English
Related papers

Related papers: Causal Discovery from Conditionally Stationary Tim…

200 papers

The key of sequential recommendation lies in the accurate item correlation modeling. Previous models infer such information based on item co-occurrences, which may fail to capture the real causal relations, and impact the recommendation…

Information Retrieval · Computer Science 2022-12-14 Zhenlei Wang , Xu Chen , Rui Zhou , Quanyu Dai , Zhenhua Dong , Ji-Rong Wen

Learning the dynamic causal structure of time series is a challenging problem. Most existing approaches rely on distributional or structural invariance to uncover underlying causal dynamics, assuming stationary or partially stationary…

Machine Learning · Computer Science 2026-02-27 Dezhi Yang , Qiaoyu Tan , Carlotta Domeniconi , Jun Wang , Lizhen Cui , Guoxian Yu

Consider two stationary time series with heavy-tailed marginal distributions. We aim to detect whether they have a causal relation, that is, if a change in one causes a change in the other. Usual methods for causal discovery are not well…

Statistics Theory · Mathematics 2023-11-20 Juraj Bodik , Zbyněk Pawlas , Milan Paluš

We present a new method for linear and nonlinear, lagged and contemporaneous constraint-based causal discovery from observational time series in the presence of latent confounders. We show that existing causal discovery methods such as FCI…

Methodology · Statistics 2021-02-03 Andreas Gerhardus , Jakob Runge

When domain knowledge is limited and experimentation is restricted by ethical, financial, or time constraints, practitioners turn to observational causal discovery methods to recover the causal structure, exploiting the statistical…

We introduce a performance-driven framework for constructing strictly causal forward-oriented observables in strongly non-stationary time series. The method combines a robustly normalized composite of heterogeneous indicators with a…

Computational Finance · Quantitative Finance 2026-03-17 Lucas A. Souza

Causal discovery is crucial for causal inference in observational studies, as it can enable the identification of valid adjustment sets (VAS) for unbiased effect estimation. However, global causal discovery is notoriously hard in the…

Machine Learning · Statistics 2024-06-04 Jacqueline Maasch , Weishen Pan , Shantanu Gupta , Volodymyr Kuleshov , Kyra Gan , Fei Wang

We present a sound and complete algorithm, called iterative causal discovery (ICD), for recovering causal graphs in the presence of latent confounders and selection bias. ICD relies on the causal Markov and faithfulness assumptions and…

Machine Learning · Computer Science 2022-01-19 Raanan Y. Rohekar , Shami Nisimov , Yaniv Gurwicz , Gal Novik

Causal discovery methods aim to determine the causal direction between variables using observational data. Functional causal discovery methods, such as those based on the Linear Non-Gaussian Acyclic Model (LiNGAM), rely on structural and…

Methodology · Statistics 2024-09-27 Shreya Prakash , Fan Xia , Elena Erosheva

Causal discovery algorithms allow for the inference of causal structures from probabilistic relations of random variables. A natural field for the application of this tool is quantum mechanics, where a long-standing debate about the role of…

Quantum Physics · Physics 2018-04-19 R. Rossi

Much of scientific data is collected as randomized experiments intervening on some and observing other variables of interest. Quite often, a given phenomenon is investigated in several studies, and different sets of variables are involved…

Methodology · Statistics 2012-10-19 Antti Hyttinen , Frederick Eberhardt , Patrik O. Hoyer

Our goal is to estimate causal interactions in multivariate time series. Using vector autoregressive (VAR) models, these can be defined based on non-vanishing coefficients belonging to respective time-lagged instances. As in most cases a…

Methodology · Statistics 2010-08-13 Stefan Haufe , Guido Nolte , Klaus-Robert Mueller , Nicole Kraemer

Discovering causal relations among observed variables in a given data set is a major objective in studies of statistics and artificial intelligence. Recently, some techniques to discover a unique causal model have been explored based on…

Machine Learning · Statistics 2014-01-23 Takanori Inazumi , Takashi Washio , Shohei Shimizu , Joe Suzuki , Akihiro Yamamoto , Yoshinobu Kawahara

Understanding causal relationships among features is fundamental for explaining machine learning model decisions. However, traditional causal discovery methods face challenges with categorical variables due to numerical instability in…

Artificial Intelligence · Computer Science 2026-01-30 Henry Salgado , Meagan R. Kendall , Martine Ceberio

This study compares the performance of a causal and a predictive model in modeling travel mode choice in three neighborhoods in Chicago. A causal discovery algorithm and a causal inference technique were used to extract the causal…

Methodology · Statistics 2023-07-31 Rishabh Singh Chauhan , Uttara Sutradhar , Anton Rozhkov , Sybil Derrible

Causal discovery from observational data is an important tool in many branches of science. Under certain assumptions it allows scientists to explain phenomena, predict, and make decisions. In the large sample limit, sound and complete…

Machine Learning · Statistics 2021-07-13 Shami Nisimov , Yaniv Gurwicz , Raanan Y. Rohekar , Gal Novik

Leveraging deep learning for causal discovery in time series remains challenging because existing neural methods predominantly rely on component-wise architectures that fail to capture shared system dynamics or employ decoupled post-hoc…

Machine Learning · Computer Science 2026-05-11 Omar Muhammad , Pasupuleti Dhruv Shivkant , Deepak N. Subramani

Online unsupervised detection of anomalies is crucial to guarantee the correct operation of cyber-physical systems and the safety of humans interacting with them. State-of-the-art approaches based on deep learning via neural networks…

Machine Learning · Computer Science 2024-07-30 Daniele Meli

Causal discovery outputs a causal structure, represented by a graph, from observed data. For time series data, there is a variety of methods, however, it is difficult to evaluate these on real data as realistic use cases very rarely come…

Machine Learning · Statistics 2023-10-31 Søren Wengel Mogensen , Karin Rathsman , Per Nilsson

Inferring causal relationships as directed acyclic graphs (DAGs) is an important but challenging problem. Differentiable Causal Discovery (DCD) is a promising approach to this problem, framing the search as a continuous optimization. But…

Machine Learning · Computer Science 2024-06-28 Achille Nazaret , Justin Hong , Elham Azizi , David Blei