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Multivariate time series anomaly detection has numerous real-world applications and is being extensively studied. Modeling pairwise correlations between variables is crucial. Existing methods employ learnable graph structures and graph…

Machine Learning · Computer Science 2025-01-24 Zehao Liu , Mengzhou Gao , Pengfei Jiao

Graphical models based on Directed Acyclic Graphs (DAGs) are widely used to answer causal questions across a variety of scientific and social disciplines. However, observational data alone cannot distinguish in general between DAGs…

Methodology · Statistics 2022-06-03 Federico Castelletti , Guido Consonni

We propose to address the task of causal structure learning from data in a supervised manner. Existing work on learning causal directions by supervised learning is restricted to learning pairwise relation, and not well suited for whole DAG…

Machine Learning · Computer Science 2020-06-09 Hebi Li , Qi Xiao , Jin Tian

Time series data are found in many areas of healthcare such as medical time series, electronic health records (EHR), measurements of vitals, and wearable devices. Causal discovery, which involves estimating causal relationships from…

Machine Learning · Computer Science 2023-10-18 Muhammad Hasan Ferdous , Uzma Hasan , Md Osman Gani

We consider a binary response which is potentially affected by a set of continuous variables. Of special interest is the causal effect on the response due to an intervention on a specific variable. The latter can be meaningfully determined…

Methodology · Statistics 2020-09-11 Federico Castelletti , Guido Consonni

Estimating the structure of directed acyclic graphs (DAGs) from observational data remains a significant challenge in machine learning. Most research in this area concentrates on learning a single DAG for the entire population. This paper…

Machine Learning · Statistics 2024-02-21 Ryan Thompson , Edwin V. Bonilla , Robert Kohn

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

We study two problems related to recovering causal graphs from interventional data: (i) $\textit{verification}$, where the task is to check if a purported causal graph is correct, and (ii) $\textit{search}$, where the task is to recover the…

Machine Learning · Computer Science 2022-10-11 Davin Choo , Kirankumar Shiragur , Arnab Bhattacharyya

Unobserved confounding is one of the greatest challenges for causal discovery. The case in which unobserved variables have a widespread effect on many of the observed ones is particularly difficult because most pairs of variables are…

Machine Learning · Statistics 2021-05-26 Alexis Bellot , Mihaela van der Schaar

We study the problem of automatically discovering Granger causal relations from observational multivariate time-series data.Vector autoregressive (VAR) models have been time-tested for this problem, including Bayesian variants and more…

Machine Learning · Computer Science 2024-05-27 He Zhao , Vassili Kitsios , Terence J. O'Kane , Edwin V. Bonilla

Learning causal relationships between variables is a well-studied problem in statistics, with many important applications in science. However, modeling real-world systems remain challenging, as most existing algorithms assume that the…

We introduce a novel class of labeled directed acyclic graph (LDAG) models for finite sets of discrete variables. LDAGs generalize earlier proposals for allowing local structures in the conditional probability distribution of a node, such…

Machine Learning · Statistics 2014-11-12 Johan Pensar , Henrik Nyman , Timo Koski , Jukka Corander

Algorithms for constraint-based causal discovery select graphical causal models among a space of possible candidates (e.g., all directed acyclic graphs) by executing a sequence of conditional independence tests. These may be used to inform…

Methodology · Statistics 2025-09-19 Ting-Hsuan Chang , Zijian Guo , Daniel Malinsky

The problem of learning a directed acyclic graph (DAG) up to Markov equivalence is equivalent to the problem of finding a permutation of the variables that induces the sparsest graph. Without additional assumptions, this task is known to be…

Methodology · Statistics 2020-11-10 Chandler Squires , Joshua Amaniampong , Caroline Uhler

Graphs are expressive abstractions representing more effectively relationships in data and enabling data science tasks. They are also a widely adopted paradigm in causal inference focusing on causal directed acyclic graphs. Causal DAGs…

Databases · Computer Science 2024-12-19 Amedeo Pachera , Mattia Palmiotto , Angela Bonifati , Andrea Mauri

The combinatorial search space presents a significant challenge to learning causality from data. Recently, the problem has been formulated into a continuous optimization framework with an acyclicity constraint, allowing for the exploration…

Machine Learning · Computer Science 2022-04-04 Hristo Petkov , Colin Hanley , Feng Dong

Graph-based causal discovery methods aim to capture conditional independencies consistent with the observed data and differentiate causal relationships from indirect or induced ones. Successful construction of graphical models of data…

Machine Learning · Statistics 2021-01-08 Boris Hayete , Fred Gruber , Anna Decker , Raymond Yan

We study time-dependent mediators in survival analysis using a treatment separation approach due to Didelez [2019] and based on earlier work by Robins and Richardson [2011]. This approach avoids nested counterfactuals and crossworld…

Methodology · Statistics 2023-10-10 Søren Wengel Mogensen , Odd O. Aalen , Susanne Strohmaier

Causal discovery from i.i.d. observational data is known to be generally ill-posed. We demonstrate that if we have access to the distribution {induced} by a structural causal model, and additional data from (in the best case) \textit{only…

Machine Learning · Statistics 2026-05-15 Francesco Montagna

We propose a method to identify nonlinear acyclic networks in continuous time when the dynamics are located on the edges and all the nodes are excited. We show that it is necessary and sufficient to measure all the sinks to identify any…

Optimization and Control · Mathematics 2026-03-05 Ramachandran Anantharaman , Renato Vizuete , Julien M. Hendrickx , Alexandre Mauroy