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Discovering causal structures with latent variables from observational data is a fundamental challenge in causal discovery. Existing methods often rely on constraint-based, iterative discrete searches, limiting their scalability to large…

Machine Learning · Computer Science 2024-12-02 Parjanya Prashant , Ignavier Ng , Kun Zhang , Biwei Huang

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

Time series data are often corrupted by outliers or other kinds of anomalies. Identifying the anomalous points can be a goal on its own (anomaly detection), or a means to improving performance of other time series tasks (e.g. forecasting).…

Machine Learning · Computer Science 2021-12-30 François-Xavier Aubet , Daniel Zügner , Jan Gasthaus

Organizations leverage anomaly and changepoint detection algorithms to detect changes in user behavior or service availability and performance. Many off-the-shelf detection algorithms, though effective, cannot readily be used in large…

Machine Learning · Computer Science 2022-05-25 Sourav Chatterjee , Rohan Bopardikar , Marius Guerard , Uttam Thakore , Xiaodong Jiang

Anomaly detection in time series is a complex task that has been widely studied. In recent years, the ability of unsupervised anomaly detection algorithms has received much attention. This trend has led researchers to compare only…

Machine Learning · Computer Science 2022-09-13 Julien Audibert , Pietro Michiardi , Frédéric Guyard , Sébastien Marti , Maria A. Zuluaga

One of the contemporary challenges in anomaly detection is the ability to detect, and differentiate between, both point and collective anomalies within a data sequence or time series. The anomaly package has been developed to provide users…

Applications · Statistics 2024-01-30 Alex Fisch , Daniel Grose , Idris A. Eckley , Paul Fearnhead , Lawrence Bardwell

Identifying causal relationships from observational time series data is a key problem in disciplines such as climate science or neuroscience, where experiments are often not possible. Data-driven causal inference is challenging since…

Methodology · Statistics 2019-12-03 Jakob Runge , Peer Nowack , Marlene Kretschmer , Seth Flaxman , Dino Sejdinovic

Time-series anomaly detection is a popular topic in both academia and industrial fields. Many companies need to monitor thousands of temporal signals for their applications and services and require instant feedback and alerts for potential…

Machine Learning · Computer Science 2020-09-10 Yuanxiang Ying , Juanyong Duan , Chunlei Wang , Yujing Wang , Congrui Huang , Bixiong Xu

Much of scientific data is collected as randomized experiments intervening on some and observing other variables of interest. Quite often, a given phenomenon is investigated in several studies, and different sets of variables are involved…

Methodology · Statistics 2012-10-19 Antti Hyttinen , Frederick Eberhardt , Patrik O. Hoyer

Complex dynamical systems are prevalent in many scientific disciplines. In the analysis of such systems two aspects are of particular interest: 1) the temporal patterns along which they evolve and 2) the underlying causal mechanisms.…

Methodology · Statistics 2022-05-31 Nicolas-Domenic Reiter , Andreas Gerhardus , Jakob Runge

Identifying the underlying reason for a failing dynamic process or otherwise anomalous observation is a fundamental challenge, yet has numerous industrial applications. Identifying the failure-causing sub-system using causal inference, one…

Machine Learning · Computer Science 2024-06-13 Juliane Weilbach , Sebastian Gerwinn , Karim Barsim , Martin Fränzle

Identifying ``true causality'' is a fundamental challenge in complex systems research. Widely adopted methods, like the Granger causality test, capture statistical dependencies between variables rather than genuine driver-response…

Optimization and Control · Mathematics 2025-05-05 Yingzhu Liu , Shengyuan Huang , Zhongkui Li , Xiaoguang Yang , Wenjun Mei

Many social and economic systems can be represented as attributed networks encoding the relations between entities who are themselves described by different node attributes. Finding anomalies in these systems is crucial for detecting abuses…

Social and Information Networks · Computer Science 2020-10-27 Leonardo Gutiérrez-Gómez , Alexandre Bovet , Jean-Charles Delvenne

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

Mechanical defects in real situations affect observation values and cause abnormalities in multivariate time series, such as sensor values or network data. To perceive abnormalities in such data, it is crucial to understand the temporal…

Machine Learning · Computer Science 2023-05-09 Yungi Jeong , Eunseok Yang , Jung Hyun Ryu , Imseong Park , Myungjoo Kang

Understanding the laws that govern a phenomenon is the core of scientific progress. This is especially true when the goal is to model the interplay between different aspects in a causal fashion. Indeed, causal inference itself is…

Artificial Intelligence · Computer Science 2025-08-27 Alessio Zanga , Elif Ozkirimli , Fabio Stella

Inferring causal directions on discrete and categorical data is an important yet challenging problem. Even though the additive noise models (ANMs) approach can be adapted to the discrete data, the functional structure assumptions make it…

Machine Learning · Statistics 2021-09-02 Austin Goddard , Yu Xiang

This survey paper covers the breadth and depth of time-series and spatiotemporal causality methods, and their applications in Earth Science. More specifically, the paper presents an overview of causal discovery and causal inference,…

Data Analysis, Statistics and Probability · Physics 2024-09-04 Sahara Ali , Uzma Hasan , Xingyan Li , Omar Faruque , Akila Sampath , Yiyi Huang , Md Osman Gani , Jianwu Wang

The notion of causality is used in many situations dealing with uncertainty. We consider the problem whether causality can be identified given data set generated by discrete random variables rather than continuous ones. In particular, for…

Machine Learning · Statistics 2014-01-23 Joe Suzuki , Takanori Inazumi , Takashi Washio , Shohei Shimizu

An advanced conceptual validation framework for multimodal multivariate time series defines a multi-level contextual anomaly detection ranging from an univariate context definition, to a multimodal abstract context representation learnt by…

Machine Learning · Computer Science 2020-08-06 Cedric Schockaert