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We study aleatoric and epistemic uncertainty estimation in a learned regressive system dynamics model. Disentangling aleatoric uncertainty (the inherent randomness of the system) from epistemic uncertainty (the lack of data) is crucial for…

Machine Learning · Computer Science 2025-03-21 Zhiyu An , Zhibo Hou , Wan Du

This paper focuses on causal structure estimation from time series data in which measurements are obtained at a coarser timescale than the causal timescale of the underlying system. Previous work has shown that such subsampling can lead to…

Artificial Intelligence · Computer Science 2016-07-14 Antti Hyttinen , Sergey Plis , Matti Järvisalo , Frederick Eberhardt , David Danks

The causal dependence in data is often characterized by Directed Acyclic Graphical (DAG) models, widely used in many areas. Causal discovery aims to recover the DAG structure using observational data. This paper focuses on causal discovery…

Machine Learning · Computer Science 2024-06-12 Boxin Zhao , Weishi Wang , Dingyuan Zhu , Ziqi Liu , Dong Wang , Zhiqiang Zhang , Jun Zhou , Mladen Kolar

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…

Methodology · Statistics 2019-06-28 Y. Samuel Wang , Mathias Drton

Inferring directed acyclic graphs (DAGs) from data via Markov chain Monte Carlo (MCMC) is computationally challenging in moderate-to-high dimensional settings because their discrete sampling space grows super-exponentially with the number…

Methodology · Statistics 2026-04-14 Morris Greenberg , Kieran R Campbell , Radu Craiu

With the growing complexity of cyberattacks targeting critical infrastructures such as water treatment networks, there is a pressing need for robust anomaly detection strategies that account for both system vulnerabilities and evolving…

Machine Learning · Computer Science 2025-08-14 Arun Vignesh Malarkkan , Haoyue Bai , Dongjie Wang , Yanjie Fu

Recovering the underlying Directed Acyclic Graph (DAG) structures from observational data presents a formidable challenge, partly due to the combinatorial nature of the DAG-constrained optimization problem. Recently, researchers have…

Machine Learning · Computer Science 2025-03-26 Zhen Zhang , Ignavier Ng , Dong Gong , Yuhang Liu , Mingming Gong , Biwei Huang , Kun Zhang , Anton van den Hengel , Javen Qinfeng Shi

We consider recovering causal structure from multivariate observational data. We assume the data arise from a linear structural equation model (SEM) in which the idiosyncratic errors are allowed to be dependent in order to capture possible…

Methodology · Statistics 2021-11-11 Y. Samuel Wang , Mathias Drton

Multivariate time series in domains such as finance, climate science, and healthcare often exhibit long-term trends, seasonal patterns, and short-term fluctuations, complicating causal inference under non-stationarity and autocorrelation.…

Machine Learning · Computer Science 2026-04-29 Muhammad Hasan Ferdous , Md Osman Gani

Causal Graph Discovery (CGD) is the process of estimating the underlying probabilistic graphical model that represents joint distribution of features of a dataset. CGD-algorithms are broadly classified into two categories: (i)…

Cryptography and Security · Computer Science 2024-10-01 Payel Bhattacharjee , Ravi Tandon

Conditional independence models associated with directed acyclic graphs (DAGs) may be characterized in at least three different ways: via a factorization, the global Markov property (given by the d-separation criterion), and the local…

Methodology · Statistics 2023-09-27 Thomas S. Richardson , Robin J. Evans , James M. Robins , Ilya Shpitser

We propose a novel machine learning approach for inferring causal variables of a target variable from observations. Our focus is on directly inferring a set of causal factors without requiring full causal graph reconstruction, which is…

Machine Learning · Computer Science 2025-10-01 Jang-Hyun Kim , Claudia Skok Gibbs , Sangdoo Yun , Hyun Oh Song , Kyunghyun Cho

Discovering the causal effect of a decision is critical to nearly all forms of decision-making. In particular, it is a key quantity in drug development, in crafting government policy, and when implementing a real-world machine learning…

Machine Learning · Computer Science 2020-03-04 Limor Gultchin , Matt J. Kusner , Varun Kanade , Ricardo Silva

Causal processes in biomedicine may contain cycles, evolve over time or differ between populations. However, many graphical models cannot accommodate these conditions. We propose to model causation using a mixture of directed cyclic graphs…

Machine Learning · Statistics 2020-09-08 Eric V. Strobl

In mixed graphs, there are both directed and undirected edges. An extension of acyclicity to this mixed-graph setting is known as maximally ancestral graphs. This extension is of considerable interest in causal learning in the presence of…

Machine Learning · Computer Science 2025-05-23 Petr Ryšavý , Pavel Rytíř , Xiaoyu He , Georgios Korpas , Jakub Mareček

In recent years, many methods have been developed for detecting causal relationships in observational data. Some of them have the potential to tackle large data sets. However, these methods fail to discover a combined cause, i.e. a…

Artificial Intelligence · Computer Science 2015-10-16 Saisai Ma , Jiuyong Li , Lin Liu , Thuc Duy Le

Causal investigations in observational studies pose a great challenge in research where randomized trials or intervention-based studies are not feasible. We develop an information geometric causal discovery and inference framework of…

Methodology · Statistics 2023-11-08 Soumik Purkayastha , Peter X. K. Song

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 constraints arising from DAG models with latent variables can be naturally represented by means of acyclic directed mixed graphs (ADMGs). Such graphs contain directed and bidirected arrows, and contain no directed cycles. DAGs with…

Machine Learning · Statistics 2012-07-24 Ilya Shpitser , Thomas S. Richardson , James M. Robins , Robin Evans

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
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