Related papers: Causal Discovery using Model Invariance through Kn…
Causal discovery in time series is a rapidly evolving field with a wide variety of applications in other areas such as climate science and neuroscience. Traditional approaches assume a stationary causal graph, which can be adapted to…
The study of cause-and-effect is of the utmost importance in many branches of science, but also for many practical applications of intelligent systems. In particular, identifying causal relationships in situations that include hidden…
In many scientific fields, such as economics and neuroscience, we are often faced with nonstationary time series, and concerned with both finding causal relations and forecasting the values of variables of interest, both of which are…
To draw scientifically meaningful conclusions and build reliable models of quantitative phenomena, cause and effect must be taken into consideration (either implicitly or explicitly). This is particularly challenging when the measurements…
Multivariate time series anomaly detection has numerous real-world applications and is being extensively studied. Modeling pairwise correlations between variables is crucial. Existing methods employ learnable graph structures and graph…
This paper introduces a new framework for recovering causal graphs from observational data, leveraging the observation that the distribution of an effect, conditioned on its causes, remains invariant to changes in the prior distribution of…
Inferring the effect of interventions within complex systems is a fundamental problem of statistics. A widely studied approach employs structural causal models that postulate noisy functional relations among a set of interacting variables.…
Estimating causal interactions in complex dynamical systems is an important problem encountered in many fields of current science. While a theoretical solution for detecting the causal interactions has been previously formulated in the…
Predictive linear and nonlinear models based on kernel machines or deep neural networks have been used to discover dependencies among time series. This paper proposes an efficient nonlinear modeling approach for multiple time series, with a…
The task of distribution generalization concerns making reliable prediction of a response in unseen environments. The structural causal models are shown to be useful to model distribution changes through intervention. Motivated by the…
Causal modeling provides us with powerful counterfactual reasoning and interventional mechanism to generate predictions and reason under various what-if scenarios. However, causal discovery using observation data remains a nontrivial task…
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.…
Inferring causal relationships in observational time series data is an important task when interventions cannot be performed. Granger causality is a popular framework to infer potential causal mechanisms between different time series. The…
Much of our experiments are designed to uncover the cause(s) and effect(s) behind a data generating mechanism (i.e., phenomenon) we happen to be interested in. Uncovering such relationships allows us to identify the true working of a…
Nonlinear machine-learning models are increasingly used to discover causal relationships in time-series data, yet the interpretation of their outputs remains poorly understood. In particular, causal scores produced by regularized neural…
Causal inference from observational data following the restricted structural causal model (SCM) framework hinges largely on the asymmetry between cause and effect from the data generating mechanisms, such as non-Gaussianity or nonlinearity.…
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…
Knockoffs are a popular statistical framework that addresses the challenging problem of conditional variable selection in high-dimensional settings with statistical control. Such statistical control is essential for the reliability of…
We use a deep Koopman operator-theoretic formalism to develop a novel causal discovery algorithm, Kausal. Causal discovery aims to identify cause-effect mechanisms for better scientific understanding, explainable decision-making, and more…
Learning causal relationships between variables is a well-studied problem in statistics, with many important applications in science. However, modeling real-world systems remain challenging, as most existing algorithms assume that the…