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Detecting and localizing change points in sequential data is of interest in many areas of application. Various notions of change points have been proposed, such as changes in mean, variance, or the linear regression coefficient. In this…

Methodology · Statistics 2024-03-20 Shimeng Huang , Jonas Peters , Niklas Pfister

There is growing interest in the study of causal methods in the Earth sciences. However, most applications have focused on causal discovery, i.e. inferring the causal relationships and causal structure from data. This paper instead examines…

Atmospheric and Oceanic Physics · Physics 2021-05-04 Adam Massmann , Pierre Gentine , Jakob Runge

This work addresses the following question: Under what assumptions on the data generating process can one infer the causal graph from the joint distribution? The approach taken by conditional independence-based causal discovery methods is…

Machine Learning · Computer Science 2012-02-20 Jonas Peters , Joris Mooij , Dominik Janzing , Bernhard Schoelkopf

It is a challenging research endeavor to infer causal relationships in multivariate observational time-series. Such data may be represented by graphs, where nodes represent time-series, and edges directed causal influence scores between…

Information Theory · Computer Science 2022-05-09 Axel Wismüller , Ali Vosoughi , Adora DSouza , Anas Abidin

Causal discovery aims to learn causal relationships between variables from targeted data, making it a fundamental task in machine learning. However, causal discovery algorithms often rely on unverifiable causal assumptions, which are…

Machine Learning · Computer Science 2025-10-15 Huiyang Yi , Yanyan He , Duxin Chen , Mingyu Kang , He Wang , Wenwu Yu

Causal inference is a critical research topic across many domains, such as statistics, computer science, education, public policy and economics, for decades. Nowadays, estimating causal effect from observational data has become an appealing…

Methodology · Statistics 2020-02-10 Liuyi Yao , Zhixuan Chu , Sheng Li , Yaliang Li , Jing Gao , Aidong Zhang

Understanding causality is challenging and often complicated by changing causal relationships over time and across environments. Climate patterns, for example, shift over time with recurring seasonal trends, while also depending on…

Machine Learning · Computer Science 2025-01-20 Sarah Mameche , Lénaïg Cornanguer , Urmi Ninad , Jilles Vreeken

Discovering the causality from observational data is a crucial task in various scientific domains. With increasing awareness of privacy, data are not allowed to be exposed, and it is very hard to learn causal graphs from dispersed data,…

Machine Learning · Computer Science 2023-12-12 Dezhi Yang , Xintong He , Jun Wang , Guoxian Yu , Carlotta Domeniconi , Jinglin Zhang

Causal inference is central to many areas of artificial intelligence, including complex reasoning, planning, knowledge-base construction, robotics, explanation, and fairness. An active community of researchers develops and enhances…

Artificial Intelligence · Computer Science 2019-11-05 Amanda Gentzel , Dan Garant , David Jensen

Granger causality, commonly used for inferring causal structures from time series data, has been adopted in widespread applications across various fields due to its intuitive explainability and high compatibility with emerging deep neural…

Machine Learning · Computer Science 2024-06-18 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield

This paper considers the graph signal processing problem of anomaly detection in time series of graphs. We examine two related, complementary inference tasks: the detection of anomalous graphs within a time series, and the detection of…

The representation of the flow of information between neurons in the brain based on their activity is termed the causal functional connectome. Such representation incorporates the dynamic nature of neuronal activity and causal interactions…

Neurons and Cognition · Quantitative Biology 2022-11-16 Rahul Biswas , Eli Shlizerman

Going beyond correlations, the understanding and identification of causal relationships in observational time series, an important subfield of Causal Discovery, poses a major challenge. The lack of access to a well-defined ground truth for…

Machine Learning · Statistics 2021-04-19 Andrew R. Lawrence , Marcus Kaiser , Rui Sampaio , Maksim Sipos

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

The use of observational time series data to assess the impact of multi-time point interventions is becoming increasingly common as more health and activity data are collected and digitized via wearables, social media, and electronic health…

Methodology · Statistics 2020-12-01 Roy Adams , Suchi Saria , Michael Rosenblum

While the disciplines of physics and engineering sciences in many cases have taken advantage from accurate time-series prediction of system behaviour by applying ordinary differential equation systems upon precise basic physical laws such…

Systems and Control · Computer Science 2017-01-18 Christoph Jahnz

Causal discovery aims to recover graphs that represent causal relations among given variables from observations, and new methods are constantly being proposed. Increasingly, the community raises questions about how much progress is made,…

Machine Learning · Computer Science 2025-10-30 Zhufeng Li , Niki Kilbertus

To uncover the city's fundamental functioning mechanisms, it is important to acquire a deep understanding of complicated relationships among citizens, location, and mobility behaviors. Previous research studies have applied direct…

Artificial Intelligence · Computer Science 2025-03-11 Tao Feng , Yunke Zhang , Xiaochen Fan , Huandong Wang , Yong Li

We study causal effect estimation under interference from network data. We work under the chain-graph formulation pioneered in Tchetgen Tchetgen et. al (2021). Our first result shows that polynomial time evaluation of treatment effects is…

Statistics Theory · Mathematics 2025-12-10 Sohom Bhattacharya , Subhabrata Sen

Graph or network representations are an important foundation for data mining and machine learning tasks in relational data. Many tools of network analysis, like centrality measures, information ranking, or cluster detection rest on the…

Social and Information Networks · Computer Science 2022-02-10 Luka V. Petrovic , Ingo Scholtes