Related papers: Causal identification for continuous-time stochast…
Randomized clinical trials (RCTs) are ideal for estimating causal effects, because the distributions of background covariates are similar in expectation across treatment groups. When estimating causal effects using observational data,…
Establishing causality is a fundamental goal in fields like medicine and social sciences. While randomized controlled trials are the gold standard for causal inference, they are not always feasible or ethical. Observational studies can…
Granger causality is a fundamental technique for causal inference in time series data, commonly used in the social and biological sciences. Typical operationalizations of Granger causality make a strong assumption that every time point of…
In many fields of scientific research and real-world applications, unbiased estimation of causal effects from non-experimental data is crucial for understanding the mechanism underlying the data and for decision-making on effective…
In many stochastic service systems, decision-makers find themselves making a sequence of decisions, with the number of decisions being unpredictable. To enhance these decisions, it is crucial to uncover the causal impact these decisions…
The discrete-time GARCH methodology which has had such a profound influence on the modelling of heteroscedasticity in time series is intuitively well motivated in capturing many `stylized facts' concerning financial series, and is now…
Granger causality is widely used for causal structure discovery in complex systems from multivariate time series data. Traditional Granger causality tests based on linear models often fail to detect even mild non-linear causal…
Causal discovery for purely observational, categorical data is a long-standing challenging problem. Unlike continuous data, the vast majority of existing methods for categorical data focus on inferring the Markov equivalence class only,…
The representation of the flow of information between neurons in the brain based on their activity is termed the causal functional connectome. Such representation incorporates the dynamic nature of neuronal activity and causal interactions…
We consider the effect of temporal aggregation on instantaneous (non-temporal) causal discovery in general setting. This is motivated by the observation that the true causal time lag is often considerably shorter than the observational…
Causal discovery is a data-driven paradigm for analyzing complex systems, while physics-based models, such as ordinary differential equations (ODEs), provide mechanistic structure for real-world dynamical processes. Integrating these…
Unobserved confounding presents a major threat to causal inference from observational studies. Recently, several authors suggest that this problem may be overcome in a shared confounding setting where multiple treatments are independent…
Discovering causal relationships in complex multivariate time series is a fundamental scientific challenge. Traditional methods often falter, either by relying on restrictive linear assumptions or on conditional independence tests that…
Researchers are often interested in using longitudinal data to estimate the causal effects of hypothetical time-varying treatment interventions on the mean or risk of a future outcome. Standard regression/conditioning methods for…
Granger causality is well established within the neurosciences for inference of directed functional connectivity from neurophysiological data. These data usually consist of time series which subsample a continuous-time biophysiological…
Using observational data to learn causal relationships is essential when randomized experiments are not possible, such as in healthcare. Discovering causal relationships in time-series health data is even more challenging when relationships…
Causal inference methods (instrumental variables, difference-in-differences, regression discontinuity, etc.) are primary tools used across many social science milieus. One area where their application has lagged however, is in the study of…
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…
Information technology (IT) systems are vital for modern businesses, handling data storage, communication, and process automation. Monitoring these systems is crucial for their proper functioning and efficiency, as it allows collecting…
Unraveling the causal relationships among the execution of process activities is a crucial element in predicting the consequences of process interventions and making informed decisions regarding process improvements. Process discovery…