Related papers: Causal Inference from Slowly Varying Nonstationary…
Causal inference for observational longitudinal studies often requires the accurate estimation of treatment effects on time-to-event outcomes in the presence of time-dependent patient history and time-dependent covariates. To tackle this…
This paper develops a framework for identification, estimation, and inference on the causal mechanisms driving endogenous social network formation. Identification is challenging because of unobserved confounders and reverse causality;…
State-space models (SSMs) are a popular tool for modeling animal abundances. Inference difficulties for simple linear SSMs are well known, particularly in relation to simultaneous estimation of process and observation variances. Several…
We consider the task of causal imputation, where we aim to predict the outcomes of some set of actions across a wide range of possible contexts. As a running example, we consider predicting how different drugs affect cells from different…
We propose a method to detect model misspecifications in nonlinear causal additive and potentially heteroscedastic noise models. We aim to identify predictor variables for which we can infer the causal effect even in cases of such…
Causal modeling has long been an attractive topic for many researchers and in recent decades there has seen a surge in theoretical development and discovery algorithms. Generally discovery algorithms can be divided into two approaches:…
Discovering the causal structure among a set of variables is a fundamental problem in many areas of science. In this paper, we propose Kernel Conditional Deviance for Causal Inference (KCDC) a fully nonparametric causal discovery method…
The inference of the causal relationship between a pair of observed variables is a fundamental problem in science, and most existing approaches are based on one single causal model. In practice, however, observations are often collected…
Causal processes in nature may contain cycles, and real datasets may violate causal sufficiency as well as contain selection bias. No constraint-based causal discovery algorithm can currently handle cycles, latent variables and selection…
Learning causal relationships among a set of variables, as encoded by a directed acyclic graph, from observational data is complicated by the presence of unobserved confounders. Instrumental variables (IVs) are a popular remedy for this…
This paper introduces a new framework for recovering causal graphs from observational data, leveraging the observation that the distribution of an effect, conditioned on its causes, remains invariant to changes in the prior distribution of…
We present Causal Generative Neural Networks (CGNNs) to learn functional causal models from observational data. CGNNs leverage conditional independencies and distributional asymmetries to discover bivariate and multivariate causal…
Detecting and localizing change points in sequential data is of interest in many areas of application. Various notions of change points have been proposed, such as changes in mean, variance, or the linear regression coefficient. In this…
We present a sample path dependent measure of causal influence between two time series. The proposed measure is a random variable whose expected sum is the directed information. A realization of the proposed measure may be used to identify…
Linear causal models are important tools for modeling causal dependencies and yet in practice, only a subset of the variables can be observed. In this paper, we examine the parameter identifiability of these models by investigating whether…
Establishing causal relations between random variables from observational data is perhaps the most important challenge in today's \blue{science}. In remote sensing and geosciences this is of special relevance to better understand the…
Time series foundation models (TSFMs) are widely used as generic feature extractors, yet the notion of non-stationarity in their embedding spaces remains poorly understood. Recent work often conflates non-stationarity with distribution…
In multivariate time series analysis, understanding the underlying causal relationships among variables is often of interest for various applications. Directed acyclic graphs (DAGs) provide a powerful framework for representing causal…
Causal discovery, the task of inferring causal structure from data, has the potential to uncover mechanistic insights from biological experiments, especially those involving perturbations. However, causal discovery algorithms over larger…
Causal discovery in time series is increasingly performed using nonlinear machine-learning models, yet the resulting causal relationships are almost always summarized by scalar edge scores. We argue that this practice obscures the true…