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We introduce new inference procedures for counterfactual and synthetic control methods for policy evaluation. We recast the causal inference problem as a counterfactual prediction and a structural breaks testing problem. This allows us to…

Econometrics · Economics 2022-01-26 Victor Chernozhukov , Kaspar Wüthrich , Yinchu Zhu

We develop estimation for potentially high-dimensional additive structural equation models. A key component of our approach is to decouple order search among the variables from feature or edge selection in a directed acyclic graph encoding…

Methodology · Statistics 2014-12-02 Peter Bühlmann , Jonas Peters , Jan Ernest

We show that one can perform causal inference in a natural way for continuous-time scenarios using tools from stochastic analysis. This provides new alternatives to the positivity condition for inverse probability weighting. The probability…

Statistics Theory · Mathematics 2013-04-23 Kjetil Røysland

Being able to reason about how one's behaviour can affect the behaviour of others is a core skill required of intelligent driving agents. Despite this, the state of the art struggles to meet the need of agents to discover causal links…

Robotics · Computer Science 2024-03-07 Rhys Howard , Lars Kunze

We propose a formal model for counterfactual estimation with unobserved confounding in "data-rich" settings, i.e., where there are a large number of units and a large number of measurements per unit. Our model provides a bridge between the…

Econometrics · Economics 2025-04-03 Alberto Abadie , Anish Agarwal , Devavrat Shah

Counterfactual fairness alleviates the discrimination between the model prediction toward an individual in the actual world (observational data) and that in counterfactual world (i.e., what if the individual belongs to other sensitive…

Machine Learning · Computer Science 2023-03-28 Tri Dung Duong , Qian Li , Guandong Xu

A new causal discovery method, Structural Agnostic Modeling (SAM), is presented in this paper. Leveraging both conditional independencies and distributional asymmetries, SAM aims to find the underlying causal structure from observational…

Machine Learning · Statistics 2022-07-26 Diviyan Kalainathan , Olivier Goudet , Isabelle Guyon , David Lopez-Paz , Michèle Sebag

Estimating counterfactual distributions under interventions is central to treatment risk assessment and counterfactual generation tasks. Existing approaches model the counterfactual distribution as a standalone generative target, without…

Machine Learning · Statistics 2026-05-11 Hugh Dance , Johnny Xi , Peter Orbanz , Benjamin Bloem-Reddy

One of the central elements of any causal inference is an object called structural causal model (SCM), which represents a collection of mechanisms and exogenous sources of random variation of the system under investigation (Pearl, 2000). An…

Machine Learning · Computer Science 2022-10-05 Kevin Xia , Kai-Zhan Lee , Yoshua Bengio , Elias Bareinboim

Referred to as the third rung of the causal inference ladder, counterfactual queries typically ask the "What if ?" question retrospectively. The standard approach to estimate counterfactuals resides in using a structural equation model that…

Machine Learning · Computer Science 2023-01-18 Edward De Brouwer

Accurate estimation of counterfactual outcomes in high-dimensional data is crucial for decision-making and understanding causal relationships and intervention outcomes in various domains, including healthcare, economics, and social…

Machine Learning · Computer Science 2024-07-31 Jiageng Zhu , Hanchen Xie , Jiazhi Li , Wael Abd-Almageed

Estimating causal quantities traditionally relies on bespoke estimators tailored to specific assumptions. Recently proposed Causal Foundation Models (CFMs) promise a more unified approach by amortising causal discovery and inference in a…

Methods to find counterfactual explanations have predominantly focused on one step decision making processes. In this work, we initiate the development of methods to find counterfactual explanations for decision making processes in which…

Machine Learning · Computer Science 2021-10-28 Stratis Tsirtsis , Abir De , Manuel Gomez-Rodriguez

Counterfactual explanations provide ways of achieving a favorable model outcome with minimum input perturbation. However, counterfactual explanations can also be leveraged to reconstruct the model by strategically training a surrogate model…

Machine Learning · Computer Science 2024-11-13 Pasan Dissanayake , Sanghamitra Dutta

Whilst an abundance of techniques have recently been proposed to generate counterfactual explanations for the predictions of opaque black-box systems, markedly less attention has been paid to exploring the uncertainty of these generated…

Machine Learning · Computer Science 2021-07-22 Eoin Delaney , Derek Greene , Mark T. Keane

Estimating counterfactual outcomes over time from observational data is relevant for many applications (e.g., personalized medicine). Yet, state-of-the-art methods build upon simple long short-term memory (LSTM) networks, thus rendering…

Machine Learning · Computer Science 2022-06-06 Valentyn Melnychuk , Dennis Frauen , Stefan Feuerriegel

Model explanations based on pure observational data cannot compute the effects of features reliably, due to their inability to estimate how each factor alteration could affect the rest. We argue that explanations should be based on the…

Machine Learning · Statistics 2019-09-20 Álvaro Parafita , Jordi Vitrià

Data-driven methods that detect anomalies in times series data are ubiquitous in practice, but they are in general unable to provide helpful explanations for the predictions they make. In this work we propose a model-agnostic algorithm that…

The capacity to address counterfactual "what if" inquiries is crucial for understanding and making use of causal influences. Traditional counterfactual inference, under Pearls' counterfactual framework, typically depends on having access to…

Machine Learning · Computer Science 2024-02-29 Shaoan Xie , Biwei Huang , Bin Gu , Tongliang Liu , Kun Zhang

To perform counterfactual reasoning in Structural Causal Models (SCMs), one needs to know the causal mechanisms, which provide factorizations of conditional distributions into noise sources and deterministic functions mapping realizations…

Machine Learning · Computer Science 2021-11-16 Guy Lorberbom , Daniel D. Johnson , Chris J. Maddison , Daniel Tarlow , Tamir Hazan