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Certain causal models involving unmeasured variables induce no independence constraints among the observed variables but imply, nevertheless, inequality contraints on the observed distribution. This paper derives a general formula for such…

Artificial Intelligence · Computer Science 2013-02-21 Judea Pearl

This study demonstrates the existence of a testable condition for the identification of the causal effect of a treatment on an outcome in observational data, which relies on two sets of variables: observed covariates to be controlled for…

Econometrics · Economics 2026-05-20 Martin Huber , Jannis Kueck

For binary outcome models, an endogeneity correction based on nonlinear rank-based transformations is proposed. Identification without external instruments is achieved under one of two assumptions: either the endogenous regressor is a…

Econometrics · Economics 2025-05-06 Alexander Mayer , Dominik Wied

Instrumental variable regression is a common approach for causal inference in the presence of unobserved confounding. However, identifying valid instruments is often difficult in practice. In this paper, we propose a novel method based on…

Methodology · Statistics 2026-01-22 Gregor Steiner , Jeremie Houssineau , Mark F. J. Steel

This paper proposes new tests of conditional independence of two random variables given a single-index involving an unknown finite-dimensional parameter. The tests employ Rosenblatt transforms and are shown to be distribution-free while…

Statistics Theory · Mathematics 2009-11-20 Kyungchul Song

We propose a method to distinguish causal influence from hidden confounding in the following scenario: given a target variable Y, potential causal drivers X, and a large number of background features, we propose a novel criterion for…

Machine Learning · Statistics 2022-02-07 You-Lin Chen , Lenon Minorics , Dominik Janzing

Recent developments in structural equation modeling have produced several methods that can usually distinguish cause from effect in the two-variable case. For that purpose, however, one has to impose substantial structural constraints or…

Artificial Intelligence · Computer Science 2015-04-23 Kun Zhang , Jiji Zhang , Bernhard Schölkopf

We introduce an approach which allows detecting causal relationships between variables for which the time evolution is available. Causality is assessed by a variational scheme based on the Information Imbalance of distance ranks, a…

Methodology · Statistics 2024-05-07 Vittorio Del Tatto , Gianfranco Fortunato , Domenica Bueti , Alessandro Laio

For binary experimental data, we discuss randomization-based inferential procedures that do not need to invoke any modeling assumptions. We also introduce methods for likelihood and Bayesian inference based solely on the physical…

Methodology · Statistics 2017-05-25 Peng Ding , Luke W. Miratrix

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

Exogenous heterogeneity, for example, in the form of instrumental variables can help us learn a system's underlying causal structure and predict the outcome of unseen intervention experiments. In this paper, we consider linear models in…

Methodology · Statistics 2024-10-21 Niklas Pfister , Jonas Peters

We study causal inference in a multi-environment setting, in which the functional relations for producing the variables from their direct causes remain the same across environments, while the distribution of exogenous noises may vary. We…

Machine Learning · Computer Science 2017-05-29 AmirEmad Ghassami , Saber Salehkaleybar , Negar Kiyavash , Kun Zhang

We propose and implement an approach to inference in linear instrumental variables models which is simultaneously robust and computationally tractable. Inference is based on self-normalization of sample moment conditions, and allows for…

Econometrics · Economics 2022-11-29 Eric Gautier , Christiern Rose

In the univariate case, we show that by comparing the individual complexities of univariate cause and effect, one can identify the cause and the effect, without considering their interaction at all. In our framework, complexities are…

Machine Learning · Computer Science 2020-02-25 Tomer Galanti , Ofir Nabati , Lior Wolf

In this paper, we focus on the problem of stable prediction across unknown test data, where the test distribution is agnostic and might be totally different from the training one. In such a case, previous machine learning methods might…

Machine Learning · Computer Science 2020-06-11 Kun Kuang , Bo Li , Peng Cui , Yue Liu , Jianrong Tao , Yueting Zhuang , Fei Wu

The validity OF a causal model can be tested ONLY IF the model imposes constraints ON the probability distribution that governs the generated data. IN the presence OF unmeasured variables, causal models may impose two types OF constraints :…

Artificial Intelligence · Computer Science 2013-01-07 Jin Tian , Judea Pearl

Heteroskedastic errors can lead to inaccurate statistical conclusions if they are not properly handled. We introduce a test for heteroskedasticity for the nonparametric regression model with multiple covariates. It is based on a suitable…

Methodology · Statistics 2018-02-21 Justin Chown , Ursula U. Müller

This paper provides a general framework for testing instrument validity in heterogeneous causal effect models. The generalization includes the cases where the treatment can be multivalued ordered or unordered. Based on a series of testable…

Econometrics · Economics 2023-10-11 Zhenting Sun

It is well known that while the independence of random variables implies zero correlation, the opposite is not true. Namely, uncorrelated random variables are not necessarily independent. In this note we show that the implication could be…

Statistics Theory · Mathematics 2024-04-22 Piotr Jaworski , Damian Jelito , Marcin Pitera

We propose GaussDetect-LiNGAM, a novel approach for bivariate causal discovery that eliminates the need for explicit Gaussianity tests by leveraging a fundamental equivalence between noise Gaussianity and residual independence in the…

Machine Learning · Computer Science 2025-12-04 Ziyi Ding , Xiao-Ping Zhang
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