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Causal discovery is to learn cause-effect relationships among variables given observational data and is important for many applications. Existing causal discovery methods assume data sufficiency, which may not be the case in many real world…

Machine Learning · Computer Science 2022-06-20 Zijun Cui , Naiyu Yin , Yuru Wang , Qiang Ji

We propose and implement an approach to inference in linear instrumental variables models which is simultaneously robust and computationally tractable. Inference is based on self-normalization of sample moment conditions, and allows for…

Econometrics · Economics 2022-11-29 Eric Gautier , Christiern Rose

This work was developed aiming to employ Statistical techniques to the field of Music Emotion Recognition, a well-recognized area within the Signal Processing world, but hardly explored from the statistical point of view. Here, we opened…

Machine Learning · Statistics 2021-07-13 Nathalie Deziderio , Hugo Tremonte de Carvalho

Learning causal relationships between pairs of complex traits from observational studies is of great interest across various scientific domains. However, most existing methods assume the absence of unmeasured confounding and restrict causal…

Methodology · Statistics 2024-07-17 Wei Li , Rui Duan , Sai Li

Inspired by applications in sports where the skill of players or teams competing against each other varies over time, we propose a probabilistic model of pairwise-comparison outcomes that can capture a wide range of time dynamics. We…

Machine Learning · Statistics 2019-05-20 Lucas Maystre , Victor Kristof , Matthias Grossglauser

Estimating the causal effect of an exposure on an outcome is an important task in many economical and biological studies. Mendelian randomization, in particular, uses genetic variants as instruments to estimate causal effects in…

Methodology · Statistics 2017-06-06 Sai Li

The instrumental variable (IV) approach is a widely used way to estimate the causal effects of a treatment on an outcome of interest from observational data with latent confounders. A standard IV is expected to be related to the treatment…

Machine Learning · Computer Science 2022-11-30 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Jixue Liu , Thuc Duy Le

We introduce an approach which allows detecting causal relationships between variables for which the time evolution is available. Causality is assessed by a variational scheme based on the Information Imbalance of distance ranks, a…

Methodology · Statistics 2024-05-07 Vittorio Del Tatto , Gianfranco Fortunato , Domenica Bueti , Alessandro Laio

Consider the problem of estimating the local average treatment effect with an instrument variable, where the instrument unconfoundedness holds after adjusting for a set of measured covariates. Several unknown functions of the covariates…

Methodology · Statistics 2020-09-22 Baoluo Sun , Zhiqiang Tan

Estimating causal interactions in complex dynamical systems is an important problem encountered in many fields of current science. While a theoretical solution for detecting the causal interactions has been previously formulated in the…

Data Analysis, Statistics and Probability · Physics 2020-01-20 Jakub Kořenek , Jaroslav Hlinka

Bayesian inference allows machine learning models to express uncertainty. Current machine learning models use only a single learnable parameter combination when making predictions, and as a result are highly overconfident when their…

Machine Learning · Computer Science 2022-02-23 Andrew Wood , Moshik Hershcovitch , Daniel Waddington , Sarel Cohen , Peter Chin

Robust decision making involves making decisions in the presence of uncertainty and is often used in critical domains such as healthcare, supply chains, and finance. Causality plays a crucial role in decision-making as it predicts the…

Methodology · Statistics 2025-07-23 Saideep Nannapaneni , Joseph Sakaya , Kyle Caron , Pedro HM Albuquerque , Zaid Tashman

Instrumental variables are a popular study design for the estimation of treatment effects in the presence of unobserved confounders. In the canonical instrumental variables design, the instrument is a binary variable. In many settings,…

Methodology · Statistics 2024-10-10 Prabrisha Rakshit , Alexander Levis , Luke Keele

Recently, there has been considerable progress on designing algorithms with provable guarantees -- typically using linear algebraic methods -- for parameter learning in latent variable models. But designing provable algorithms for inference…

Machine Learning · Computer Science 2016-05-30 Sanjeev Arora , Rong Ge , Frederic Koehler , Tengyu Ma , Ankur Moitra

Uncertainty quantification is central to many applications of causal machine learning, yet principled Bayesian inference for causal effects remains challenging. Standard Bayesian approaches typically require specifying a probabilistic model…

Machine Learning · Statistics 2026-03-04 Emil Javurek , Dennis Frauen , Yuxin Wang , Stefan Feuerriegel

Uncertainty in the estimation of the causal effect in observational studies is often due to unmeasured confounding, i.e., the presence of unobserved covariates linking treatments and outcomes. Instrumental Variables (IV) are commonly used…

Methodology · Statistics 2019-07-30 M. Usaid Awan , Yameng Liu , Marco Morucci , Sudeepa Roy , Cynthia Rudin , Alexander Volfovsky

Simulator-based models are models for which the likelihood is intractable but simulation of synthetic data is possible. They are often used to describe complex real-world phenomena, and as such can often be misspecified in practice.…

Dynamic prediction of causal effects under different treatment regimes conditional on an individual's characteristics and longitudinal history is an essential problem in precision medicine. This is challenging in practice because outcomes…

Methodology · Statistics 2023-03-07 Yizhen Xu , Jisoo Kim , Laura K. Hummers , Ami A. Shah , Scott Zeger

To draw scientifically meaningful conclusions and build reliable models of quantitative phenomena, cause and effect must be taken into consideration (either implicitly or explicitly). This is particularly challenging when the measurements…

Machine Learning · Computer Science 2020-12-11 Max A. Little , Reham Badawy

Exogenous heterogeneity, for example, in the form of instrumental variables can help us learn a system's underlying causal structure and predict the outcome of unseen intervention experiments. In this paper, we consider linear models in…

Methodology · Statistics 2024-10-21 Niklas Pfister , Jonas Peters