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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…

Methodology · Statistics 2023-07-07 Francesco Cordoni , Alessio Sancetta

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…

Machine Learning · Statistics 2022-03-08 Zhuangyan Fang , Yue Liu , Zhi Geng , Shengyu Zhu , Yangbo He

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,…

Machine Learning · Computer Science 2020-11-19 Jussi Viinikka , Antti Hyttinen , Johan Pensar , Mikko Koivisto

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…

Machine Learning · Statistics 2022-10-17 Rohit Bhattacharya , Razieh Nabi , Ilya Shpitser

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…

Statistics Theory · Mathematics 2023-08-21 Jun Wu , Mathias Drton

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…

Artificial Intelligence · Computer Science 2023-03-01 Malte Luttermann , Marcel Wienöbst , Maciej Liśkiewicz

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…

Statistics Theory · Mathematics 2021-06-09 Liam Solus , Yuhao Wang , Caroline Uhler

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…

Methodology · Statistics 2012-09-27 Alain Hauser , Peter Bühlmann

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…

Artificial Intelligence · Computer Science 2015-08-04 Johannes Textor , Alexander Idelberger , Maciej Liśkiewicz

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…

Methodology · Statistics 2022-01-07 Jakob Runge

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,…

Statistics Theory · Mathematics 2025-11-14 Zhongyi Hu , Stéphanie van der Pas

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…

Methodology · Statistics 2019-02-06 Eli Sherman , Ilya Shpitser

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…

Data Structures and Algorithms · Computer Science 2024-04-11 Arya Tanmay Gupta , Sandeep S Kulkarni

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…

Machine Learning · Statistics 2013-11-15 Po-Ling Loh , Peter Bühlmann

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…

Machine Learning · Computer Science 2024-07-11 Shanyun Gao , Raghavendra Addanki , Tong Yu , Ryan A. Rossi , Murat Kocaoglu

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…

Machine Learning · Computer Science 2025-04-30 Erik Jahn , Karthik Karnik , Leonard J. Schulman

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…

Methodology · Statistics 2014-11-12 Chris J. Oates , Jim Q. Smith , Sach Mukherjee

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…

Machine Learning · Computer Science 2024-10-31 Giangiacomo Mercatali , Andre Freitas , Jie Chen

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…

Methodology · Statistics 2023-10-10 Søren Wengel Mogensen , Odd O. Aalen , Susanne Strohmaier