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Inferring causal relationships in observational time series data is an important task when interventions cannot be performed. Granger causality is a popular framework to infer potential causal mechanisms between different time series. The…

Machine Learning · Computer Science 2022-07-22 Zexuan Yin , Paolo Barucca

Unobserved confounding is a fundamental challenge for estimating causal effects. To address unobserved confounding, recent literature has turned to two different approaches -- proxy variables and the use of multiple treatments. The first…

Methodology · Statistics 2026-05-20 Aytijhya Saha , Stephen Bates , Devavrat Shah

Granger causality is widely used for causal structure discovery in complex systems from multivariate time series data. Traditional Granger causality tests based on linear models often fail to detect even mild non-linear causal…

Machine Learning · Computer Science 2025-10-23 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield

Granger causal inference is a contentious but widespread method used in fields ranging from economics to neuroscience. The original definition addresses the notion of causality in time series by establishing functional dependence…

Methodology · Statistics 2023-09-19 Noah D. Gade , Jordan Rodu

Granger causality is well established within the neurosciences for inference of directed functional connectivity from neurophysiological data. These data usually consist of time series which subsample a continuous-time biophysiological…

Applications · Statistics 2016-09-08 Lionel Barnett , Anil K. Seth

Recently, interest has grown in the use of proxy variables of unobserved confounding for inferring the causal effect in the presence of unmeasured confounders from observational data. One difficulty inhibiting the practical use is finding…

Machine Learning · Computer Science 2024-05-28 Feng Xie , Zhengming Chen , Shanshan Luo , Wang Miao , Ruichu Cai , Zhi Geng

Graph-based causal discovery methods aim to capture conditional independencies consistent with the observed data and differentiate causal relationships from indirect or induced ones. Successful construction of graphical models of data…

Machine Learning · Statistics 2021-01-08 Boris Hayete , Fred Gruber , Anna Decker , Raymond Yan

Latent confounding has been a long-standing obstacle for causal reasoning from observational data. One popular approach is to model the data using acyclic directed mixed graphs (ADMGs), which describe ancestral relations between variables…

Machine Learning · Computer Science 2023-03-23 Matthew Ashman , Chao Ma , Agrin Hilmkil , Joel Jennings , Cheng Zhang

Emerging single-cell technologies that integrate CRISPR-based genetic perturbations with single-cell RNA sequencing, such as Perturb-seq, have substantially advanced our understanding of gene regulation and causal influence of genes. While…

Methodology · Statistics 2026-02-03 Kwangmoon Park , Hongzhe Li

Granger causality, commonly used for inferring causal structures from time series data, has been adopted in widespread applications across various fields due to its intuitive explainability and high compatibility with emerging deep neural…

Machine Learning · Computer Science 2024-06-18 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield

This work extends causal inference with stochastic confounders. We propose a new approach to variational estimation for causal inference based on a representer theorem with a random input space. We estimate causal effects involving latent…

Machine Learning · Statistics 2021-01-26 Thanh Vinh Vo , Pengfei Wei , Wicher Bergsma , Tze-Yun Leong

Granger causality is among the widely used data-driven approaches for causal analysis of time series data with applications in various areas including economics, molecular biology, and neuroscience. Two of the main challenges of this…

Methodology · Statistics 2023-07-19 Proloy Das , Behtash Babadi

Granger causality has been employed to investigate causality relations between components of stationary multiple time series. We generalize this concept by developing statistical inference for local Granger causality for multivariate…

Methodology · Statistics 2025-08-12 Yan Liu , Masanobu Taniguchi , Hernando Ombao

A recent literature considers causal inference using noisy proxies for unobserved confounding factors. The proxies are divided into two sets that are independent conditional on the confounders. One set of proxies are `negative control…

Econometrics · Economics 2021-10-11 Ben Deaner

In this paper, we propose a new Granger causality measure which is robust against the confounding influence of latent common inputs. This measure is inspired by partial Granger causality in the literature, and its variant. Using numerical…

Methodology · Statistics 2019-08-13 Takashi Arai

Causal discovery from data affected by latent confounders is an important and difficult challenge. Causal functional model-based approaches have not been used to present variables whose relationships are affected by latent confounders,…

Machine Learning · Computer Science 2020-11-05 Takashi Nicholas Maeda , Shohei Shimizu

Learning individual-level causal effects from observational data, such as inferring the most effective medication for a specific patient, is a problem of growing importance for policy makers. The most important aspect of inferring causal…

Machine Learning · Statistics 2017-11-07 Christos Louizos , Uri Shalit , Joris Mooij , David Sontag , Richard Zemel , Max Welling

As network data applications continue to expand, causal inference within networks has garnered increasing attention. However, hidden confounders complicate the estimation of causal effects. Most methods rely on the strong ignorability…

Machine Learning · Computer Science 2024-09-16 Xiaojing Du , Feiyu Yang , Wentao Gao , Xiongren Chen

Causal inference from observational data often assumes "ignorability," that all confounders are observed. This assumption is standard yet untestable. However, many scientific studies involve multiple causes, different variables whose…

Machine Learning · Statistics 2019-04-16 Yixin Wang , David M. Blei

Many real-world decision-making tasks require learning causal relationships between a set of variables. Traditional causal discovery methods, however, require that all variables are observed, which is often not feasible in practical…

Methodology · Statistics 2023-06-27 Raj Agrawal , Chandler Squires , Neha Prasad , Caroline Uhler
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