Related papers: A Sample Path Measure of Causal Influence
We investigate the estimation of the causal effect of a treatment variable on an outcome in the presence of a latent confounder. We first show that the causal effect is identifiable under certain conditions when data is available from…
We propose a new estimator to measure directed dependencies in time series. The dimensionality of data is first reduced using a new non-uniform embedding technique, where the variables are ranked according to a weighted sum of the amount of…
Relationship between two popular modeling frameworks of causal inference from observational data, namely, causal graphical model and potential outcome causal model is discussed. How some popular causal effect estimators found in…
Epidemics are inherently stochastic, and stochastic models provide an appropriate way to describe and analyse such phenomena. Given temporal incidence data consisting of, for example, the number of new infections or removals in a given time…
We pose causal inference as the problem of learning to classify probability distributions. In particular, we assume access to a collection $\{(S_i,l_i)\}_{i=1}^n$, where each $S_i$ is a sample drawn from the probability distribution of $X_i…
In this paper we explore partial coherence as a tool for evaluating causal influence of one signal sequence on another. In some cases the signal sequence is sampled from a time- or space-series. The key idea is to establish a connection…
Causal inference is best understood using potential outcomes. This use is particularly important in more complex settings, that is, observational studies or randomized experiments with complications such as noncompliance. The topic of this…
This paper deals with the problem of evaluating the causal effect using observational data in the presence of an unobserved exposure/ outcome variable, when cause-effect relationships between variables can be described as a directed acyclic…
When dealing with time series data, causal inference methods often employ structural vector autoregressive (SVAR) processes to model time-evolving random systems. In this work, we rephrase recursive SVAR processes with possible latent…
The paper reviews methods that seek to draw causal inference from observational data and demonstrates how they can be applied to empirical problems in engineering research. It presents a framework for causal identification based on the…
The information flow-based quantitative causality analysis has been widely applied in different disciplines because of its origin from first principles, its concise form, and its computational efficiency. So far the algorithm for its…
Causal structure learning from observational data remains a non-trivial task due to various factors such as finite sampling, unobserved confounding factors, and measurement errors. Constraint-based and score-based methods tend to suffer…
Selective inference (post-selection inference) is a methodology that has attracted much attention in recent years in the fields of statistics and machine learning. Naive inference based on data that are also used for model selection tends…
Over the past two decades, several consistent procedures have been designed to infer causal conclusions from observational data. We prove that if the true causal network might be an arbitrary, linear Gaussian network or a discrete Bayes…
This paper develops a Bayesian framework for robust causal inference from longitudinal observational data. Many contemporary methods rely on structural assumptions, such as factor models, to adjust for unobserved confounding, but they can…
We propose a new method of discovering causal relationships in temporal data based on the notion of causal compression. To this end, we adopt the Pearlian graph setting and the directed information as an information theoretic tool for…
We introduce a novel framework to financial time series forecasting that leverages causality-inspired models to balance the trade-off between invariance to distributional changes and minimization of prediction errors. To the best of our…
The increasing multiplicity of data sources offers exciting possibilities in estimating the effects of a treatment, intervention, or exposure, particularly if observational and experimental sources could be used simultaneously. Borrowing…
No man is an island, as individuals interact and influence one another daily in our society. When social influence takes place in experiments on a population of interconnected individuals, the treatment on a unit may affect the outcomes of…
In causal inference, interference occurs when the treatment of one unit may affect the outcomes of other units. The goal of this work is to serve as a guide to the use of linear outcome modeling for estimating causal effects in settings…