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The paper introduces a novel conditional independence (CI) based method for linear and nonlinear, lagged and contemporaneous causal discovery from observational time series in the causally sufficient case. Existing CI-based methods such as…

Methodology · Statistics 2022-01-07 Jakob Runge

We present a constraint-based algorithm for learning causal structures from observational time-series data, in the presence of latent confounders. We assume a discrete-time, stationary structural vector autoregressive process, with both…

Artificial Intelligence · Computer Science 2023-06-02 Raanan Y. Rohekar , Shami Nisimov , Yaniv Gurwicz , Gal Novik

Reconstructing the causal relationships behind the phenomena we observe is a fundamental challenge in all areas of science. Discovering causal relationships through experiments is often infeasible, unethical, or expensive in complex…

Machine Learning · Statistics 2022-09-09 Christian Reiser

Time series data are found in many areas of healthcare such as medical time series, electronic health records (EHR), measurements of vitals, and wearable devices. Causal discovery, which involves estimating causal relationships from…

Machine Learning · Computer Science 2023-10-18 Muhammad Hasan Ferdous , Uzma Hasan , Md Osman Gani

In this study, we present a novel constraint-based algorithm for causal structure learning specifically designed for nonlinear autoregressive time series. Our algorithm significantly reduces computational complexity compared to existing…

Machine Learning · Computer Science 2025-07-11 Mohammad Fesanghary , Achintya Gopal

We consider the problem of estimating a particular type of linear non-Gaussian model. Without resorting to the overcomplete Independent Component Analysis (ICA), we show that under some mild assumptions, the model is uniquely identified by…

Machine Learning · Computer Science 2021-03-29 Wei Chen , Kun Zhang , Ruichu Cai , Biwei Huang , Joseph Ramsey , Zhifeng Hao , Clark Glymour

Discovering causal structures with latent variables from observational data is a fundamental challenge in causal discovery. Existing methods often rely on constraint-based, iterative discrete searches, limiting their scalability to large…

Machine Learning · Computer Science 2024-12-02 Parjanya Prashant , Ignavier Ng , Kun Zhang , Biwei Huang

Estimating causal effects from real-world relational data can be challenging when the underlying causal model and potential confounders are unknown. While several causal discovery algorithms exist for learning causal models with latent…

Machine Learning · Computer Science 2025-11-05 Matteo Negro , Andrea Piras , Ragib Ahsan , David Arbour , Elena Zheleva

Conventional temporal causal discovery (CD) methods suffer from high dimensionality, fail to identify lagged causal relationships, and often ignore dynamics in relations. In this study, we present a novel constraint-based CD approach for…

Machine Learning · Computer Science 2023-03-07 Muhammad Hasan Ferdous , Uzma Hasan , Md Osman Gani

Causal processes in nature may contain cycles, and real datasets may violate causal sufficiency as well as contain selection bias. No constraint-based causal discovery algorithm can currently handle cycles, latent variables and selection…

Machine Learning · Statistics 2018-05-08 Eric V. Strobl

We consider learning a causal ordering of variables in a linear non-Gaussian acyclic model called LiNGAM. Several existing methods have been shown to consistently estimate a causal ordering assuming that all the model assumptions are…

Machine Learning · Statistics 2013-07-30 Tatsuya Tashiro , Shohei Shimizu , Aapo Hyvarinen , Takashi Washio

Constraint-based causal discovery from limited data is a notoriously difficult challenge due to the many borderline independence test decisions. Several approaches to improve the reliability of the predictions by exploiting redundancy in…

Machine Learning · Computer Science 2017-01-27 Sara Magliacane , Tom Claassen , Joris M. Mooij

We consider the effect of temporal aggregation on instantaneous (non-temporal) causal discovery in general setting. This is motivated by the observation that the true causal time lag is often considerably shorter than the observational…

Machine Learning · Statistics 2024-09-11 Shunxing Fan , Mingming Gong , Kun Zhang

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

Distinguishing causal connections from correlations is important in many scenarios. However, the presence of unobserved variables, such as the latent confounder, can introduce bias in conditional independence testing commonly employed in…

Methodology · Statistics 2024-05-03 Mingzhou Liu , Xinwei Sun , Yu Qiao , Yizhou Wang

Nowadays, the need for causal discovery is ubiquitous. A better understanding of not just the stochastic dependencies between parts of a system, but also the actual cause-effect relations, is essential for all parts of science. Thus, the…

Machine Learning · Computer Science 2024-12-10 Boris Lorbeer , Mustafa Mohsen

Causal discovery, i.e., inferring underlying causal relationships from observational data, is highly challenging for AI systems. In a time series modeling context, traditional causal discovery methods mainly consider constrained scenarios…

This article presents a novel method for causal discovery with generalized structural equation models suited for analyzing diverse types of outcomes, including discrete, continuous, and mixed data. Causal discovery often faces challenges…

Methodology · Statistics 2023-10-26 Minjie Wang , Xiaotong Shen , Wei Pan

We present a sound and complete algorithm, called iterative causal discovery (ICD), for recovering causal graphs in the presence of latent confounders and selection bias. ICD relies on the causal Markov and faithfulness assumptions and…

Machine Learning · Computer Science 2022-01-19 Raanan Y. Rohekar , Shami Nisimov , Yaniv Gurwicz , Gal Novik

We consider linear non-Gaussian structural equation models that involve latent confounding. In this setting, the causal structure is identifiable, but, in general, it is not possible to identify the specific causal effects. Instead, a…

Machine Learning · Statistics 2024-08-12 Daniela Schkoda , Elina Robeva , Mathias Drton
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