Related papers: Causal Structure Recovery of Linear Dynamical Syst…
We consider recovering causal structure from multivariate observational data. We assume the data arise from a linear structural equation model (SEM) in which the idiosyncratic errors are allowed to be dependent in order to capture possible…
The assumption of independence between observations (units) in a dataset is prevalent across various methodologies for learning causal graphical models. However, this assumption often finds itself in conflict with real-world data, posing…
Estimation of causal effects is critical to a range of scientific disciplines. Existing methods for this task either require interventional data, knowledge about the ground truth causal graph, or rely on assumptions such as…
Identifying causal relationships from observational time series data is a key problem in disciplines such as climate science or neuroscience, where experiments are often not possible. Data-driven causal inference is challenging since…
We study the problem of learning the causal relationships between a set of observed variables in the presence of latents, while minimizing the cost of interventions on the observed variables. We assume access to an undirected graph $G$ on…
A common theme in causal inference is learning causal relationships between observed variables, also known as causal discovery. This is usually a daunting task, given the large number of candidate causal graphs and the combinatorial nature…
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…
We present two online causal structure learning algorithms which can track changes in a causal structure and process data in a dynamic real-time manner. Standard causal structure learning algorithms assume that causal structure does not…
In the causal learning setting, we wish to learn cause-and-effect relationships between variables such that we can correctly infer the effect of an intervention. While the difference between a cyclic structure and an acyclic structure may…
It is commonplace to encounter nonstationary data, of which the underlying generating process may change over time or across domains. The nonstationarity presents both challenges and opportunities for causal discovery. In this paper we…
Estimating causal effects from observational data (at either an individual -- or a population -- level) is critical for making many types of decisions. One approach to address this task is to learn decomposed representations of the…
Discovering causal structures from multivariate time series is a key problem because interactions span across multiple lags and possibly involve instantaneous dependencies. Additionally, the search space of the dynamic graphs is…
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…
Instrumental variable (IV) regression relies on instruments to infer causal effects from observational data with unobserved confounding. We consider IV regression in time series models, such as vector auto-regressive (VAR) processes. Direct…
Causal effect estimation from observational data is a fundamental task in empirical sciences. It becomes particularly challenging when unobserved confounders are involved in a system. This paper focuses on front-door adjustment -- a classic…
We consider linear structural equation models with explicitly modelled latent variables. In such models, observed and latent variables solve linear equations including stochastic noise terms. The goal of our work is to identify the direct…
In this study, we present a novel constraint-based algorithm for causal structure learning specifically designed for nonlinear autoregressive time series. Our algorithm significantly reduces computational complexity compared to existing…
Causal inference is a critical task across fields such as healthcare, economics, and the social sciences. While recent advances in machine learning, especially those based on the deep-learning architectures, have shown potential in…
Classical causal and statistical inference methods typically assume the observed data consists of independent realizations. However, in many applications this assumption is inappropriate due to a network of dependences between units in the…
Structural vector autoregressive (SVAR) processes are commonly used time series models to identify and quantify causal interactions between dynamically interacting processes from observational data. The causal relationships between these…