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Thanks to technological advances leading to near-continuous time observations, emerging multivariate point process data offer new opportunities for causal discovery. However, a key obstacle in achieving this goal is that many relevant…

Machine Learning · Statistics 2021-12-15 Xu Wang , Ali Shojaie

Data-based inference of directed interactions in complex dynamical systems is a problem common to many disciplines of science. In this work, we study networks of spatially separate dynamical entities, which could represent physical systems…

Statistical Mechanics · Physics 2024-03-15 Tim Hempel , Sarah A. M. Loos

The extraction of invariant causal relationships from time series data with environmental attributes is critical for robust decision-making in domains such as climate science and environmental monitoring. However, existing methods either…

Machine Learning · Computer Science 2026-03-04 Ziruo Hao , Tao Yang , Xiaofeng Wu , Bo Hu

We propose a new method of discovering causal structures, based on the detection of local, spontaneous changes in the underlying data-generating model. We analyze the classes of structures that are equivalent relative to a stream of…

Artificial Intelligence · Computer Science 2013-01-14 Jin Tian , Judea Pearl

This paper discusses causal independence models and a generalization of these models called causal interaction models. Causal interaction models are models that have independent mechanisms where a mechanism can have several causes. In…

Artificial Intelligence · Computer Science 2015-05-19 Christopher Meek , David Heckerman

Reconstructing the causal relationships behind the phenomena we observe is a fundamental challenge in all areas of science. Discovering causal relationships through experiments is often infeasible, unethical, or expensive in complex…

Machine Learning · Statistics 2022-09-09 Christian Reiser

Much of scientific data is collected as randomized experiments intervening on some and observing other variables of interest. Quite often, a given phenomenon is investigated in several studies, and different sets of variables are involved…

Methodology · Statistics 2012-10-19 Antti Hyttinen , Frederick Eberhardt , Patrik O. Hoyer

Mathematical models are fundamental building blocks in the design of dynamical control systems. As control systems are becoming increasingly complex and networked, approaches for obtaining such models based on first principles reach their…

Machine Learning · Computer Science 2022-07-19 Dominik Baumann , Friedrich Solowjow , Karl H. Johansson , Sebastian Trimpe

Existing causal methods for time-varying exposure and time-varying confounding focus on estimating the average causal effect of a time-varying binary treatment on an end-of-study outcome, offering limited tools for characterizing marginal…

Methodology · Statistics 2026-01-21 Yu Luo , Kuan Liu , Ramandeep Singh , Daniel J. Graham

Inferring causal relations from observational time series data is a key problem across science and engineering whenever experimental interventions are infeasible or unethical. Increasing data availability over the past decades has spurred…

Methodology · Statistics 2020-12-02 Elena Saggioro , Jana de Wiljes , Marlene Kretschmer , Jakob Runge

Soft sensor modeling plays a crucial role in process monitoring. Causal feature selection can enhance the performance of soft sensor models in industrial applications. However, existing methods ignore two critical characteristics of…

Machine Learning · Computer Science 2026-01-21 Shi-Shun Chen , Xiao-Yang Li , Enrico Zio

Inference of causality is central in nonlinear time series analysis and science in general. A popular approach to infer causality between two processes is to measure the information flow between them in terms of transfer entropy. Using…

Chaotic Dynamics · Physics 2015-04-16 Jie Sun , Erik M. Bollt

At the heart of causal structure learning from observational data lies a deceivingly simple question: given two statistically dependent random variables, which one has a causal effect on the other? This is impossible to answer using…

Machine Learning · Computer Science 2020-10-13 Nikolaos Nikolaou , Konstantinos Sechidis

Complex system arises as a result of the nonlinear interactions between components. In particular, the evolutionary dynamics of a multivariate system encodes the ways in which different variables interact with each other individually or in…

Information Theory · Computer Science 2020-04-22 Peishi Jiang , Praveen Kumar

Several methods exist to infer causal networks from massive volumes of observational data. However, almost all existing methods require a considerable length of time series data to capture cause and effect relationships. In contrast,…

Machine Learning · Statistics 2016-12-22 Abbas Shojaee , Isuru Ranasinghe , Alireza Ani

We introduce a causal modeling framework that captures the input-output behavior of predictive models (e.g., machine learning models). The framework enables us to identify features that directly cause the predictions, which has broad…

Machine Learning · Computer Science 2025-05-20 Yizuo Chen , Amit Bhatia

Constraint-based causal discovery methods leverage conditional independence tests to infer causal relationships in a wide variety of applications. Just as the majority of machine learning methods, existing work focuses on studying…

Machine Learning · Statistics 2024-05-27 Siyuan Guo , Viktor Tóth , Bernhard Schölkopf , Ferenc Huszár

Unobserved confounding is a fundamental challenge for estimating causal effects. To address unobserved confounding, recent literature has turned to two different approaches -- proxy variables and the use of multiple treatments. The first…

Methodology · Statistics 2026-05-20 Aytijhya Saha , Stephen Bates , Devavrat Shah

This paper introduces a new causal structure learning method for nonstationary time series data, a common data type found in fields such as finance, economics, healthcare, and environmental science. Our work builds upon the constraint-based…

Statistical Finance · Quantitative Finance 2024-06-10 Agathe Sadeghi , Achintya Gopal , Mohammad Fesanghary

Causal inference is a science with multi-disciplinary evolution and applications. On the one hand, it measures effects of treatments in observational data based on experimental designs and rigorous statistical inference to draw causal…

Methodology · Statistics 2022-09-05 Jingying Zeng , Run Wang