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We consider continuous-time survival or more general event-history settings, where the aim is to infer the causal effect of a time-dependent treatment process. This is formalised as the effect on the outcome event of a (possibly…

Methodology · Statistics 2024-04-23 Kjetil Røysland , Pål Ryalen , Mari Nygård , Vanessa Didelez

A structural vector autoregressive (SVAR) process is a linear causal model for variables that evolve over a discrete set of time points and between which there may be lagged and instantaneous effects. The qualitative causal structure of an…

Statistics Theory · Mathematics 2024-08-19 Nicolas-Domenic Reiter , Jonas Wahl , Andreas Gerhardus , Jakob Runge

This paper introduces a novel approach for modelling time-varying connectivity in neuroimaging data, focusing on the slow fluctuations in synaptic efficacy that mediate neuronal dynamics. Building on the framework of Dynamic Causal…

Neurons and Cognition · Quantitative Biology 2024-12-05 Johan Medrano , Karl J. Friston , Peter Zeidman

Time series data is a collection of chronological observations which is generated by several domains such as medical and financial fields. Over the years, different tasks such as classification, forecasting, and clustering have been…

Machine Learning · Computer Science 2021-02-12 Raha Moraffah , Paras Sheth , Mansooreh Karami , Anchit Bhattacharya , Qianru Wang , Anique Tahir , Adrienne Raglin , Huan Liu

We develop a novel approach towards causal inference. Rather than structural equations over a causal graph, we learn stochastic differential equations (SDEs) whose stationary densities model a system's behavior under interventions. These…

Machine Learning · Computer Science 2024-03-19 Lars Lorch , Andreas Krause , Bernhard Schölkopf

In some causal inference scenarios, the treatment variable is measured inaccurately, for instance in epidemiology or econometrics. Failure to correct for the effect of this measurement error can lead to biased causal effect estimates.…

Machine Learning · Computer Science 2024-09-13 Antti Pöllänen , Pekka Marttinen

This paper focuses on drawing inference on the causal impact of an intervention at a specific time point, as manifested in an outcome variable over time. We operate on the interrupted time series framework and expand on approaches such as…

Methodology · Statistics 2022-10-07 Gianluca Giudice , Sara Geneletti , Konstantinos Kalogeropoulos

Inferring nonlinear and asymmetric causal relationships between multivariate longitudinal data is a challenging task with wide-ranging application areas including clinical medicine, mathematical biology, economics and environmental…

Methodology · Statistics 2021-08-25 Tom Edinburgh , Stephen J. Eglen , Ari Ercole

Soft sensor modeling plays a crucial role in process monitoring. Causal feature selection can enhance the performance of soft sensor models in industrial applications. However, existing methods ignore two critical characteristics of…

Machine Learning · Computer Science 2026-01-21 Shi-Shun Chen , Xiao-Yang Li , Enrico Zio

Going beyond correlations, the understanding and identification of causal relationships in observational time series, an important subfield of Causal Discovery, poses a major challenge. The lack of access to a well-defined ground truth for…

Machine Learning · Statistics 2021-04-19 Andrew R. Lawrence , Marcus Kaiser , Rui Sampaio , Maksim Sipos

At the heart of causal structure learning from observational data lies a deceivingly simple question: given two statistically dependent random variables, which one has a causal effect on the other? This is impossible to answer using…

Machine Learning · Computer Science 2020-10-13 Nikolaos Nikolaou , Konstantinos Sechidis

Marginal structural models are a popular method for estimating causal effects in the presence of time-varying exposures. In spite of their popularity, no scalable non-parametric estimator exist for marginal structural models with…

Methodology · Statistics 2024-09-30 Axel Martin , Michele Santacatterina , Iván Díaz

We propose a semiparametric framework for causal inference with right-censored survival outcomes and many weak invalid instruments, motivated by Mendelian randomization in biobank studies where classical methods may fail. We adopt an…

Methodology · Statistics 2025-10-06 Qiushi Bu , Wen Su , Xingqiu Zhao , Zhonghua Liu

Change point detection in time series aims to identify moments when the probability distribution of time series changes. It is widely applied in many areas, such as human activity sensing and medical science. In the context of multivariate…

Machine Learning · Computer Science 2025-07-15 Shanyun Gao , Raghavendra Addanki , Tong Yu , Ryan A. Rossi , Murat Kocaoglu

Mining genuine mechanisms underlying the complex data generation process in real-world systems is a fundamental step in promoting interpretability of, and thus trust in, data-driven models. Therefore, we propose a variation-based cause…

Artificial Intelligence · Computer Science 2022-11-23 Mohamed Amine ben Salem , Karim Said Barsim , Bin Yang

Causal discovery is the subfield of causal inference concerned with estimating the structure of cause-and-effect relationships in a system of interrelated variables, as opposed to quantifying the strength or describing the form of causal…

Methodology · Statistics 2026-03-26 Rebecca F. Supple , Hannah Worthington , Ben Swallow

While feedback loops are known to play important roles in many complex systems, their existence is ignored in a large part of the causal discovery literature, as systems are typically assumed to be acyclic from the outset. When applying…

Statistics Theory · Mathematics 2023-09-18 Joris M. Mooij , Tom Claassen

The broad abundance of time series data, which is in sharp contrast to limited knowledge of the underlying network dynamic processes that produce such observations, calls for a rigorous and efficient method of causal network inference. Here…

Information Theory · Computer Science 2015-05-19 Jie Sun , Dane Taylor , Erik M. Bollt

Constraint-based methods and noise-based methods are two distinct families of methods proposed for uncovering causal graphs from observational data. However, both operate under strong assumptions that may be challenging to validate or could…

Artificial Intelligence · Computer Science 2024-05-01 Daria Bystrova , Charles K. Assaad , Julyan Arbel , Emilie Devijver , Eric Gaussier , Wilfried Thuiller

Neurally-parameterized Structural Causal Models in the Pearlian notion to causality, referred to as NCM, were recently introduced as a step towards next-generation learning systems. However, said NCM are only concerned with the learning…

Machine Learning · Computer Science 2022-12-27 Matej Zečević , Devendra Singh Dhami , Kristian Kersting