Related papers: Bootstrap aggregation and confidence measures to i…

Causal structure discovery from observational data is fundamental to the causal understanding of autonomous systems such as medical decision support systems, advertising campaigns and self-driving cars. This is essential to solve well-known…

Our goal is to estimate causal interactions in multivariate time series. Using vector autoregressive (VAR) models, these can be defined based on non-vanishing coefficients belonging to respective time-lagged instances. As in most cases a…

This paper introduces a new causal structure learning method for nonstationary time series data, a common data type found in fields such as finance, economics, healthcare, and environmental science. Our work builds upon the constraint-based…

Learning causal structure is useful in many areas of artificial intelligence, including planning, robotics, and explanation. Constraint-based structure learning algorithms such as PC use conditional independence (CI) tests to infer causal…

We focus on the extension of bivariate causal learning methods into multivariate problem settings in a systematic manner via a novel framework. It is purposive to augment the scale to which bivariate causal discovery approaches can be…

The data drawn from biological, economic, and social systems are often confounded due to the presence of unmeasured variables. Prior work in causal discovery has focused on discrete search procedures for selecting acyclic directed mixed…

This article studies bootstrap inference for high dimensional weakly dependent time series in a general framework of approximately linear statistics. The following high dimensional applications are covered: (1) uniform confidence band for…

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 can be a powerful tool for investigating causality when a system can be observed but is inaccessible to experiments in practice. Despite this, it is rarely used in any scientific or medical fields. One of the major hurdles…

Identifying the number of lags to include in an autoregressive model remains an open research problem due to the computational burden of treating it as a hyperparameter, especially in complex models. This study explores model-agnostic…

Causal discovery is the subfield of causal inference concerned with estimating the structure of cause-and-effect relationships in a system of interrelated variables, as opposed to quantifying the strength or describing the form of causal…

Time series causal discovery is essential for understanding dynamic systems, yet many existing methods remain sensitive to noise, non-stationarity, and sampling variability. We propose the Validated Consensus-Driven Framework (VCDF), a…

We consider the problem of finding confidence intervals for the risk of forecasting the future of a stationary, ergodic stochastic process, using a model estimated from the past of the process. We show that a bootstrap procedure provides…

GraphRAG-Causal introduces an innovative framework that combines graph-based retrieval with large language models to enhance causal reasoning in news analysis. Traditional NLP approaches often struggle with identifying complex, implicit…

Learning causal relations from observational data is a fundamental problem with wide-ranging applications across many fields. Constraint-based methods infer the underlying causal structure by performing conditional independence tests.…

Bootstrap is a widely used technique that allows estimating the properties of a given estimator, such as its bias and standard error. In this paper, we evaluate and compare five bootstrap-based methods for making confidence intervals: two…

When randomized ensemble methods such as bagging and random forests are implemented, a basic question arises: Is the ensemble large enough? In particular, the practitioner desires a rigorous guarantee that a given ensemble will perform…

In contemporary data-driven environments, the generation and processing of multivariate time series data is an omnipresent challenge, often complicated by time delays between different time series. These delays, originating from a multitude…

Graphical structures estimated by causal learning algorithms from time series data can provide misleading causal information if the causal timescale of the generating process fails to match the measurement timescale of the data. Existing…

Constraint-based methods and noise-based methods are two distinct families of methods proposed for uncovering causal graphs from observational data. However, both operate under strong assumptions that may be challenging to validate or could…