Related papers: Conditional independences and causal relations imp…
Inferring the causal structure that links n observables is usually based upon detecting statistical dependences and choosing simple graphs that make the joint measure Markovian. Here we argue why causal inference is also possible when only…
Causal inference methods based on conditional independence construct Markov equivalent graphs, and cannot be applied to bivariate cases. The approaches based on independence of cause and mechanism state, on the contrary, that causal…
In a previous paper [Pearl and Verma, 1991] we presented an algorithm for extracting causal influences from independence information, where a causal influence was defined as the existence of a directed arc in all minimal causal models…
A structural causal model is made of endogenous (manifest) and exogenous (latent) variables. We show that endogenous observations induce linear constraints on the probabilities of the exogenous variables. This allows to exactly map a causal…
Constraint-based causal discovery algorithms utilize many statistical tests for conditional independence to uncover networks of causal dependencies. These approaches to causal discovery rely on an assumed correspondence between the…
One of the common obstacles for learning causal models from data is that high-order conditional independence (CI) relationships between random variables are difficult to estimate. Since CI tests with conditioning sets of low order can be…
Perfect adaptation in a dynamical system is the phenomenon that one or more variables have an initial transient response to a persistent change in an external stimulus but revert to their original value as the system converges to…
Many classical algorithms output graphical representations of causal structures by testing conditional independence among a set of random variables. In dynamical systems, local independence can be used analogously as a testable implication…
We formalize constraint-based structure learning of the "true" causal graph from observed data when unobserved variables are also existent. We provide conditions for a "natural" family of constraint-based structure-learning algorithms that…
Ordered sequences of univariate or multivariate regressions provide statistical models for analysing data from randomized, possibly sequential interventions, from cohort or multi-wave panel studies, but also from cross-sectional or…
This work addresses the following question: Under what assumptions on the data generating process can one infer the causal graph from the joint distribution? The approach taken by conditional independence-based causal discovery methods is…
Graphical causal models are an important tool for knowledge discovery because they can represent both the causal relations between variables and the multivariate probability distributions over the data. Once learned, causal graphs can be…
Causality plays an important role in understanding intelligent behavior, and there is a wealth of literature on mathematical models for causality, most of which is focused on causal graphs. Causal graphs are a powerful tool for a wide range…
Causal relationships among variables are commonly represented via directed acyclic graphs. There are many methods in the literature to quantify the strength of arrows in a causal acyclic graph. These methods, however, have undesirable…
We consider situations where data have been collected such that the sampling depends on the outcome of interest and possibly further covariates, as for instance in case-control studies. Graphical models represent assumptions about the…
Understanding causal relationships between variables is a fundamental problem with broad impact in numerous scientific fields. While extensive research has been dedicated to learning causal graphs from data, its complementary concept of…
Given data sampled from a number of variables, one is often interested in the underlying causal relationships in the form of a directed acyclic graph. In the general case, without interventions on some of the variables it is only possible…
We propose a method to infer causal structures containing both discrete and continuous variables. The idea is to select causal hypotheses for which the conditional density of every variable, given its causes, becomes smooth. We define a…
We develope the framework of transitional conditional independence. For this we introduce transition probability spaces and transitional random variables. These constructions will generalize, strengthen and unify previous notions of…
We consider graphical models based on a recursive system of linear structural equations. This implies that there is an ordering, $\sigma$, of the variables such that each observed variable $Y_v$ is a linear function of a variable specific…