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We study causal inference in a multi-environment setting, in which the functional relations for producing the variables from their direct causes remain the same across environments, while the distribution of exogenous noises may vary. We…

Machine Learning · Computer Science 2017-05-29 AmirEmad Ghassami , Saber Salehkaleybar , Negar Kiyavash , Kun Zhang

This article proposes a novel causal discovery and inference method called GrIVET for a Gaussian directed acyclic graph with unmeasured confounders. GrIVET consists of an order-based causal discovery method and a likelihood-based…

Methodology · Statistics 2023-09-22 Li Chen , Chunlin Li , Xiaotong Shen , Wei Pan

Causal discovery combines data with knowledge provided by experts to learn the DAG representing the causal relationships between a given set of variables. When data are scarce, bagging is used to measure our confidence in an average DAG…

Machine Learning · Statistics 2025-11-19 Alessio Zanga , Marco Scutari , Fabio Stella

Causal additive models provide a tractable yet expressive framework for causal discovery in the presence of hidden variables. When unobserved backdoor or causal paths exist between two variables, their causal relationship is often…

Machine Learning · Computer Science 2026-05-25 Thong Pham , Takashi Nicholas Maeda , Shohei Shimizu

Graph-based causal discovery methods aim to capture conditional independencies consistent with the observed data and differentiate causal relationships from indirect or induced ones. Successful construction of graphical models of data…

Machine Learning · Statistics 2021-01-08 Boris Hayete , Fred Gruber , Anna Decker , Raymond Yan

Causal discovery from observational data is a challenging task that can only be solved up to a set of equivalent solutions, called an equivalence class. Such classes, which are often large in size, encode uncertainties about the orientation…

Machine Learning · Computer Science 2022-03-01 Philippe Brouillard , Perouz Taslakian , Alexandre Lacoste , Sebastien Lachapelle , Alexandre Drouin

Causal discovery amounts to unearthing causal relationships amongst features in data. It is a crucial companion to causal inference, necessary to build scientific knowledge without resorting to expensive or impossible randomised control…

Artificial Intelligence · Computer Science 2024-08-06 Fabrizio Russo , Anna Rapberger , Francesca Toni

Causal discovery from time series is a fundamental task in machine learning. However, its widespread adoption is hindered by a reliance on untestable causal assumptions and by the lack of robustness-oriented evaluation in existing…

Machine Learning · Computer Science 2026-05-01 Huiyang Yi , Xiaojian Shen , Yonggang Wu , Duxin Chen , He Wang , Wenwu Yu

Identifying causal relations from purely observational data typically requires additional assumptions on relations and/or noise. Most current methods restrict their analysis to datasets that are assumed to have pure linear or nonlinear…

Machine Learning · Computer Science 2024-10-10 Zhuopeng Xu , Yujie Li , Cheng Liu , Ning Gui

In nonlinear latent variable models or dynamic models, if we consider the latent variables as confounders (common causes), the noise dependencies imply further relations between the observed variables. Such models are then closely related…

Machine Learning · Computer Science 2012-03-19 Kun Zhang , Bernhard Schoelkopf , Dominik Janzing

The traditional two-stage approach to causal inference first identifies a single causal model (or equivalence class of models), which is then used to answer causal queries. However, this neglects any epistemic model uncertainty. In…

Machine Learning · Computer Science 2025-04-25 Christian Toth , Christian Knoll , Franz Pernkopf , Robert Peharz

Valid causal inference in observational studies often requires controlling for confounders. However, in practice measurements of confounders may be noisy, and can lead to biased estimates of causal effects. We show that we can reduce the…

Machine Learning · Statistics 2018-06-05 Nathan Kallus , Xiaojie Mao , Madeleine Udell

Causal inference is known to be very challenging when only observational data are available. Randomized experiments are often costly and impractical and in instrumental variable regression the number of instruments has to exceed the number…

Methodology · Statistics 2018-06-19 Dominik Rothenhäusler , Peter Bühlmann , Nicolai Meinshausen

In the realm of stock prediction, machine learning models encounter considerable obstacles due to the inherent low signal-to-noise ratio and the nonstationary nature of financial markets. These challenges often result in spurious…

Portfolio Management · Quantitative Finance 2025-03-28 Songci Xu , Qiangqiang Cheng , Chi-Guhn Lee

Causal discovery methods seek to identify causal relations between random variables from purely observational data, as opposed to actively collected experimental data where an experimenter intervenes on a subset of correlates. One of the…

Machine Learning · Computer Science 2021-02-08 Samir Wadhwa , Roy Dong

Causal discovery in real-world systems, such as biological networks, is often complicated by feedback loops and incomplete data. Standard algorithms, which assume acyclic structures or fully observed data, struggle with these challenges. To…

Machine Learning · Statistics 2026-04-07 Muralikrishnna G. Sethuraman , Razieh Nabi , Faramarz Fekri

Causal discovery methods based on the PC algorithm are proven to be sound if all structural assumptions are fulfilled and all conditional independence tests are correct. This idealized setting is rarely given in real data. In this work, we…

Machine Learning · Statistics 2026-03-19 Sofia Faltenbacher , Jonas Wahl , Rebecca Herman , Jakob Runge

An acyclic causal structure can be described with directed acyclic graph (DAG), where arrows indicate the possibility of direct causation. The task of learning this structure from data is known as "causal discovery." Diverse populations or…

Machine Learning · Computer Science 2024-10-17 Bijan Mazaheri , Spencer Gordon , Yuval Rabani , Leonard Schulman

Causal discovery methods can identify valid adjustment sets for causal effect estimation for a pair of target variables, even when the underlying causal graph is unknown. Global causal discovery methods focus on learning the whole causal…

Machine Learning · Statistics 2026-04-01 Mátyás Schubert , Tom Claassen , Sara Magliacane

Causal inference is a fundamental research topic for discovering the cause-effect relationships in many disciplines. However, not all algorithms are equally well-suited for a given dataset. For instance, some approaches may only be able to…

Machine Learning · Computer Science 2024-03-11 Zhipeng Ma , Marco Kemmerling , Daniel Buschmann , Chrismarie Enslin , Daniel Lütticke , Robert H. Schmitt