conditional distribution of Y given X changes over time. For this to be feasible, assumptions on how the conditional distribution changes over…

We introduce an approach which allows detecting causal relationships between variables for which the time evolution is available. Causality is assessed by a variational scheme based on the Information Imbalance of distance ranks, a…

Causal representation learning (CRL) aims at recovering latent causal variables from high-dimensional observations to solve causal downstream tasks, such as predicting the effect of new interventions or more robust classification. A…

An important problem in econometrics and marketing is to infer the causal impact that a designed market intervention has exerted on an outcome metric over time. This paper proposes to infer causal impact on the basis of a…

Inferring causal relations from time series measurements is an ill-posed mathematical problem, where typically an infinite number of potential solutions can reproduce the given data. We explore in depth a strategy to disambiguate between…

In this paper, we focus on estimating the causal effect of an intervention over time on a dynamical system. To that end, we formally define causal interventions and their effects over time on discrete-time stochastic processes (DSPs). Then,…

We consider the problem of learning causal models from observational data generated by linear non-Gaussian acyclic causal models with latent variables. Without considering the effect of latent variables, one usually infers wrong causal…

Causal reasoning has gained great attention over the last half century as it allows (or at least intends) to answer questions which go above those within the capabilities of classical inferential statistics using just observational data. So…

Causality defines the relationship between cause and effect. In multivariate time series field, this notion allows to characterize the links between several time series considering temporal lags. These phenomena are particularly important…

Algorithms for constraint-based causal discovery select graphical causal models among a space of possible candidates (e.g., all directed acyclic graphs) by executing a sequence of conditional independence tests. These may be used to inform…

We address the problem of inferring the causal effect of an exposure on an outcome across space, using observational data. The data is possibly subject to unmeasured confounding variables which, in a standard approach, must be adjusted for…

We consider the fundamental problem of inferring the causal direction between two univariate numeric random variables $X$ and $Y$ from observational data. The two-variable case is especially difficult to solve since it is not possible to…

Many research questions concern treatment effects on outcomes that can recur several times in the same individual. For example, medical researchers are interested in treatment effects on hospitalizations in heart failure patients and sports…

Discovering causal relationships between different variables from time series data has been a long-standing challenge for many domains such as climate science, finance, and healthcare. Given the complexity of real-world relationships and…

We study the problem of estimating causal effects under hidden confounding in the following unpaired data setting: we observe some covariates $X$ and an outcome $Y$ under different experimental conditions (environments) but do not observe…

Estimating causal effects from observational data requires identifying valid adjustment sets. This task is especially challenging in realistic settings where latent confounding and feedback loops are present. Existing approaches typically…

Many real-world decision-making tasks require learning causal relationships between a set of variables. Traditional causal discovery methods, however, require that all variables are observed, which is often not feasible in practical…

Causal discovery from observational data is an important tool in many branches of science. Under certain assumptions it allows scientists to explain phenomena, predict, and make decisions. In the large sample limit, sound and complete…

In many scientific fields, such as economics and neuroscience, we are often faced with nonstationary time series, and concerned with both finding causal relations and forecasting the values of variables of interest, both of which are…

We propose a counterfactual approach to train ``causality-aware" predictive models that are able to leverage causal information in static anticausal machine learning tasks (i.e., prediction tasks where the outcome influences the features).…