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This article presents a novel method for causal discovery with generalized structural equation models suited for analyzing diverse types of outcomes, including discrete, continuous, and mixed data. Causal discovery often faces challenges…

Methodology · Statistics 2023-10-26 Minjie Wang , Xiaotong Shen , Wei Pan

Many real-world decision-making tasks require learning causal relationships between a set of variables. Traditional causal discovery methods, however, require that all variables are observed, which is often not feasible in practical…

Methodology · Statistics 2023-06-27 Raj Agrawal , Chandler Squires , Neha Prasad , Caroline Uhler

In nonparametric regression analysis, errors are possibly correlated in practice, and neglecting error correlation can undermine most bandwidth selection methods. When no prior knowledge or parametric form of the correlation structure is…

Methodology · Statistics 2025-04-29 Sisheng Liu , Xiaoli Kong

We propose estimators based on kernel ridge regression for nonparametric causal functions such as dose, heterogeneous, and incremental response curves. Treatment and covariates may be discrete or continuous in general spaces. Due to a…

Econometrics · Economics 2022-10-25 Rahul Singh , Liyuan Xu , Arthur Gretton

Despite its importance, choosing the structural form of the kernel in nonparametric regression remains a black art. We define a space of kernel structures which are built compositionally by adding and multiplying a small number of base…

Machine Learning · Statistics 2013-05-15 David Duvenaud , James Robert Lloyd , Roger Grosse , Joshua B. Tenenbaum , Zoubin Ghahramani

Estimation of causal effects is fundamental in situations were the underlying system will be subject to active interventions. Part of building a causal inference engine is defining how variables relate to each other, that is, defining the…

Methodology · Statistics 2021-03-02 Sergio Garrido , Stanislav S. Borysov , Jeppe Rich , Francisco C. Pereira

We developed a novel approach to identification and model testing in linear structural equation models (SEMs) based on auxiliary variables (AVs), which generalizes a widely-used family of methods known as instrumental variables. The…

Methodology · Statistics 2019-10-09 Bryant Chen , Daniel Kumor , Elias Bareinboim

Estimating causal effects from nonexperimental data is a fundamental problem in many fields of science. A key component of this task is selecting an appropriate set of covariates for confounding adjustment to avoid bias. Most existing…

Machine Learning · Computer Science 2025-10-28 Zheng Li , Xichen Guo , Feng Xie , Yan Zeng , Hao Zhang , Zhi Geng

No matter the nature of the response and/or explanatory variables in a regression model, some basic issues such as the existence of an effect of the predictor on the response, or the assessment of a common shape across groups of…

Applications · Statistics 2020-09-01 María Alonso-Pena , Jose Ameijeiras-Alonso , Rosa M. Crujeiras

Important information on the structure of complex systems, consisting of more than one component, can be obtained by measuring to which extent the individual components exchange information among each other. Such knowledge is needed to…

Disordered Systems and Neural Networks · Physics 2009-11-13 Daniele Marinazzo , Mario Pellicoro , Sebastiano Stramaglia

We present a new method for causal discovery in linear structural equation models. We propose a simple ``trick'' based on statistical testing in linear models that can distinguish between ancestors and non-ancestors of any given variable.…

Methodology · Statistics 2023-03-15 Christoph Schultheiss , Peter Bühlmann

We consider the problem of causal structure learning in the setting of heterogeneous populations, i.e., populations in which a single causal structure does not adequately represent all population members, as is common in biological and…

Machine Learning · Statistics 2022-02-21 Alex Markham , Richeek Das , Moritz Grosse-Wentrup

This paper frames causal structure estimation as a machine learning task. The idea is to treat indicators of causal relationships between variables as `labels' and to exploit available data on the variables of interest to provide features…

Machine Learning · Statistics 2019-10-17 Steven M. Hill , Chris. J. Oates , Duncan A. Blythe , Sach Mukherjee

Factor modeling is a powerful statistical technique that permits to capture the common dynamics in a large panel of data with a few latent variables, or factors, thus alleviating the curse of dimensionality. Despite its popularity and…

Econometrics · Economics 2021-03-03 Varlam Kutateladze

We propose a kernel-based nonparametric estimator for the causal effect when the cause is corrupted by error. We do so by generalizing estimation in the instrumental variable setting. Despite significant work on regression with measurement…

Machine Learning · Computer Science 2022-06-22 Yuchen Zhu , Limor Gultchin , Arthur Gretton , Matt Kusner , Ricardo Silva

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…

Machine Learning · Computer Science 2026-05-27 Valentina Kuskova , Dmitry Zaytsev , Michael Coppedge

We consider recovering causal structure from multivariate observational data. We assume the data arise from a linear structural equation model (SEM) in which the idiosyncratic errors are allowed to be dependent in order to capture possible…

Methodology · Statistics 2021-11-11 Y. Samuel Wang , Mathias Drton

Spectrum cartography reconstructs spatial radio fields from sparse and heterogeneous wireless measurements, underpinning many sensing and optimization tasks in wireless networks. Attention mechanisms have recently enabled adaptive…

Optimization and Control · Mathematics 2026-04-29 Liping Tao , Chee Wei Tan

In this paper, we show that the presence of nonlinear coupling between time series may be detected employing kernel feature space representations alone dispensing with the need to go back to solve the pre-image problem to gauge model…

Signal Processing · Electrical Eng. & Systems 2019-07-24 Lucas Massaroppe , Luiz A. Baccalá

We propose a model selection criterion to detect purely causal from purely noncausal models in the framework of quantile autoregressions (QAR). We also present asymptotics for the i.i.d. case with regularly varying distributed innovations…

Econometrics · Economics 2019-04-15 Alain Hecq , Li Sun