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Causal inference is essential for data-driven decision making across domains such as business engagement, medical treatment and policy making. However, research on causal discovery has evolved separately from inference methods, preventing…

In this paper, we analyze the applicability of the Causal Identification algorithm to causal time series graphs with latent confounders. Since these graphs extend over infinitely many time steps, deciding whether causal effects across…

Machine Learning · Computer Science 2025-04-30 Erik Jahn , Karthik Karnik , Leonard J. Schulman

Identifying the causal structure of systems with multiple dynamic elements is critical to several scientific disciplines. The conventional approach is to conduct statistical tests of causality, for example with Granger Causality, between…

Machine Learning · Statistics 2022-03-22 Jacek P. Dmochowski

Understanding causal relationships in multivariate time series is essential for predicting and controlling dynamic systems in fields like economics, neuroscience, and climate science. However, existing causal discovery methods often assume…

Machine Learning · Computer Science 2025-02-20 Abdellah Rahmani , Pascal Frossard

Causal discovery is crucial for understanding complex systems and informing decisions. While observational data can uncover causal relationships under certain assumptions, it often falls short, making active interventions necessary. Current…

Machine Learning · Computer Science 2024-06-18 Yuxuan Wang , Mingzhou Liu , Xinwei Sun , Wei Wang , Yizhou Wang

We propose an approach for learning the causal structure in stochastic dynamical systems with a $1$-step functional dependency in the presence of latent variables. We propose an information-theoretic approach that allows us to recover the…

Information Theory · Computer Science 2017-01-25 Saber Salehkaleybar , Jalal Etesami , Negar Kiyavash

Understanding causality helps to structure interventions to achieve specific goals and enables predictions under interventions. With the growing importance of learning causal relationships, causal discovery tasks have transitioned from…

Machine Learning · Computer Science 2022-09-15 Hang Chen , Keqing Du , Xinyu Yang , Chenguang Li

Explaining artificial intelligence or machine learning models is increasingly important. To use such data-driven systems wisely we must understand how they interact with the world, including how they depend causally on data inputs. In this…

Machine Learning · Computer Science 2023-07-06 Joshua R. Loftus , Lucius E. J. Bynum , Sakina Hansen

The assumption of independence between observations (units) in a dataset is prevalent across various methodologies for learning causal graphical models. However, this assumption often finds itself in conflict with real-world data, posing…

Machine Learning · Computer Science 2024-12-31 Alex Chen , Qing Zhou

Nowadays, the need for causal discovery is ubiquitous. A better understanding of not just the stochastic dependencies between parts of a system, but also the actual cause-effect relations, is essential for all parts of science. Thus, the…

Machine Learning · Computer Science 2024-12-10 Boris Lorbeer , Mustafa Mohsen

In this paper, we focus on estimating the causal effect of an intervention over time on a dynamical system. To that end, we formally define causal interventions and their effects over time on discrete-time stochastic processes (DSPs). Then,…

Artificial Intelligence · Computer Science 2025-05-28 Martina Cinquini , Isacco Beretta , Salvatore Ruggieri , Isabel Valera

We study the problem of causal effect identification from observational distribution given the causal graph and some context-specific independence (CSI) relations. It was recently shown that this problem is NP-hard, and while a sound…

Machine Learning · Computer Science 2022-02-18 Ehsan Mokhtarian , Fateme Jamshidi , Jalal Etesami , Negar Kiyavash

This paper introduces a new framework for recovering causal graphs from observational data, leveraging the observation that the distribution of an effect, conditioned on its causes, remains invariant to changes in the prior distribution of…

Machine Learning · Computer Science 2026-02-04 Nang Hung Nguyen , Phi Le Nguyen , Thao Nguyen Truong , Trong Nghia Hoang , Masashi Sugiyama

This study investigates the application of causal discovery algorithms in equity markets, with a focus on their potential to build investment strategies. An investment strategy was developed based on the causal structures identified by…

Computational Finance · Quantitative Finance 2024-08-30 Ruijie Tang

While feedback loops are known to play important roles in many complex systems, their existence is ignored in a large part of the causal discovery literature, as systems are typically assumed to be acyclic from the outset. When applying…

Statistics Theory · Mathematics 2023-09-18 Joris M. Mooij , Tom Claassen

Identifying latent variables and causal structures from observational data is essential to many real-world applications involving biological data, medical data, and unstructured data such as images and languages. However, this task can be…

Machine Learning · Computer Science 2023-11-01 Lingjing Kong , Biwei Huang , Feng Xie , Eric Xing , Yuejie Chi , Kun Zhang

Detecting anomalies and the corresponding root causes in multivariate time series plays an important role in monitoring the behaviors of various real-world systems, e.g., IT system operations or manufacturing industry. Previous anomaly…

Machine Learning · Computer Science 2022-09-30 Wenzhuo Yang , Kun Zhang , Steven C. H. Hoi

In todays age of data, discovering relationships between different variables is an interesting and a challenging problem. This problem becomes even more critical with regards to complex dynamical systems like weather forecasting and…

Data Analysis, Statistics and Probability · Physics 2021-02-01 Sachin Kasture

Synthetic data generation has been widely adopted in software testing, data privacy, imbalanced learning, and artificial intelligence explanation. In all such contexts, it is crucial to generate plausible data samples. A common assumption…

Artificial Intelligence · Computer Science 2024-10-16 Martina Cinquini , Fosca Giannotti , Riccardo Guidotti

A probabilistic model describes a system in its observational state. In many situations, however, we are interested in the system's response under interventions. The class of structural causal models provides a language that allows us to…

Methodology · Statistics 2020-01-20 Jonas Peters , Stefan Bauer , Niklas Pfister