Related papers: Consistent Causal Inference from Time Series with …
A methodology for high dimensional causal inference in a time series context is introduced. It is assumed that there is a monotonic transformation of the data such that the dynamics of the transformed variables are described by a Gaussian…
Causality is important for designing interpretable and robust methods in artificial intelligence research. We propose a local approach to identify whether a variable is a cause of a given target under the framework of causal graphical…
We give methods for Bayesian inference of directed acyclic graphs, DAGs, and the induced causal effects from passively observed complete data. Our methods build on a recent Markov chain Monte Carlo scheme for learning Bayesian networks,…
Identification theory for causal effects in causal models associated with hidden variable directed acyclic graphs (DAGs) is well studied. However, the corresponding algorithms are underused due to the complexity of estimating the…
Recursive linear structural equation models and the associated directed acyclic graphs (DAGs) play an important role in causal discovery. The classic identifiability result for this class of models states that when only observational data…
In observational studies, the true causal model is typically unknown and needs to be estimated from available observational and limited experimental data. In such cases, the learned causal model is commonly represented as a partially…
Directed acyclic graphical models, or DAG models, are widely used to represent complex causal systems. Since the basic task of learning such a model from data is NP-hard, a standard approach is greedy search over the space of directed…
The investigation of directed acyclic graphs (DAGs) encoding the same Markov property, that is the same conditional independence relations of multivariate observational distributions, has a long tradition; many algorithms exist for model…
We consider graphs that represent pairwise marginal independencies amongst a set of variables (for instance, the zero entries of a covariance matrix for normal data). We characterize the directed acyclic graphs (DAGs) that faithfully…
Recently, the intervention calculus when the DAG is absent (IDA) method was developed to estimate lower bounds of causal effects from observational high-dimensional data. Originally it was introduced to assess the effect of baseline…
The paper introduces a novel conditional independence (CI) based method for linear and nonlinear, lagged and contemporaneous causal discovery from observational time series in the causally sufficient case. Existing CI-based methods such as…
Precise knowledge of causal directed acyclic graphs (DAGs) is assumed for standard approaches towards valid adjustment set selection for unbiased estimation, but in practice, the DAG is often inferred from data or expert knowledge,…
The assumption that data samples are independent and identically distributed (iid) is standard in many areas of statistics and machine learning. Nevertheless, in some settings, such as social networks, infectious disease modeling, and…
Consider the execution of a sequential algorithm that requires the program to converge to an optimal state, and then terminate/stutter. To design such an algorithm, we need to ensure that the state space that it traverses forms a directed…
We establish a new framework for statistical estimation of directed acyclic graphs (DAGs) when data are generated from a linear, possibly non-Gaussian structural equation model. Our framework consists of two parts: (1) inferring the…
Discovering causal relations from observational time series without making the stationary assumption is a significant challenge. In practice, this challenge is common in many areas, such as retail sales, transportation systems, and medical…
In this paper, we analyze the applicability of the Causal Identification algorithm to causal time series graphs with latent confounders. Since these graphs extend over infinitely many time steps, deciding whether causal effects across…
This paper considers inference of causal structure in a class of graphical models called "conditional DAGs". These are directed acyclic graph (DAG) models with two kinds of variables, primary and secondary. The secondary variables are used…
Interacting systems are prevalent in nature. It is challenging to accurately predict the dynamics of the system if its constituent components are analyzed independently. We develop a graph-based model that unveils the systemic interactions…
We study time-dependent mediators in survival analysis using a treatment separation approach due to Didelez [2019] and based on earlier work by Robins and Richardson [2011]. This approach avoids nested counterfactuals and crossworld…