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Counterfactual learning has become promising for understanding and modeling causality in complex and dynamic systems. This paper presents a novel method for counterfactual learning in the context of multivariate time series analysis and…

Machine Learning · Computer Science 2026-03-03 Gianlucca Zuin , Adriano Veloso

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

Inducing causal relationships from observations is a classic problem in machine learning. Most work in causality starts from the premise that the causal variables themselves are observed. However, for AI agents such as robots trying to make…

This paper explores the potential of the transformer models for learning Granger causality in networks with complex nonlinear dynamics at every node, as in neurobiological and biophysical networks. Our study primarily focuses on a…

Machine Learning · Computer Science 2025-10-21 Ziyu Lu , Anika Tabassum , Shruti Kulkarni , Lu Mi , J. Nathan Kutz , Eric Shea-Brown , Seung-Hwan Lim

Identifying causal relations among multi-variate time series is one of the most important elements towards understanding the complex mechanisms underlying the dynamic system. It provides critical tools for forecasting, simulations and…

Machine Learning · Computer Science 2023-02-22 Yang Sun , Yifan Xie

Granger causality has been widely used in various application domains to capture lead-lag relationships amongst the components of complex dynamical systems, and the focus in extant literature has been on a single dynamical system. In…

Machine Learning · Computer Science 2024-02-27 Jiahe Lin , Huitian Lei , George Michailidis

In data science, vector autoregression (VAR) models are popular in modeling multivariate time series in the environmental sciences and other applications. However, these models are computationally complex with the number of parameters…

Methodology · Statistics 2022-09-20 Zhihao Hu , Shyam Ranganathan , Yang Shao , Xinwei Deng

Classical machine learning techniques often struggle with overfitting and unreliable predictions when exposed to novel conditions. Introducing causality into the modelling process offers a promising way to mitigate these challenges by…

Computational Engineering, Finance, and Science · Computer Science 2025-05-28 David Zapata Gonzalez , Marcel Meyer , Oliver Mueller

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

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

Causal interactions in time series networks can be dynamic and nonlinear, making it difficult to identify them using conventional linear causality estimations. We propose a novel approach, called Threshold Autoregressive Modeling for…

Applications · Statistics 2025-09-19 Sipan Aslan , Hernando Ombao

Imitation learning enables high-fidelity, vision-based learning of policies within rich, photorealistic environments. However, such techniques often rely on traditional discrete-time neural models and face difficulties in generalizing to…

Machine Learning · Computer Science 2021-08-18 Charles Vorbach , Ramin Hasani , Alexander Amini , Mathias Lechner , Daniela Rus

Temporal causal analysis means understanding the underlying causes behind observed variables over time. Deep learning based methods such as transformers are increasingly used to capture temporal dynamics and causal relationships beyond mere…

Machine Learning · Computer Science 2024-11-21 Riya Mahesh , Rahul Vashisht , Chandrashekar Lakshminarayanan

Causal structure learning has long been the central task of inferring causal insights from data. Despite the abundance of real-world processes exhibiting higher-order mechanisms, however, an explicit treatment of interactions in causal…

Machine Learning · Computer Science 2025-11-07 James Enouen , Yujia Zheng , Ignavier Ng , Yan Liu , Kun Zhang

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

The growing availability and importance of time series data across various domains, including environmental science, epidemiology, and economics, has led to an increasing need for time-series causal discovery methods that can identify the…

Machine Learning · Computer Science 2024-04-03 Omar Faruque , Sahara Ali , Xue Zheng , Jianwu Wang

Learning causal relationships is a fundamental problem in science. Anchor regression has been developed to address this problem for a large class of causal graphical models, though the relationships between the variables are assumed to be…

Machine Learning · Statistics 2022-11-01 Wenqi Shi , Wenkai Xu

Discovery of causal relationships from observational data is an important problem in many areas. Several recent results have established the identifiability of causal DAGs with non-Gaussian and/or nonlinear structural equation models…

Machine Learning · Statistics 2020-12-15 Bingling Wang , Qing Zhou

We introduce a novel framework for temporal causal discovery and inference that addresses two key challenges: complex nonlinear dependencies and spurious correlations. Our approach employs a multi-layer Transformer-based time-series…

Machine Learning · Computer Science 2025-08-25 Jihua Huang , Yi Yao , Ajay Divakaran

Nonlinear machine-learning models are increasingly used to discover causal relationships in time-series data, yet the interpretation of their outputs remains poorly understood. In particular, causal scores produced by regularized neural…

Machine Learning · Computer Science 2026-05-27 Valentina Kuskova , Dmitry Zaytsev , Michael Coppedge