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Understanding causal relationships in multivariate time series is crucial in many scenarios, such as those dealing with financial or neurological data. Many such time series exhibit multiple regimes, i.e., consecutive temporal segments with…

Machine Learning · Computer Science 2025-10-24 Abdellah Rahmani , Pascal Frossard

Causal discovery from data affected by unobserved variables is an important but difficult problem to solve. The effects that unobserved variables have on the relationships between observed variables are more complex in nonlinear cases than…

Machine Learning · Computer Science 2021-06-07 Takashi Nicholas Maeda , Shohei Shimizu

Although nonstationary data are more common in the real world, most existing causal discovery methods do not take nonstationarity into consideration. In this letter, we propose a kernel embedding-based approach, ENCI, for nonstationary…

Machine Learning · Statistics 2018-09-25 Shoubo Hu , Zhitang Chen , Laiwan Chan

Inferring cause-effect relationships from observational data has gained significant attention in recent years, but most methods are limited to scalar random variables. In many important domains, including neuroscience, psychology, social…

Machine Learning · Statistics 2025-06-06 Konstantin Göbler , Tobias Windisch , Mathias Drton

The paradigm of linear structural equation modeling readily allows one to incorporate causal feedback loops in the model specification. These appear as directed cycles in the common graphical representation of the models. However, the…

Statistics Theory · Mathematics 2025-07-16 Mathias Drton , Marina Garrote-López , Niko Nikov , Elina Robeva , Y. Samuel Wang

Causal representation learning aims to unveil latent high-level causal representations from observed low-level data. One of its primary tasks is to provide reliable assurance of identifying these latent causal models, known as…

Machine Learning · Computer Science 2024-12-02 Yuhang Liu , Zhen Zhang , Dong Gong , Mingming Gong , Biwei Huang , Anton van den Hengel , Kun Zhang , Javen Qinfeng Shi

We propose a method to detect model misspecifications in nonlinear causal additive and potentially heteroscedastic noise models. We aim to identify predictor variables for which we can infer the causal effect even in cases of such…

Methodology · Statistics 2024-03-28 Christoph Schultheiss , Peter Bühlmann

This survey paper covers the breadth and depth of time-series and spatiotemporal causality methods, and their applications in Earth Science. More specifically, the paper presents an overview of causal discovery and causal inference,…

Data Analysis, Statistics and Probability · Physics 2024-09-04 Sahara Ali , Uzma Hasan , Xingyan Li , Omar Faruque , Akila Sampath , Yiyi Huang , Md Osman Gani , Jianwu Wang

Causal systems often exhibit variations of the underlying causal mechanisms between the variables of the system. Often, these changes are driven by different environments or internal states in which the system operates, and we refer to…

Machine Learning · Computer Science 2025-03-28 Wiebke Günther , Oana-Iuliana Popescu , Martin Rabel , Urmi Ninad , Andreas Gerhardus , Jakob Runge

Practitioners making decisions based on causal effects typically ignore structural uncertainty. We analyze when this uncertainty is consequential enough to warrant methodological solutions (Bayesian model averaging over competing causal…

Machine Learning · Computer Science 2025-08-01 Maurits Kaptein

Causal discovery from time series is critical for many real-world applications, such as tracing the root causes of anomalies. Existing approaches typically rely on dataset-specific optimization, making it difficult to transfer their causal…

Machine Learning · Computer Science 2026-05-27 Biao Ouyang , Tengxue Zhang , Zhihao Zhuang , Yang Shu , Chenjuan Guo , Bin Yang

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

If $X,Y,Z$ denote sets of random variables, two different data sources may contain samples from $P_{X,Y}$ and $P_{Y,Z}$, respectively. We argue that causal discovery can help inferring properties of the `unobserved joint distributions'…

Machine Learning · Statistics 2023-05-12 Dominik Janzing , Philipp M. Faller , Leena Chennuru Vankadara

The use of simulated data in the field of causal discovery is ubiquitous due to the scarcity of annotated real data. Recently, Reisach et al., 2021 highlighted the emergence of patterns in simulated linear data, which displays increasing…

Methodology · Statistics 2023-10-24 Francesco Montagna , Nicoletta Noceti , Lorenzo Rosasco , Francesco Locatello

A typical problem in causal modeling is the instability of model structure learning, i.e., small changes in finite data can result in completely different optimal models. The present work introduces a novel causal modeling algorithm for…

Climate models are essential to understand and project climate change, yet long-standing biases and uncertainties in their projections remain. This is largely associated with the representation of subgrid-scale processes, particularly…

Learning predictors that do not rely on spurious correlations involves building causal representations. However, learning such a representation is very challenging. We, therefore, formulate the problem of learning a causal representation…

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

Methods of estimation and forecasting for stationary models are well known in classical time series analysis. However, stationarity is an idealization which, in practice, can at best hold as an approximation, but for many time series may be…

Methodology · Statistics 2021-06-08 Shreyan Ganguly , Peter F. Craigmile

We propose a counterfactual approach to train ``causality-aware" predictive models that are able to leverage causal information in static anticausal machine learning tasks (i.e., prediction tasks where the outcome influences the features).…

Applications · Statistics 2020-12-01 Elias Chaibub Neto
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