Related papers: A Kernel Test for Causal Association via Noise Con…

Stress testing poses a causal question: how would portfolio credit losses change if the macroeconomy followed an adverse counterfactual path? Yet standard practice remains predictive and might be therefore vulnerable to omitted-variable…

The causal dose response curve is commonly selected as the statistical parameter of interest in studies where the goal is to understand the effect of a continuous exposure on an outcome.Most of the available methodology for statistical…

We propose a method to distinguish causal influence from hidden confounding in the following scenario: given a target variable Y, potential causal drivers X, and a large number of background features, we propose a novel criterion for…

Causal discovery aims to recover causal structures generating the observational data. Despite its success in certain problems, in many real-world scenarios the observed variables are not the target variables of interest, but the imperfect…

Reasoning based on causality, instead of association has been considered as a key ingredient towards real machine intelligence. However, it is a challenging task to infer causal relationship/structure among variables. In recent years, an…

We propose a series of computationally efficient nonparametric tests for the two-sample, independence, and goodness-of-fit problems, using the Maximum Mean Discrepancy (MMD), Hilbert Schmidt Independence Criterion (HSIC), and Kernel Stein…

Conditional independence (CI) testing is frequently used in data analysis and machine learning for various scientific fields and it forms the basis of constraint-based causal discovery. Oftentimes, CI testing relies on strong, rather…

We investigate the problem of detecting dependencies between the components of a high-dimensional vector. Our approach advances the existing literature in two important respects. First, we consider the problem under privacy constraints.…

Machine learning practice is often impacted by confounders. Confounding can be particularly severe in remote digital health studies where the participants self-select to enter the study. While many different confounding adjustment…

Kernel-based methods have been recently introduced for linear system identification as an alternative to parametric prediction error methods. Adopting the Bayesian perspective, the impulse response is modeled as a non-stationary Gaussian…

We propose a new class of metrics, called the survival independence divergence (SID), to test dependence between a right-censored outcome and covariates. A key technique for deriving the SIDs is to use a counting process strategy, which…

Many relations of scientific interest are nonlinear, and even in linear systems distributions are often non-Gaussian, for example in fMRI BOLD data. A class of search procedures for causal relations in high dimensional data relies on sample…

This paper introduces the \textit{weighted partial copula} function for testing conditional independence. The proposed test procedure results from these two ingredients: (i) the test statistic is an explicit Cramer-von Mises transformation…

Kernel-based tests provide a simple yet effective framework that use the theory of reproducing kernel Hilbert spaces to design non-parametric testing procedures. In this paper we propose new theoretical tools that can be used to study the…

This paper provides a general framework for testing instrument validity in heterogeneous causal effect models. The generalization includes the cases where the treatment can be multivalued ordered or unordered. Based on a series of testable…

We consider missingness in the context of causal inference when the outcome of interest may be missing. If the outcome directly affects its own missingness status, i.e., it is "self-censoring", this may lead to severely biased causal effect…

This paper shows that testability of reverse causality is possible even in the absence of exogenous variation, such as in the form of instrumental variables. Instead of relying on exogenous variation, we achieve testability by imposing…

This paper is concerned with test of the conditional independence. We first establish an equivalence between the conditional independence and the mutual independence. Based on the equivalence, we propose an index to measure the conditional…

We study the estimation of causal parameters when not all confounders are observed and instead negative controls are available. Recent work has shown how these can enable identification and efficient estimation via two so-called bridge…

This paper studies Difference-in-Differences (DiD) setups with repeated cross-sectional data and potential compositional changes across time periods. We begin our analysis by deriving the efficient influence function and the semiparametric…