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We extend the definition of the marginal causal effect to the continuous treatment setting and develop a novel characterization of causal bias in the framework of structural causal models. We prove that our derived bias expression is zero…

Methodology · Statistics 2022-02-01 Gianluca Detommaso , Michael Brückner , Philip Schulz , Victor Chernozhukov

Causality is receiving increasing attention by the artificial intelligence and machine learning communities. This paper gives an example of modelling a recommender system problem using causal graphs. Specifically, we approached the causal…

Information Retrieval · Computer Science 2024-09-17 Emanuele Cavenaghi , Fabio Stella , Markus Zanker

Causal emergence is brought about when a coarse-grained description of a physical system is more effective (more deterministic and/or less degenerate) than the fine-grained corresponding model. We show, for the first time to our knowledge,…

Quantum Physics · Physics 2019-01-23 Romeu Rossi , Leonardo A. M. Souza

This paper studies the model selection problem in a large class of causal time series models, which includes both the ARMA or AR($\infty$) processes, as well as the GARCH or ARCH($\infty$), APARCH, ARMA-GARCH and many others processes. We…

Statistics Theory · Mathematics 2021-10-20 Jean-Marc Bardet , Kamila Kare , William Kengne

Identifying causality is fundamental for human understanding of the world, where complex non-autonomous systems such as species population changes, brain activities, etc. are extensively existed. Since the phase spaces of such systems are…

Dynamical Systems · Mathematics 2026-03-24 Yang Ni , Changqing Liu , Yifan Zhang , Yifan Gao , Haonan Guo , James Gao , Yingguang Li

Causal inference is known to be very challenging when only observational data are available. Randomized experiments are often costly and impractical and in instrumental variable regression the number of instruments has to exceed the number…

Methodology · Statistics 2018-06-19 Dominik Rothenhäusler , Peter Bühlmann , Nicolai Meinshausen

Progression of chronic disease is often manifested by repeated occurrences of disease-related events over time. Delineating the heterogeneity in the risk of such recurrent events can provide valuable scientific insight for guiding…

Methodology · Statistics 2018-11-16 Huijuan Ma , Limin Peng , Chiung-Yu Huang , Haoda Fu

This paper proposes the use of causal modeling to detect and mitigate algorithmic bias that is nonlinear in the protected attribute. We provide a general overview of our approach. We use the German Credit data set, which is available for…

Machine Learning · Computer Science 2024-05-08 Wendy Hui , Wai Kwong Lau

We consider linear structural equation models with explicitly modelled latent variables. In such models, observed and latent variables solve linear equations including stochastic noise terms. The goal of our work is to identify the direct…

Methodology · Statistics 2026-05-28 Tom Hochsprung , Nils Sturma , Jakob Runge , Mathias Drton , Andreas Gerhardus

A probabilistic model describes a system in its observational state. In many situations, however, we are interested in the system's response under interventions. The class of structural causal models provides a language that allows us to…

Methodology · Statistics 2020-01-20 Jonas Peters , Stefan Bauer , Niklas Pfister

Without a control group, the most widespread methodologies for estimating causal effects cannot be applied. To fill this gap, we propose the Machine Learning Control Method, a new approach for causal panel analysis that estimates causal…

Econometrics · Economics 2024-10-28 Augusto Cerqua , Marco Letta , Fiammetta Menchetti

Linear regression is a data analysis technique, which is categorized as supervised learning. By utilizing known data, we can predict unknown data. Recently, researchers have explored the use of quantum annealing (QA) to perform linear…

Quantum Physics · Physics 2024-10-14 Asuka Koura , Takashi Imoto , Katsuki Ura , Yuichiro Matsuzaki

This paper proposes two methods for causal additive models with unobserved variables (CAM-UV). CAM-UV assumes that the causal functions take the form of generalized additive models and that latent confounders are present. First, we propose…

Machine Learning · Computer Science 2024-01-19 Takashi Nicholas Maeda , Shohei Shimizu

Partial identification approaches are a flexible and robust alternative to standard point-identification approaches in general instrumental variable models. However, this flexibility comes at the cost of a ``curse of cardinality'': the…

Econometrics · Economics 2020-06-30 Florian Gunsilius

Real-life statistical samples are often plagued by selection bias, which complicates drawing conclusions about the general population. When learning causal relationships between the variables is of interest, the sample may be assumed to be…

Statistics Theory · Mathematics 2018-11-15 Angelos P. Armen , Robin J. Evans

Study of recurrences in earthquakes, climate, financial time-series, etc. is crucial to better forecast disasters and limit their consequences. However, almost all the previous phenomenological studies involved only a long-ranged…

Data Analysis, Statistics and Probability · Physics 2013-09-11 Rémy Chicheportiche , Anirban Chakraborti

We consider a flexible semiparametric quantile regression model for analyzing high dimensional heterogeneous data. This model has several appealing features: (1) By considering different conditional quantiles, we may obtain a more complete…

Statistics Theory · Mathematics 2016-01-25 Ben Sherwood , Lan Wang

Timely characterizations of risks in economic and financial systems play an essential role in both economic policy and private sector decisions. However, the informational content of low-frequency variables and the results from conditional…

Econometrics · Economics 2022-09-07 Matteo Iacopini , Aubrey Poon , Luca Rossini , Dan Zhu

We establish conditions under which latent causal graphs are nonparametrically identifiable and can be reconstructed from unknown interventions in the latent space. Our primary focus is the identification of the latent structure in…

Machine Learning · Statistics 2023-11-06 Yibo Jiang , Bryon Aragam

To draw scientifically meaningful conclusions and build reliable models of quantitative phenomena, cause and effect must be taken into consideration (either implicitly or explicitly). This is particularly challenging when the measurements…

Machine Learning · Computer Science 2020-12-11 Max A. Little , Reham Badawy