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Causal discovery from data affected by latent confounders is an important and difficult challenge. Causal functional model-based approaches have not been used to present variables whose relationships are affected by latent confounders,…

Machine Learning · Computer Science 2020-11-05 Takashi Nicholas Maeda , Shohei Shimizu

Characterising cause-effect relationships in complex systems is fundamental to understanding their underlying mechanisms. Granger causality (GC) remains a widely used computational tool for identifying causal relationships in time series…

Machine Learning · Statistics 2026-05-26 S. A. Adedayo

A typical problem in causal modeling is the instability of model structure learning, i.e., small changes in finite data can result in completely different optimal models. The present work introduces a novel causal modeling algorithm for…

Causal inference uses observations to infer the causal structure of the data generating system. We study a class of functional models that we call Time Series Models with Independent Noise (TiMINo). These models require independent residual…

Machine Learning · Statistics 2016-08-18 Jonas Peters , Dominik Janzing , Bernhard Schölkopf

Granger causality is a commonly used method for uncovering information flow and dependencies in a time series. Here we introduce JGC (Jacobian Granger Causality), a neural network-based approach to Granger causality using the Jacobian as a…

Machine Learning · Computer Science 2022-05-20 Suryadi , Yew-Soon Ong , Lock Yue Chew

We reveal that transformers trained in an autoregressive manner naturally encode time-delayed causal structures in their learned representations. When predicting future values in multivariate time series, the gradient sensitivities of…

Machine Learning · Computer Science 2026-01-12 Xinyue Wang , Stephen Wang , Biwei Huang

The causal discovery of Bayesian networks is an active and important research area, and it is based upon searching the space of causal models for those which can best explain a pattern of probabilistic dependencies shown in the data.…

Artificial Intelligence · Computer Science 2016-07-25 Xuhui Zhang , Kevin B. Korb , Ann E. Nicholson , Steven Mascaro

Granger Causality (GC) offers an elegant statistical framework to study the association between multivariate time series data. Vector autoregressive models (VAR) are simple and easy to fit, but have limited application because of their…

Machine Learning · Computer Science 2025-12-09 Malik Shahid Sultan , Hernando Ombao , Maurizio Filippone

Identifying causal relations is crucial for a variety of downstream tasks. In additional to observational data, background knowledge (BK), which could be attained from human expertise or experiments, is usually introduced for uncovering…

Artificial Intelligence · Computer Science 2024-07-23 Tian-Zuo Wang , Lue Tao , Zhi-Hua Zhou

Causal discovery aims to recover information about an unobserved causal graph from the observable data it generates. Layerings are orderings of the variables which place causes before effects. In this paper, we provide ways to recover…

Granger causality method analyzes the time series causalities without building a complex causality graph. However, the traditional Granger causality method assumes that the causalities lie between time series channels and remain constant,…

Methodology · Statistics 2020-06-16 Zhiheng Zhang , Wenbo Hu , Tian Tian , Jun Zhu

Large language models (LLMs) are trained on enormous amounts of data and encode knowledge in their parameters. We propose a pipeline to elicit causal relationships from LLMs. Specifically, (i) we sample many documents from LLMs on a given…

Machine Learning · Computer Science 2026-03-05 Takashi Kameyama , Masahiro Kato , Yasuko Hio , Yasushi Takano , Naoto Minakawa

We propose a novel framework for studying causal inference of gene interactions using a combination of compressive sensing and Granger causality techniques. The gist of the approach is to discover sparse linear dependencies between time…

Quantitative Methods · Quantitative Biology 2015-05-28 Mo Deng , Amin Emad , Olgica Milenkovic

Causal representation learning (CRL) enhances machine learning models' robustness and generalizability by learning structural causal models associated with data-generating processes. We focus on a family of CRL methods that uses contrastive…

Machine Learning · Statistics 2025-03-17 Xiusi Li , Sékou-Oumar Kaba , Siamak Ravanbakhsh

This article investigates the causality structure of financial time series. We concentrate on three main approaches to measuring causality: linear Granger causality, kernel generalisations of Granger causality (based on ridge regression and…

Computational Finance · Quantitative Finance 2014-06-17 Anna Zaremba , Tomaso Aste

Causal structure discovery from observational data is fundamental to the causal understanding of autonomous systems such as medical decision support systems, advertising campaigns and self-driving cars. This is essential to solve well-known…

Discovering latent representations of the observed world has become increasingly more relevant in data analysis. Much of the effort concentrates on building latent variables which can be used in prediction problems, such as classification…

Machine Learning · Computer Science 2010-01-08 Ricardo Silva

At present, multi-electrode array (MEA) approach and optical recording allow us to acquire plant electrical activity with higher spatio-temporal resolution. To understand the dynamic information flow of the electrical signaling system and…

Neurons and Cognition · Quantitative Biology 2017-04-03 Yang Chen , Dong-Jie Zhao , Chao Song , Wei-He Liu , Zi-Yang Wang , Zhong-Yi Wang , Guiliang Tang , Lan Huang

Discovering causal relationship using multivariate functional data has received a significant amount of attention very recently. In this article, we introduce a functional linear structural equation model for causal structure learning when…

Methodology · Statistics 2023-11-01 Saptarshi Roy , Raymond K. W. Wong , Yang Ni

This article proposes a systematic methodological review and objective criticism of existing methods enabling the derivation of time-varying Granger-causality statistics in neuroscience. The increasing interest and the huge number of…

Applications · Statistics 2017-04-12 Sezen Cekic , Didier Grandjean , Olivier Renaud