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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…

Artificial Intelligence · Computer Science 2025-06-16 Yaroslav Kivva , Sina Akbari , Saber Salehkaleybar , Negar Kiyavash

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…

Methodology · Statistics 2020-12-02 Payam Shahsavari Baboukani , Carina Graversen , Emina Alickovic , Jan Østergaard

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…

Methodology · Statistics 2014-11-03 Priyantha Wijayatunga

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…

Methodology · Statistics 2024-05-24 Sam A. Whitaker , Andrew Golightly , Colin S. Gillespie , Theodore Kypraios

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…

Machine Learning · Statistics 2015-05-20 David Lopez-Paz , Krikamol Muandet , Bernhard Schölkopf , Ilya Tolstikhin

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…

Signal Processing · Electrical Eng. & Systems 2021-12-09 Louis L. Scharf , Yuan Wang

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…

Statistics Theory · Mathematics 2007-06-13 Donald B. Rubin

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…

Methodology · Statistics 2012-06-18 Manabu Kuroki , Zhihong Cai

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…

Statistics Theory · Mathematics 2024-08-19 Nicolas-Domenic Reiter , Andreas Gerhardus , Jonas Wahl , Jakob Runge

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…

Applications · Statistics 2022-11-28 Daniel J Graham

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…

Adaptation and Self-Organizing Systems · Physics 2023-03-08 X. San Liang

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…

Machine Learning · Computer Science 2022-11-09 Rezaur Rashid , Jawad Chowdhury , Gabriel Terejanu

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…

Methodology · Statistics 2021-11-25 Yoshiyuki Ninomiya , Yuta Umezu , Ichiro Takeuchi

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…

Machine Learning · Computer Science 2012-03-19 Kevin T. Kelly , Conor Mayo-Wilson

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…

Methodology · Statistics 2025-11-20 Angelos Alexopoulos , Nikolaos Demiris

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…

Machine Learning · Statistics 2016-11-02 Aleksander Wieczorek , Volker Roth

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…

Computational Finance · Quantitative Finance 2024-08-20 Daniel Cunha Oliveira , Yutong Lu , Xi Lin , Mihai Cucuringu , Andre Fujita

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…

Methodology · Statistics 2020-03-24 Jeffrey A. Boatman , David M. Vock , Joseph S. Koopmeiners

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…

Methodology · Statistics 2017-08-30 Edward K. Kao

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…

Methodology · Statistics 2026-04-01 Eric Tong , Salvador V. Balkus