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The complexity of linear mixed-effects (LME) models means that traditional diagnostics are rendered less effective. This is due to a breakdown of asymptotic results, boundary issues, and visible patterns in residual plots that are…

Methodology · Statistics 2016-12-08 Adam Loy , Heike Hofmann , Dianne Cook

The problem of monotone missing data has been broadly studied during the last two decades and has many applications in different fields such as bioinformatics or statistics. Commonly used imputation techniques require multiple iterations…

Machine Learning · Computer Science 2020-09-25 Thu Nguyen , Duy H. M. Nguyen , Huy Nguyen , Binh T. Nguyen , Bruce A. Wade

We develop new methods to integrate experimental and observational data in causal inference. While randomized controlled trials offer strong internal validity, they are often costly and therefore limited in sample size. Observational data,…

Econometrics · Economics 2025-11-04 Xuelin Yang , Licong Lin , Susan Athey , Michael I. Jordan , Guido W. Imbens

Causal discovery uncovers complex relationships between variables, enhancing predictions, decision-making, and insights into real-world systems, especially in nonlinear multivariate time series. However, most existing methods primarily…

Machine Learning · Computer Science 2025-10-30 Wasim Ahmad , Joachim Denzler , Maha Shadaydeh

A major challenge for causal inference from time-series data is the trade-off between computational feasibility and accuracy. Motivated by process motifs for lagged covariance in an autoregressive model with slow mean-reversion, we propose…

Machine Learning · Statistics 2025-09-30 Alice C. Schwarze , Sara M. Ichinaga , Bingni W. Brunton

Multivariate time series analysis is extensively used in neurophysiology with the aim of studying the relationship between simultaneously recorded signals. Recently, advances on information theory and nonlinear dynamical systems theory have…

Chaotic Dynamics · Physics 2007-05-23 Ernesto Pereda , Rodrigo Quian Quiroga , Joydeep Bhattacharya

Causal discovery, beyond the inference of a network as a collection of connected dots, offers a crucial functionality in scientific discovery using artificial intelligence. The questions that arise in multiple domains, such as physics,…

Machine Learning · Computer Science 2021-06-03 M. Ali Vosoughi , Axel Wismuller

Causal discovery for both cross-sectional and temporal data has traditionally followed a dataset-specific paradigm, where a new model is fitted for each individual dataset. Such an approach limits the potential of multi-dataset pretraining.…

Robust feature selection is vital for creating reliable and interpretable Machine Learning (ML) models. When designing statistical prediction models in cases where domain knowledge is limited and underlying interactions are unknown,…

Discovering causal relationships in complex multivariate time series is a fundamental scientific challenge. Traditional methods often falter, either by relying on restrictive linear assumptions or on conditional independence tests that…

Machine Learning · Computer Science 2025-08-05 Gian Marco Paldino , Gianluca Bontempi

This work develops a flexible inferential framework for nonparametric causal inference in time-to-event settings, based on stochastic interventions defined through multiplicative scaling of the intensity governing an intermediate event…

Methodology · Statistics 2026-02-04 Helene Charlotte Wiese Rytgaard , Mark van der Laan

When evaluating causal influence from one time series to another in a multivariate dataset it is necessary to take into account the conditioning effect of the other variables. In the presence of many variables, and possibly of a reduced…

Data Analysis, Statistics and Probability · Physics 2012-03-26 Daniele Marinazzo , Mario Pellicoro , Sebastiano Stramaglia

We propose a method that performs anomaly detection and localisation within heterogeneous data using a pairwise undirected mixed graphical model. The data are a mixture of categorical and quantitative variables, and the model is learned…

Machine Learning · Statistics 2016-07-21 Romain Laby , François Roueff , Alexandre Gramfort

Learning causal relationships among a set of variables, as encoded by a directed acyclic graph, from observational data is complicated by the presence of unobserved confounders. Instrumental variables (IVs) are a popular remedy for this…

Methodology · Statistics 2025-04-17 Jing Zou , Wei Li , Wei Lin

Health conditions among patients in intensive care units (ICUs) are monitored via electronic health records (EHRs), composed of numerical time series and lengthy clinical note sequences, both taken at irregular time intervals. Dealing with…

Machine Learning · Computer Science 2023-06-07 Xinlu Zhang , Shiyang Li , Zhiyu Chen , Xifeng Yan , Linda Petzold

Bivariate causal direction identification is a fundamental and vital problem in the causal inference field. Among binary causal methods, most methods based on additive noise only use one single causal mechanism to construct a causal model.…

Artificial Intelligence · Computer Science 2025-07-30 Saixiong Liu , Yuhua Qian , Jue Li , Honghong Cheng , Feijiang Li

Our goal is to recover time-delayed latent causal variables and identify their relations from measured temporal data. Estimating causally-related latent variables from observations is particularly challenging as the latent variables are not…

Machine Learning · Statistics 2022-02-10 Weiran Yao , Yuewen Sun , Alex Ho , Changyin Sun , Kun Zhang

Nowadays, the deployment of deep learning models on edge devices for addressing real-world classification problems is becoming more prevalent. Moreover, there is a growing popularity in the approach of early classification, a technique that…

Machine Learning · Computer Science 2023-06-27 Leonardos Pantiskas , Kees Verstoep , Mark Hoogendoorn , Henri Bal

This paper proposes a class of parametric multiple-index time series models that involve linear combinations of time trends, stationary variables and unit root processes as regressors. The inclusion of the three different types of time…

Econometrics · Economics 2021-11-04 Chaohua Dong , Jiti Gao , Bin Peng , Yundong Tu

This paper addresses classification problems with matrix-valued data, which commonly arise in applications such as neuroimaging and signal processing. Building on the assumption that the data from each class follows a matrix normal…

Methodology · Statistics 2025-12-18 Seungyeon Oh , Seongoh Park , Hoyoung Park
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