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We present a generalized linear structural causal model, coupled with a novel data-adaptive linear regularization, to recover causal directed acyclic graphs (DAGs) from time series. By leveraging a recently developed stochastic monotone…

Machine Learning · Computer Science 2023-01-31 Song Wei , Yao Xie , Christopher S. Josef , Rishikesan Kamaleswaran

We present a generalized linear structural causal model, coupled with a novel data-adaptive linear regularization, to recover causal directed acyclic graphs (DAGs) from time series. By leveraging a recently developed stochastic monotone…

Machine Learning · Computer Science 2023-09-27 Song Wei , Yao Xie , Christopher S. Josef , Rishikesan Kamaleswaran

In this paper we employ methods from Statistical Mechanics to model temporal correlations in time series. We put forward a methodology based on the Maximum Entropy principle to generate ensembles of time series constrained to preserve part…

Statistical Mechanics · Physics 2020-07-15 Riccardo Marcaccioli , Giacomo Livan

We propose a fully probabilistic formulation of the notion of mechanistic interaction (interaction in some fundamental mechanistic sense) between the effects of putative (possibly continuous) causal factors A and B on a binary outcome…

Methodology · Statistics 2020-04-28 Carlo Berzuini , A. Philip Dawid

Identifying causal relationships is a challenging yet crucial problem in many fields of science like epidemiology, climatology, ecology, genomics, economics and neuroscience, to mention only a few. Recent studies have demonstrated that…

Many multivariate time series anomaly detection frameworks have been proposed and widely applied. However, most of these frameworks do not consider intrinsic relationships between variables in multivariate time series data, thus ignoring…

Machine Learning · Computer Science 2025-08-11 Falih Gozi Febrinanto , Kristen Moore , Chandra Thapa , Mujie Liu , Vidya Saikrishna , Jiangang Ma , Feng Xia

Physicists are starting to work in areas where noisy signal analysis is required. In these fields, such as Economics, Neuroscience, and Physics, the notion of causality should be interpreted as a statistical measure. We introduce to the lay…

Discovering temporal lagged and inter-dependencies in multivariate time series data is an important task. However, in many real-world applications, such as commercial cloud management, manufacturing predictive maintenance, and portfolios…

Machine Learning · Computer Science 2018-12-12 Xuan-Hong Dang , Syed Yousaf Shah , Petros Zerfos

Face-to-face interactions reveal recurring patterns, suggesting the possibility of shared underlying mechanisms. More specifically, inter-contact durations, contact durations and number of contacts per edge share similar heavy-tail…

Physics and Society · Physics 2026-04-02 Juliette Gambaudo , Mathieu Génois

We propose a novel class of network models for temporal dyadic interaction data. Our goal is to capture a number of important features often observed in social interactions: sparsity, degree heterogeneity, community structure and…

Machine Learning · Statistics 2018-10-30 Xenia Miscouridou , François Caron , Yee Whye Teh

A new concept of the available force in long-range interaction complex systems is proposed. The relationship between the available force in different time intervals and the interaction parameters of complex systems is described. It is found…

Statistical Mechanics · Physics 2013-07-25 Zhifu Huang , Congjie Ou , Bihong Lin , Guozhen Su , Jincan Chen

The alignment of Large Language Models (LLMs) for multi-turn conversations typically relies on reward signals derived from the content of the text. This approach, however, overlooks a rich, complementary source of signal: the dynamics of…

Computation and Language · Computer Science 2025-11-12 Sian Gooding , Edward Grefenstette

In many physical, social or economical phenomena we observe changes of a studied quantity only in discrete, irregularly distributed points in time. The stochastic process used by physicists to describe this kind of variables is the…

Statistical Finance · Quantitative Finance 2020-04-14 Jarosław Klamut , Tomasz Gubiec

We introduce CausaLab, a scalable environment for evaluating interactive causal discovery by LLM agents. Unlike prior evaluations, CausaLab evaluates both whether an agent can solve a problem using causal evidence and whether its answer is…

Artificial Intelligence · Computer Science 2026-05-29 Junlin Yang , Dylan Zhang , Xiangchen Song , Qirun Dai , Xiao Liu , Yuen Chen , Aniket Vashishtha , Jing Shi , Chenhao Tan , Hao Peng

Large-scale human mobility exhibits spatial and temporal patterns that can assist policymakers in decision making. Although traditional prediction models attempt to capture these patterns, they often interfered by non-periodic public…

Machine Learning · Computer Science 2025-04-17 Xiaojie Yang , Hangli Ge , Jiawei Wang , Zipei Fan , Renhe Jiang , Ryosuke Shibasaki , Noboru Koshizuka

We study how the phenomenon of contagion can take place in the network of the world's stock exchanges due to the behavioral trait "blindeness to small changes". On large scale individual, the delay in the collective response may…

General Finance · Quantitative Finance 2016-02-25 Lucia Bellenzier , Jørgen Vitting Andersen , Giulia Rotundo

Current work on using visual analytics to determine causal relations among variables has mostly been based on the concept of counterfactuals. As such the derived static causal networks do not take into account the effect of time as an…

Human-Computer Interaction · Computer Science 2023-03-14 Jun Wang , Klaus Mueller

Causal inference provides an analytical framework to identify and quantify cause-and-effect relationships among a network of interacting agents. This paper offers a novel framework for analyzing cascading failures in power transmission…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Shiuli Subhra Ghosh , Anmol Dwivedi , Ali Tajer , Kyongmin Yeo , Wesley M. Gifford

In this paper, we introduce a novel class of graphical models for representing time lag specific causal relationships and independencies of multivariate time series with unobserved confounders. We completely characterize these graphs and…

Methodology · Statistics 2023-10-06 Andreas Gerhardus

Multiple metrics have been developed to detect causality relations between data describing the elements constituting complex systems, all of them considering their evolution through time. Here we propose a metric able to detect causality…

Data Analysis, Statistics and Probability · Physics 2016-05-20 Massimiliano Zanin