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Stochastic processes generated by non-stationary distributions are difficult to represent with conventional models such as Gaussian processes. This work presents Recurrent Autoregressive Flows as a method toward general stochastic process…

Machine Learning · Computer Science 2020-06-20 John Mern , Peter Morales , Mykel J. Kochenderfer

In this work, we investigate the use of normalizing flows to model conditional distributions. In particular, we use our proposed method to analyze inverse problems with invertible neural networks by maximizing the posterior likelihood. Our…

Machine Learning · Computer Science 2019-11-07 Zhisheng Xiao , Qing Yan , Yali Amit

In causal inference, interference occurs when the treatment of one unit may affect the outcomes of other units. The goal of this work is to serve as a guide to the use of linear outcome modeling for estimating causal effects in settings…

Methodology · Statistics 2026-04-01 Eric Tong , Salvador V. Balkus

Causal models bring many benefits to decision-making systems (or agents) by making them interpretable, sample-efficient, and robust to changes in the input distribution. However, spurious correlations can lead to wrong causal models and…

Machine Learning · Computer Science 2020-12-09 Sergei Volodin , Nevan Wichers , Jeremy Nixon

Structural failure time models are causal models for estimating the effect of time-varying treatments on a survival outcome. G-estimation and artificial censoring have been proposed to estimate the model parameters in the presence of…

Methodology · Statistics 2019-02-19 Shu Yang , Karen Pieper , Frank Cools

We propose a counterfactual approach to train ``causality-aware" predictive models that are able to leverage causal information in static anticausal machine learning tasks (i.e., prediction tasks where the outcome influences the features).…

Applications · Statistics 2020-12-01 Elias Chaibub Neto

Causality is receiving increasing attention by the artificial intelligence and machine learning communities. This paper gives an example of modelling a recommender system problem using causal graphs. Specifically, we approached the causal…

Information Retrieval · Computer Science 2024-09-17 Emanuele Cavenaghi , Fabio Stella , Markus Zanker

This paper proposes the use of causal modeling to detect and mitigate algorithmic bias. We provide a brief description of causal modeling and a general overview of our approach. We then use the Adult dataset, which is available for download…

Machine Learning · Computer Science 2023-11-10 Wendy Hui , Wai Kwong Lau

It is evidence that representation learning can improve model's performance over multiple downstream tasks in many real-world scenarios, such as image classification and recommender systems. Existing learning approaches rely on establishing…

Machine Learning · Computer Science 2022-02-18 Mengyue Yang , Xinyu Cai , Furui Liu , Xu Chen , Zhitang Chen , Jianye Hao , Jun Wang

Discovering the underlying dynamics of complex systems from data is an important practical topic. Constrained optimization algorithms are widely utilized and lead to many successes. Yet, such purely data-driven methods may bring about…

Dynamical Systems · Mathematics 2023-05-17 Nan Chen , Yinling Zhang

Causal models are important tools to understand complex phenomena and predict the outcome of controlled experiments, also known as interventions. In this work, we present statistical rates of estimation for linear cyclic causal models under…

Statistics Theory · Mathematics 2019-06-11 Jan-Christian Hütter , Philippe Rigollet

We study the problem of causal discovery through targeted interventions. Starting from few observational measurements, we follow a Bayesian active learning approach to perform those experiments which, in expectation with respect to the…

Machine Learning · Statistics 2019-10-10 Julius von Kügelgen , Paul K Rubenstein , Bernhard Schölkopf , Adrian Weller

This paper investigates new ways of estimating and identifying causal, noncausal, and mixed causal-noncausal autoregressive models driven by a non-Gaussian error sequence. We do not assume any parametric distribution function for the…

Econometrics · Economics 2022-11-28 Alain Hecq , Daniel Velasquez-Gaviria

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

The abundance of data produced daily from large variety of sources has boosted the need of novel approaches on causal inference analysis from observational data. Observational data often contain noisy or missing entries. Moreover, causal…

Methodology · Statistics 2017-03-14 Fani Tsapeli , Peter Tino , Mirco Musolesi

We consider linear non-Gaussian structural equation models that involve latent confounding. In this setting, the causal structure is identifiable, but, in general, it is not possible to identify the specific causal effects. Instead, a…

Machine Learning · Statistics 2024-08-12 Daniela Schkoda , Elina Robeva , Mathias Drton

One of the pivotal tasks in scientific machine learning is to represent underlying dynamical systems from time series data. Many methods for such dynamics learning explicitly require the derivatives of state data, which are not directly…

Machine Learning · Computer Science 2024-04-17 Dongwei Ye , Mengwu Guo

We introduce a conditional pseudo-reversible normalizing flow for constructing surrogate models of a physical model polluted by additive noise to efficiently quantify forward and inverse uncertainty propagation. Existing surrogate modeling…

Machine Learning · Computer Science 2024-04-02 Minglei Yang , Pengjun Wang , Ming Fan , Dan Lu , Yanzhao Cao , Guannan Zhang

A linear non-Gaussian structural equation model called LiNGAM is an identifiable model for exploratory causal analysis. Previous methods estimate a causal ordering of variables and their connection strengths based on a single dataset.…

Machine Learning · Statistics 2011-12-01 Shohei Shimizu

We introduce causal inference reasoning to cross-over trials, with a focus on Thorough QT (TQT) studies. For such trials, we propose different sets of assumptions and consider their impact on the modelling strategy and estimation procedure.…

Methodology · Statistics 2022-05-31 Jeppe Ekstrand Halkjær Madsen , Thomas Scheike , Christian Pipper