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Deep generative models have demonstrated their effectiveness in learning latent representation and modeling complex dependencies of time series. In this paper, we present a Smoothness-Inducing Sequential Variational Auto-Encoder (SISVAE)…

Machine Learning · Computer Science 2021-02-03 Longyuan Li , Junchi Yan , Haiyang Wang , Yaohui Jin

We build a time-causal variational autoencoder (TC-VAE) for robust generation of financial time series data. Our approach imposes a causality constraint on the encoder and decoder networks, ensuring a causal transport from the real market…

Machine Learning · Computer Science 2024-11-06 Beatrice Acciaio , Stephan Eckstein , Songyan Hou

A data-driven framework is proposed towards the end of predictive modeling of complex spatio-temporal dynamics, leveraging nested non-linear manifolds. Three levels of neural networks are used, with the goal of predicting the future state…

Computational Physics · Physics 2020-09-14 Jiayang Xu , Karthik Duraisamy

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

We propose an approach to estimate the effect of multiple simultaneous interventions in the presence of hidden confounders. To overcome the problem of hidden confounding, we consider the setting where we have access to not only the…

Methodology · Statistics 2020-06-17 Sorawit Saengkyongam , Ricardo Silva

This paper introduces an algorithm for discovering implicit and delayed causal relations between events observed by a robot at arbitrary times, with the objective of improving data-efficiency and interpretability of model-based…

Machine Learning · Computer Science 2020-08-05 Junchi Liang , Abdeslam Boularias

Multivariate Hawkes process provides a powerful framework for modeling temporal dependencies and event-driven interactions in complex systems. While existing methods primarily focus on uncovering causal structures among observed…

Machine Learning · Computer Science 2026-03-03 Songyao Jin , Biwei Huang

Learning causal relationships between variables from data is a fundamental research area with many applications across disciplines. Most existing causal discovery algorithms rely on the assumptions that (i) the underlying system is acyclic,…

Machine Learning · Computer Science 2026-05-19 Alpar Turkoglu , Muralikrishnna G. Sethuraman , Faramarz Fekri

We present a constraint-based algorithm for learning causal structures from observational time-series data, in the presence of latent confounders. We assume a discrete-time, stationary structural vector autoregressive process, with both…

Artificial Intelligence · Computer Science 2023-06-02 Raanan Y. Rohekar , Shami Nisimov , Yaniv Gurwicz , Gal Novik

Causal disentanglement from soft interventions is identifiable under the assumptions of linear interventional faithfulness and availability of both observational and interventional data. Previous research has looked into this problem from…

Machine Learning · Computer Science 2025-09-03 Jifan Zhang , Michelle M. Li , Elena Zheleva

Large climate-model ensembles are computationally expensive; yet many downstream analyses would benefit from additional, statistically consistent realizations of spatiotemporal climate variables. We study a generative modeling approach for…

Machine Learning · Computer Science 2026-01-06 Jacquelyn Shelton , Przemyslaw Polewski , Alexander Robel , Matthew Hoffman , Stephen Price

Inferring causal relationships from observed data is an important task, yet it becomes challenging when the data is subject to various external interferences. Most of these interferences are the additional effects of external factors on…

Machine Learning · Computer Science 2025-11-14 Ruichu Cai , Xiaokai Huang , Wei Chen , Zijian Li , Zhifeng Hao

We introduce DeCaFlow, a deconfounding causal generative model. Training once per dataset using just observational data and the underlying causal graph, DeCaFlow enables accurate causal inference on continuous variables under the presence…

Machine Learning · Computer Science 2025-10-27 Alejandro Almodóvar , Adrián Javaloy , Juan Parras , Santiago Zazo , Isabel Valera

Causal inference from observational data often assumes "ignorability," that all confounders are observed. This assumption is standard yet untestable. However, many scientific studies involve multiple causes, different variables whose…

Machine Learning · Statistics 2019-04-16 Yixin Wang , David M. Blei

Much research has been devoted to the problem of learning fair representations; however, they do not explicitly the relationship between latent representations. In many real-world applications, there may be causal relationships between…

Machine Learning · Computer Science 2023-12-19 Ziqi Xu , Jixue Liu , Debo Cheng , Jiuyong Li , Lin Liu , Ke Wang

Variational autoencoders (VAEs) have been used extensively to discover low-dimensional latent factors governing neural activity and animal behavior. However, without careful model selection, the uncovered latent factors may reflect noise in…

Machine Learning · Computer Science 2023-12-13 Julia Huiming Wang , Dexter Tsin , Tatiana Engel

We consider the problem of estimating a causal effect in a multi-domain setting. The causal effect of interest is confounded by an unobserved confounder and can change between the different domains. We assume that we have access to a proxy…

Machine Learning · Computer Science 2025-12-30 Manuel Iglesias-Alonso , Felix Schur , Julius von Kügelgen , Jonas Peters

Unmeasured confounding presents a common challenge in observational studies, potentially making standard causal parameters unidentifiable without additional assumptions. Given the increasing availability of diverse data sources, exploiting…

Methodology · Statistics 2023-09-18 Shanshan Luo , Yechi Zhang , Wei Li

Estimating causal effects from observational data is not always possible due to confounding. Identifying a set of appropriate covariates (adjustment set) and adjusting for their influence can remove confounding bias; however, such a set is…

Methodology · Statistics 2020-11-19 Sofia Triantafillou , Gregory Cooper

Pedestrian trajectory prediction is the key technology in many applications for providing insights into human behavior and anticipating human future motions. Most existing empirical models are explicitly formulated by observed human…

Computer Vision and Pattern Recognition · Computer Science 2024-02-28 Wei Xiang , Haoteng Yin , He Wang , Xiaogang Jin
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