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Determining the causes of extreme events is a fundamental question in many scientific fields. An important aspect when modelling multivariate extremes is the tail dependence. In application, the extreme dependence structure may…

Methodology · Statistics 2022-12-21 Juraj Bodik , Linda Mhalla , Valérie Chavez-Demoulin

We consider regularly varying random vectors. Our goal is to estimate in a non-parametric way some characteristics related to conditioning on an extreme event, like the tail dependence coefficient. We introduce a quasi-spectral…

Methodology · Statistics 2015-02-26 Rafał Kulik , Zhigang Tong

Recent work has shown promising results in causal discovery by leveraging interventional data with gradient-based methods, even when the intervened variables are unknown. However, previous work assumes that the correspondence between…

Machine Learning · Computer Science 2022-07-12 Gonçalo R. A. Faria , André F. T. Martins , Mário A. T. Figueiredo

Causality plays a central role in understanding interactions between variables in complex systems. These systems often exhibit state-dependent causal relationships, where both the strength and direction of causality vary with the value of…

Data Analysis, Statistics and Probability · Physics 2025-08-05 Álvaro Martínez-Sánchez , Adrián Lozano-Durán

Extreme events, such as market crashes, natural disasters, and pandemics, are rare but catastrophic, often triggering cascading failures across interconnected systems. Accurate prediction and early warning can help minimize losses and…

Machine Learning · Computer Science 2025-06-10 Jingyi Gu , Xuan Zhang , Guiling Wang

Transient phenomena play a key role in coordinating brain activity at multiple scales, however,their underlying mechanisms remain largely unknown. A key challenge for neural data science is thus to characterize the network interactions at…

Neurons and Cognition · Quantitative Biology 2022-09-16 Kaidi Shao , Nikos K. Logothetis , Michel Besserve

Inferring the causal structure that links n observables is usually based upon detecting statistical dependences and choosing simple graphs that make the joint measure Markovian. Here we argue why causal inference is also possible when only…

Statistics Theory · Mathematics 2008-04-24 Dominik Janzing , Bernhard Schoelkopf

Discovering causal relationships from observational data is a challenging task that relies on assumptions connecting statistical quantities to graphical or algebraic causal models. In this work, we focus on widely employed assumptions for…

Methodology · Statistics 2024-03-20 Jonas Wahl , Urmi Ninad , Jakob Runge

Understanding a complex system entails capturing the non-trivial collective phenomena that arise from interactions between its different parts. Information theory is a flexible and robust framework to study such behaviours, with several…

Performance evaluation of urban autonomous vehicles requires a realistic model of the behavior of other road users in the environment. Learning such models from data involves collecting naturalistic data of real-world human behavior. In…

Systems and Control · Electrical Eng. & Systems 2026-02-10 Atrisha Sarkar , Krzysztof Czarnecki

In todays age of data, discovering relationships between different variables is an interesting and a challenging problem. This problem becomes even more critical with regards to complex dynamical systems like weather forecasting and…

Data Analysis, Statistics and Probability · Physics 2021-02-01 Sachin Kasture

Causal effect estimation from observational data is a challenging problem, especially with high dimensional data and in the presence of unobserved variables. The available data-driven methods for tackling the problem either provide an…

Methodology · Statistics 2022-07-25 Debo Cheng , Jiuyong Li , Lin Liu , Jiji Zhang , Jixue Liu , Thuc Duy Le

Causal discovery is crucial for understanding complex systems and informing decisions. While observational data can uncover causal relationships under certain assumptions, it often falls short, making active interventions necessary. Current…

Machine Learning · Computer Science 2024-06-18 Yuxuan Wang , Mingzhou Liu , Xinwei Sun , Wei Wang , Yizhou Wang

Autonomous robots are required to reason about the behaviour of dynamic agents in their environment. The creation of models to describe these relationships is typically accomplished through the application of causal discovery techniques.…

Artificial Intelligence · Computer Science 2024-03-07 Rhys Howard , Lars Kunze

The causal discovery of Bayesian networks is an active and important research area, and it is based upon searching the space of causal models for those which can best explain a pattern of probabilistic dependencies shown in the data.…

Artificial Intelligence · Computer Science 2016-07-25 Xuhui Zhang , Kevin B. Korb , Ann E. Nicholson , Steven Mascaro

Inferring causal relationships from dynamical systems is the central interest of many scientific inquiries. Conditional local independence, which describes whether the evolution of one process is influenced by another process given…

Methodology · Statistics 2025-10-09 Mingzhou Liu , Xinwei Sun , Yizhou Wang

Causal discovery aims to uncover cause-and-effect relationships encoded in causal graphs by leveraging observational, interventional data, or their combination. The majority of existing causal discovery methods are developed assuming…

Machine Learning · Computer Science 2024-06-25 Muhammad Qasim Elahi , Lai Wei , Murat Kocaoglu , Mahsa Ghasemi

This article reviews the concepts and methods of variational path sampling. These methods allow computational studies of rare events in systems driven arbitrarily far from equilibrium. Based upon a statistical mechanics of trajectory space…

Chemical Physics · Physics 2025-02-05 Aditya N. Singh , Avishek Das , David T. Limmer

Causal inference from observational data following the restricted structural causal models (SCM) framework hinges largely on the asymmetry between cause and effect from the data generating mechanisms, such as non-Gaussianity or…

Machine Learning · Computer Science 2024-05-30 Kang Du , Yu Xiang

Motivated by conditional independence testing, an essential step in constraint-based causal discovery algorithms, we study the nonparametric Von Mises estimator for the entropy of multivariate distributions built on a kernel density…

Machine Learning · Computer Science 2023-10-23 Fateme Jamshidi , Luca Ganassali , Negar Kiyavash
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