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Discovering causal relationships from observational data is a fundamental yet challenging task. Invariant causal prediction (ICP, Peters et al., 2016) is a method for causal feature selection which requires data from heterogeneous settings…

Methodology · Statistics 2024-09-06 Lucas Kook , Sorawit Saengkyongam , Anton Rask Lundborg , Torsten Hothorn , Jonas Peters

Rule-based models, such as decision trees, appeal to practitioners due to their interpretable nature. However, the learning algorithms that produce such models are often vulnerable to spurious associations and thus, they are not guaranteed…

Machine Learning · Computer Science 2025-03-25 Thibaud Godon , Baptiste Bauvin , Pascal Germain , Jacques Corbeil , Alexandre Drouin

It is common practice to collect observations of feature and response pairs from different environments. A natural question is how to identify features that have consistent prediction power across environments. The invariant causal…

Information Theory · Computer Science 2022-07-01 Austin Goddard , Yu Xiang , Ilya Soloveychik

We propose Bayesian Hierarchical Invariant Prediction (BHIP) reframing Invariant Causal Prediction (ICP) through the lens of Hierarchical Bayes. We leverage the hierarchical structure to explicitly test invariance of causal mechanisms under…

Ancestral inference for branching processes in random environments involves determining the ancestor distribution parameters using the population sizes of descendant generations. In this paper, we introduce a new methodology for ancestral…

Statistics Theory · Mathematics 2025-01-29 Xiaoran Jiang , Anand N. Vidyashankar

We consider the problem of inferring causal relationships between two or more passively observed variables. While the problem of such causal discovery has been extensively studied especially in the bivariate setting, the majority of current…

Machine Learning · Statistics 2019-04-22 Ricardo Pio Monti , Kun Zhang , Aapo Hyvarinen

Causality lays the foundation for the trajectory of our world. Causal inference (CI), which aims to infer intrinsic causal relations among variables of interest, has emerged as a crucial research topic. Nevertheless, the lack of observation…

Machine Learning · Computer Science 2024-06-21 Yaochen Zhu , Yinhan He , Jing Ma , Mengxuan Hu , Sheng Li , Jundong Li

Instrumental variable (IV) is a powerful approach to inferring the causal effect of a treatment on an outcome of interest from observational data even when there exist latent confounders between the treatment and the outcome. However,…

Artificial Intelligence · Computer Science 2022-06-07 Debo Cheng , Jiuyong Li , Lin Liu , Kui Yu , Thuc Duy Lee , Jixue Liu

We consider the task of predicting a response Y from a set of covariates X in settings where the conditional distribution of Y given X changes over time. For this to be feasible, assumptions on how the conditional distribution changes over…

Machine Learning · Statistics 2025-02-19 Margherita Lazzaretto , Jonas Peters , Niklas Pfister

The availability of data from multiple heterogeneous environments has motivated methods that remain reliable under distributional shifts. When the joint distribution of response and predictors varies across environments, the response may…

Methodology · Statistics 2026-04-29 Ruqian Zhang , Juan Shen , Yijiao Zhang

We present a new method for causal discovery in linear structural equation models. We propose a simple ``trick'' based on statistical testing in linear models that can distinguish between ancestors and non-ancestors of any given variable.…

Methodology · Statistics 2023-03-15 Christoph Schultheiss , Peter Bühlmann

The extraction of invariant causal relationships from time series data with environmental attributes is critical for robust decision-making in domains such as climate science and environmental monitoring. However, existing methods either…

Machine Learning · Computer Science 2026-03-04 Ziruo Hao , Tao Yang , Xiaofeng Wu , Bo Hu

Contextual bandit and reinforcement learning algorithms have been successfully used in various interactive learning systems such as online advertising, recommender systems, and dynamic pricing. However, they have yet to be widely adopted in…

Machine Learning · Computer Science 2022-09-23 Sorawit Saengkyongam , Nikolaj Thams , Jonas Peters , Niklas Pfister

We investigate the problem of inferring the causal predictors of a response $Y$ from a set of $d$ explanatory variables $(X^1,\dots,X^d)$. Classical ordinary least squares regression includes all predictors that reduce the variance of $Y$.…

Statistics Theory · Mathematics 2018-05-29 Niklas Pfister , Peter Bühlmann , Jonas Peters

Correlations between two variables of a high-dimensional system can be indicative of an underlying interaction, but can also result from indirect effects. Inverse Ising inference is a method to distinguish one from the other. Essentially,…

Populations and Evolution · Quantitative Biology 2014-12-10 Benedikt Obermayer , Erel Levine

Entropic causal inference is a recent framework for learning the causal graph between two variables from observational data by finding the information-theoretically simplest structural explanation of the data, i.e., the model with smallest…

Machine Learning · Computer Science 2025-09-23 Spencer Compton , Kristjan Greenewald , Dmitriy Katz , Murat Kocaoglu

We propose a novel unsupervised framework for \emph{Invariant Risk Minimization} (IRM), extending the concept of invariance to settings where labels are unavailable. Traditional IRM methods rely on labeled data to learn representations that…

Machine Learning · Computer Science 2026-03-05 Yotam Norman , Ron Meir

Inductive Conformal Prediction (ICP) is a set of distribution-free and model agnostic algorithms devised to predict with a user-defined confidence with coverage guarantee. Instead of having point predictions, i.e., a real number in the case…

Machine Learning · Statistics 2022-07-05 Martim Sousa

We present a novel approach to constraint-based causal discovery, that takes the form of straightforward logical inference, applied to a list of simple, logical statements about causal relations that are derived directly from observed…

Artificial Intelligence · Computer Science 2012-02-20 Tom Claassen , Tom Heskes

Causal inference is fundamental across scientific disciplines, yet existing methods struggle to capture instantaneous, time-evolving causal relationships in complex, high-dimensional systems. In this paper, assimilative causal inference…

Machine Learning · Computer Science 2026-02-23 Marios Andreou , Nan Chen , Erik Bollt