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Algorithmic recourse aims to provide actionable recommendations to individuals to obtain a more favourable outcome from an automated decision-making system. As it involves reasoning about interventions performed in the physical world,…

Machine Learning · Statistics 2021-06-23 Julius von Kügelgen , Nikita Agarwal , Jakob Zeitler , Afsaneh Mastouri , Bernhard Schölkopf

Multiplicative cascades have been introduced in turbulence to generate random or deterministic fields having intermittent values and long-range power-law correlations. Generally this is done using discrete construction rules leading to…

Statistical Mechanics · Physics 2007-05-23 Francois G. Schmitt

Inference of causality in time series has been principally based on the prediction paradigm. Nonetheless, the predictive causality approach may overlook the simultaneous and reciprocal nature of causal interactions observed in real world…

Data Analysis, Statistics and Probability · Physics 2018-10-24 Albert C. Yang , Norden E. Huang , Chung-Kang Peng

Timed transition systems are behavioural models that include an explicit treatment of time flow and are used to formalise the semantics of several foundational process calculi and automata. Despite their relevance, a general mathematical…

Logic in Computer Science · Computer Science 2023-06-22 Tomasz Brengos , Marco Peressotti

Time-consistency is an essential requirement in risk sensitive optimal control problems to make rational decisions. An optimization problem is time consistent if its solution policy does not depend on the time sequence of solving the…

Optimization and Control · Mathematics 2015-03-26 Yinlam Chow , Marco Pavone

Causality defines the relationship between cause and effect. In multivariate time series field, this notion allows to characterize the links between several time series considering temporal lags. These phenomena are particularly important…

Methodology · Statistics 2023-06-01 Antonin Arsac , Aurore Lomet , Jean-Philippe Poli

We consider the problem of steering a system with unknown, stochastic dynamics to satisfy a rich, temporally layered task given as a signal temporal logic formula. We represent the system as a Markov decision process in which the states are…

Systems and Control · Computer Science 2015-10-23 Austin Jones , Derya Aksaray , Zhaodan Kong , Mac Schwager , Calin Belta

Semi-Markov processes are Markovian processes in which the firing time of the transitions is modelled by probabilistic distributions over positive reals interpreted as the probability of firing a transition at a certain moment in time. In…

Formal Languages and Automata Theory · Computer Science 2017-12-04 Mathias Ruggaard Pedersen , Nathanaël Fijalkow , Giorgio Bacci , Kim Guldstrand Larsen , Radu Mardare

In the sequential decision making setting, an agent aims to achieve systematic generalization over a large, possibly infinite, set of environments. Such environments are modeled as discrete Markov decision processes with both states and…

Machine Learning · Computer Science 2023-03-31 Mirco Mutti , Riccardo De Santi , Emanuele Rossi , Juan Felipe Calderon , Michael Bronstein , Marcello Restelli

Introduced more than a half century ago, Granger causality has become a popular tool for analyzing time series data in many application domains, from economics and finance to genomics and neuroscience. Despite this popularity, the validity…

Methodology · Statistics 2021-05-10 Ali Shojaie , Emily B. Fox

The irreversibility in a statistical system is traced to its probabilistic evolution, and the molecular chaos assumption is not its unique consequence as is commonly believed. Under the assumption that the rate of change of the each…

Statistical Mechanics · Physics 2008-03-10 P. D. Gujrati

Time series data is a collection of chronological observations which is generated by several domains such as medical and financial fields. Over the years, different tasks such as classification, forecasting, and clustering have been…

Machine Learning · Computer Science 2021-02-12 Raha Moraffah , Paras Sheth , Mansooreh Karami , Anchit Bhattacharya , Qianru Wang , Anique Tahir , Adrienne Raglin , Huan Liu

Causal reasoning is essential to science, yet quantum theory challenges it. Quantum correlations violating Bell inequalities defy satisfactory causal explanations within the framework of classical causal models. What is more, a theory…

Quantum Physics · Physics 2021-03-05 Jonathan Barrett , Robin Lorenz , Ognyan Oreshkov

We introduce an approach which allows detecting causal relationships between variables for which the time evolution is available. Causality is assessed by a variational scheme based on the Information Imbalance of distance ranks, a…

Methodology · Statistics 2024-05-07 Vittorio Del Tatto , Gianfranco Fortunato , Domenica Bueti , Alessandro Laio

Causal nonseparability refers to processes where events take place in a coherent superposition of different causal orders. These may be the key resource for experimental violations of causal inequalities and have been recently identified as…

Quantum Physics · Physics 2019-12-16 Márcio M. Taddei , Ranieri V. Nery , Leandro Aolita

We consider exchangeable Markov multi-state survival processes -- temporal processes taking values over a state-space$\mathcal{S}$ with at least one absorbing failure state $\flat \in \mathcal{S}$ that satisfy natural invariance properties…

Methodology · Statistics 2018-10-26 Walter Dempsey

Causal decomposition depicts a cause-effect relationship that is not based on the concept of prediction, but based on the phase dependence of time series. It has been validated in both stochastic and deterministic systems and is now…

Signal Processing · Electrical Eng. & Systems 2020-08-18 Yi Zhang , Qin Yang , Lifu Zhang , Branko Celler , Steven Su , Peng Xu , Dezhong Yao

For a Markov chain both the detailed balance condition and the cycle Kolmogorov condition are algebraic binomials. This remark suggests to study reversible Markov chains with the tool of Algebraic Statistics, such as toric statistical…

Statistics Theory · Mathematics 2011-03-31 Giovanni Pistone , Maria Piera Rogantin

A treatment policy defines when and what treatments are applied to affect some outcome of interest. Data-driven decision-making requires the ability to predict what happens if a policy is changed. Existing methods that predict how the…

Machine Learning · Computer Science 2023-06-21 Çağlar Hızlı , ST John , Anne Juuti , Tuure Saarinen , Kirsi Pietiläinen , Pekka Marttinen

Causal theory is now widely developed with many applications to medicine and public health. However within the discipline of reliability, although causation is a key concept in this field, there has been much less theoretical attention. In…

Artificial Intelligence · Computer Science 2020-02-17 Xuewen Yu , Jim Q. Smith , Linda Nichols