Related papers: Causality Testing: A Data Compression Framework

Causal sensitivity analysis aims to provide bounds for causal effect estimates in the presence of unobserved confounding. However, existing methods for causal sensitivity analysis are per-instance procedures, meaning that changes to the…

We propose a new framework for assessing Granger causality in quantiles in unstable environments, for a fixed quantile or over a continuum of quantile levels. Our proposed test statistics are consistent against fixed alternatives, they have…

Unquantified sources of uncertainty in observational causal analyses can break the integrity of the results. One would never want another analyst to repeat a calculation with the same dataset, using a seemingly identical procedure, only to…

We study the problem of deriving policies, or rules, that when enacted on a complex system, cause a desired outcome. Absent the ability to perform controlled experiments, such rules have to be inferred from past observations of the system's…

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…

We propose a constraint-based algorithm, which automatically determines causal relevance thresholds, to infer causal networks from data. We call these topological thresholds. We present two methods for determining the threshold: the first…

We propose a method that infers whether linear relations between two high-dimensional variables X and Y are due to a causal influence from X to Y or from Y to X. The earlier proposed so-called Trace Method is extended to the regime where…

Many frameworks exist to infer cause and effect relations in complex nonlinear systems but a complete theory is lacking. A new framework is presented that is fully nonlinear, provides a complete information theoretic disentanglement of…

Causal discovery from observational data is fundamental to scientific fields like biology, where controlled experiments are often impractical. However, existing methods, including constraint-based (e.g., PC, causalMGM) and score-based…

In biomedical research, repeated measurements within each subject are often processed to remove artifacts and unwanted sources of variation. The resulting data are used to construct derived outcomes that act as proxies for scientific…

We study the problem of learning Granger causality between event types from asynchronous, interdependent, multi-type event sequences. Existing work suffers from either limited model flexibility or poor model explainability and thus fails to…

It is often useful in multivariate time series analysis to determine statistical causal relations between different time series. Granger causality is a fundamental measure for this purpose. Yet the traditional pairwise approach to Granger…

Causal discovery outputs a causal structure, represented by a graph, from observed data. For time series data, there is a variety of methods, however, it is difficult to evaluate these on real data as realistic use cases very rarely come…

A probabilistic expert system emulates the decision-making ability of a human expert through a directional graphical model. The first step in building such systems is to understand data generation mechanism. To this end, one may try to…

Causal modeling has long been an attractive topic for many researchers and in recent decades there has seen a surge in theoretical development and discovery algorithms. Generally discovery algorithms can be divided into two approaches:…

Introduced more than a half century ago, Granger causality has become a popular tool for analyzing time series data in many application domains, from economics and finance to genomics and neuroscience. Despite this popularity, the validity…

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…

Causality is a subject of philosophical debate and a central scientific issue with a long history. In the statistical domain, the study of cause and effect based on the notion of `fairness' in comparisons dates back several hundred years,…

How should researchers analyze randomized experiments in which the main outcome is latent and measured in multiple ways but each measure contains some degree of error? We first identify a critical study-specific noncomparability problem in…

Causality represents the foremost relation between events in financial documents such as financial news articles, financial reports. Each financial causality contains a cause span and an effect span. Previous works proposed sequence…