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Information theoretic measures (entropies, entropy rates, mutual information) are nowadays commonly used in statistical signal processing for real-world data analysis. The present work proposes the use of Auto Mutual Information (Mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 C Granero-Belinchón , S. Roux , P. Abry , N. Garnier

Causal discovery aims to recover information about an unobserved causal graph from the observable data it generates. Layerings are orderings of the variables which place causes before effects. In this paper, we provide ways to recover…

We define the concept of dependence among multiple variables using maximum entropy techniques and introduce a graphical notation to denote the dependencies. Direct inference of information theoretic quantities from data uncovers…

Quantitative Methods · Quantitative Biology 2007-07-13 Ilya Nemenman

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…

The paper addresses the problem of finding the causal direction between two associated variables. The proposed solution is to build an autoencoder of their joint distribution and to maximize its estimation capacity relative to both the…

Machine Learning · Statistics 2022-12-09 Matthias Feiler

Causal discovery broadens the inference possibilities, as correlation does not inform about the relationship direction. The common approaches were proposed for cases in which prior knowledge is desired, when the impact of a…

Applications · Statistics 2018-07-18 Marcel Młyńczak

Consider the case that one observes a single time-series, where at each time t one observes a data record O(t) involving treatment nodes A(t), possible covariates L(t) and an outcome node Y(t). The data record at time t carries information…

Statistics Theory · Mathematics 2021-02-04 Mark J. van der Laan , Ivana Malenica

Randomized Controlled Trials are one of the pillars of science; nevertheless, they rely on hand-crafted hypotheses and expensive analysis. Such constraints prevent causal effect estimation at scale, potentially anchoring on popular yet…

Machine Learning · Computer Science 2026-01-07 Tommaso Mencattini , Riccardo Cadei , Francesco Locatello

In many scientific contexts, different investigators experiment with or observe different variables with data from a domain in which the distinct variable sets might well be related. This sort of fragmentation sometimes occurs in molecular…

Artificial Intelligence · Computer Science 2019-09-05 Shuyan Wang

While causal models are becoming one of the mainstays of machine learning, the problem of uncertainty quantification in causal inference remains challenging. In this paper, we study the causal data fusion problem, where datasets pertaining…

Machine Learning · Statistics 2021-06-08 Siu Lun Chau , Jean-François Ton , Javier González , Yee Whye Teh , Dino Sejdinovic

This paper introduces a collection of four data sets, similar to Anscombe's Quartet, that aim to highlight the challenges involved when estimating causal effects. Each of the four data sets is generated based on a distinct causal mechanism:…

Methodology · Statistics 2023-07-20 Lucy D'Agostino McGowan , Travis Gerke , Malcolm Barrett

Causal inference concerns the identification of cause-effect relationships between variables. However, often only linear combinations of variables constitute meaningful causal variables. For example, recovering the signal of a cortical…

The increasing multiplicity of data sources offers exciting possibilities in estimating the effects of a treatment, intervention, or exposure, particularly if observational and experimental sources could be used simultaneously. Borrowing…

Methodology · Statistics 2020-03-24 Jeffrey A. Boatman , David M. Vock , Joseph S. Koopmeiners

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

We study identification and estimation of causal effects in settings with panel data. Traditionally researchers follow model-based identification strategies relying on assumptions governing the relation between the potential outcomes and…

Econometrics · Economics 2022-02-18 Dmitry Arkhangelsky , Guido W. Imbens

Inferring causal effects from an observational study is challenging because participants are not randomized to treatment. Observational studies in infectious disease research present the additional challenge that one participant's treatment…

Methodology · Statistics 2020-12-25 Brian G. Barkley , Michael G. Hudgens , John D. Clemens , Mohammad Ali , Michael E. Emch

Thanks to technological advances leading to near-continuous time observations, emerging multivariate point process data offer new opportunities for causal discovery. However, a key obstacle in achieving this goal is that many relevant…

Machine Learning · Statistics 2021-12-15 Xu Wang , Ali Shojaie

Observational data is increasingly used as a means for making individual-level causal predictions and intervention recommendations. The foremost challenge of causal inference from observational data is hidden confounding, whose presence…

Machine Learning · Statistics 2018-10-30 Nathan Kallus , Aahlad Manas Puli , Uri Shalit

The era of big data has witnessed an increasing availability of observational data from mobile and social networking, online advertising, web mining, healthcare, education, public policy, marketing campaigns, and so on, which facilitates…

Machine Learning · Computer Science 2023-03-06 Zhixuan Chu , Ruopeng Li , Stephen Rathbun , Sheng Li

Causal variables in Markov boundary (MB) have been widely applied in extensive single-label tasks. While few researches focus on the causal variable discovery in multi-label data due to the complex causal relationships. Since some variables…

Machine Learning · Computer Science 2020-11-10 Xingyu Wu , Bingbing Jiang , Yan Zhong , Huanhuan Chen