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Identifying causal relationships from observational time series data is a key problem in disciplines such as climate science or neuroscience, where experiments are often not possible. Data-driven causal inference is challenging since…

Methodology · Statistics 2019-12-03 Jakob Runge , Peer Nowack , Marlene Kretschmer , Seth Flaxman , Dino Sejdinovic

Causal discovery aims to infer causal relationships among variables from observational data, typically represented by a directed acyclic graph (DAG). Most existing methods assume independent and identically distributed observations, an…

Methodology · Statistics 2026-03-27 Alex Chen , Qing Zhou

Causal effect estimation from observational data is a challenging problem, especially with high dimensional data and in the presence of unobserved variables. The available data-driven methods for tackling the problem either provide an…

Methodology · Statistics 2022-07-25 Debo Cheng , Jiuyong Li , Lin Liu , Jiji Zhang , Jixue Liu , Thuc Duy Le

Causality can be described in terms of a structural causal model (SCM) that carries information on the variables of interest and their mechanistic relations. For most processes of interest the underlying SCM will only be partially…

Machine Learning · Computer Science 2021-10-26 Matej Zečević , Devendra Singh Dhami , Petar Veličković , Kristian Kersting

This study introduces an integrated framework for predictive causal inference designed to overcome limitations inherent in conventional single model approaches. Specifically, we combine a Hidden Markov Model (HMM) for spatial health state…

Methodology · Statistics 2025-10-31 Byunghee Lee , Hye Yeon Sin , Joonsung Kang

Causal inference is a critical research topic across many domains, such as statistics, computer science, education, public policy and economics, for decades. Nowadays, estimating causal effect from observational data has become an appealing…

Methodology · Statistics 2020-02-10 Liuyi Yao , Zhixuan Chu , Sheng Li , Yaliang Li , Jing Gao , Aidong Zhang

In this paper we review important aspects of semiparametric theory and empirical processes that arise in causal inference problems. We begin with a brief introduction to the general problem of causal inference, and go on to discuss…

Statistics Theory · Mathematics 2016-07-25 Edward H. Kennedy

In this paper, we consider a wide class of time-varying multivariate causal processes which nests many classic and new examples as special cases. We first prove the existence of a weakly dependent stationary approximation for our model…

Econometrics · Economics 2022-06-02 Jiti Gao , Bin Peng , Wei Biao Wu , Yayi Yan

Recent advances in artificial intelligence reveal the limits of purely predictive systems and call for a shift toward causal and collaborative reasoning. Drawing inspiration from the revolution of Grothendieck in mathematics, we introduce…

Artificial Intelligence · Computer Science 2025-06-02 Gabriele D'Acunto , Claudio Battiloro

Causal discovery from data affected by unobserved variables is an important but difficult problem to solve. The effects that unobserved variables have on the relationships between observed variables are more complex in nonlinear cases than…

Machine Learning · Computer Science 2021-06-07 Takashi Nicholas Maeda , Shohei Shimizu

Causal models seek to unravel the cause-effect relationships among variables from observed data, as opposed to mere mappings among them, as traditional regression models do. This paper introduces a novel causal discovery algorithm designed…

Machine Learning · Computer Science 2024-10-03 Saeed Mohseni-Sehdeh , Walid Saad

Here we introduce Partially Observed Structural Causal Models (POSCMs) that formalize causal systems where latent contexts co-determine both the interaction structure and downstream mechanisms on observed variables. POSCMs provide an…

Machine Learning · Computer Science 2026-05-06 Turan Orujlu , Jordan Matelsky , Martin V. Butz , Charley M. Wu , Konrad P. Kording

We introduce a novel framework for causal explanations of stochastic, sequential decision-making systems built on the well-studied structural causal model paradigm for causal reasoning. This single framework can identify multiple,…

Artificial Intelligence · Computer Science 2023-01-12 Samer B. Nashed , Saaduddin Mahmud , Claudia V. Goldman , Shlomo Zilberstein

Causal discovery aims to learn causal relationships between variables from targeted data, making it a fundamental task in machine learning. However, causal discovery algorithms often rely on unverifiable causal assumptions, which are…

Machine Learning · Computer Science 2025-10-15 Huiyang Yi , Yanyan He , Duxin Chen , Mingyu Kang , He Wang , Wenwu Yu

We address the problem of estimating causal effects from observational data in the presence of network confounding, a setting where both treatment assignment and observed outcomes of individuals may be influenced by their neighbors within a…

Machine Learning · Computer Science 2026-03-24 Abhishek Dalvi , Neil Ashtekar , Vasant Honavar

Inferring cause-effect relationships from observational data has gained significant attention in recent years, but most methods are limited to scalar random variables. In many important domains, including neuroscience, psychology, social…

Machine Learning · Statistics 2025-06-06 Konstantin Göbler , Tobias Windisch , Mathias Drton

Learning the dynamic causal structure of time series is a challenging problem. Most existing approaches rely on distributional or structural invariance to uncover underlying causal dynamics, assuming stationary or partially stationary…

Machine Learning · Computer Science 2026-02-27 Dezhi Yang , Qiaoyu Tan , Carlotta Domeniconi , Jun Wang , Lizhen Cui , Guoxian Yu

Without loss of generality, existing machine learning techniques may learn spurious correlation dependent on the domain, which exacerbates the generalization of models in out-of-distribution (OOD) scenarios. To address this issue, recent…

Machine Learning · Computer Science 2024-06-18 Bin Qin , Jiangmeng Li , Yi Li , Xuesong Wu , Yupeng Wang , Wenwen Qiang , Jianwen Cao

Detecting anomalies and the corresponding root causes in multivariate time series plays an important role in monitoring the behaviors of various real-world systems, e.g., IT system operations or manufacturing industry. Previous anomaly…

Machine Learning · Computer Science 2022-09-30 Wenzhuo Yang , Kun Zhang , Steven C. H. Hoi

Causal inference methods (instrumental variables, difference-in-differences, regression discontinuity, etc.) are primary tools used across many social science milieus. One area where their application has lagged however, is in the study of…

Econometrics · Economics 2026-04-22 Samuele Centorrino , Christopher F. Parmeter
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