Related papers: Dynamic Asymmetric Causality Tests with an Applica…
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…
Understanding causal relationships among the variables of a system is paramount to explain and control its behavior. For many real-world systems, however, the true causal graph is not readily available and one must resort to predictions…
We develop a mathematical and interpretative foundation for the enterprise of decision-theoretic statistical causality (DT), which is a straightforward way of representing and addressing causal questions. DT reframes causal inference as…
Simulation methods are among the most ubiquitous methodological tools in statistical science. In particular, statisticians often is simulation to explore properties of statistical functionals in models for which developed statistical theory…
The notion of causal effect is fundamental across many scientific disciplines. Traditionally, quantitative researchers have studied causal effects at the level of variables; for example, how a certain drug dose (W) causally affects a…
A/B testing is a widely-used paradigm within marketing optimization because it promises identification of causal effects and because it is implemented out of the box in most messaging delivery software platforms. Modern businesses, however,…
Causal inference studies whether the presence of a variable influences an observed outcome. As measured by quantities such as the "average treatment effect," this paradigm is employed across numerous biological fields, from vaccine and drug…
Discovery of causal relations is fundamental for understanding the dynamics of complex systems. While causal interactions are well defined for acyclic systems that can be separated into causally effective subsystems, a mathematical…
Detecting and measuring confounding effects from data is a key challenge in causal inference. Existing methods frequently assume causal sufficiency, disregarding the presence of unobserved confounding variables. Causal sufficiency is both…
We consider two variables that are related to each other by an invertible function. While it has previously been shown that the dependence structure of the noise can provide hints to determine which of the two variables is the cause, we…
Estimating causal effects from observational data requires identifying valid adjustment sets. This task is especially challenging in realistic settings where latent confounding and feedback loops are present. Existing approaches typically…
This paper concerns the assessment of the effects of actions from a combination of nonexperimental data and causal assumptions encoded in the form of a directed acyclic graph in which some variables are presumed to be unobserved. We provide…
This paper deals with the problem of evaluating the causal effect using observational data in the presence of an unobserved exposure/ outcome variable, when cause-effect relationships between variables can be described as a directed acyclic…
Many legal cases require decisions about causality, responsibility or blame, and these may be based on statistical data. However, causal inferences from such data are beset by subtle conceptual and practical difficulties, and in general it…
Multiple metrics have been developed to detect causality relations between data describing the elements constituting complex systems, all of them considering their evolution through time. Here we propose a metric able to detect causality…
In prior work we have introduced an asymptotic threshold of sufficient randomness for causal inference from observational data. In this paper we extend that prior work in three main ways. First, we show how to empirically estimate a lower…
Transient phenomena play a key role in coordinating brain activity at multiple scales, however,their underlying mechanisms remain largely unknown. A key challenge for neural data science is thus to characterize the network interactions at…
The purpose of this note is to point out analogies between causal analysis in statistics and the correlation-response theory in statistical physics. It is further shown that for some systems the dynamic cavity offers a way to compute the…
Causality has the potential to truly transform the way we solve a large number of real-world problems. Yet, so far, its potential largely remains to be unlocked as causality often requires crucial assumptions which cannot be tested in…
We propose using a permutation test to detect discontinuities in an underlying economic model at a known cutoff point. Relative to the existing literature, we show that this test is well suited for event studies based on time-series data.…