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Cause-effect analysis is crucial to understand the underlying mechanism of a system. We propose to exploit model invariance through interventions on the predictors to infer causality in nonlinear multivariate systems of time series. We…

Machine Learning · Computer Science 2022-07-12 Wasim Ahmad , Maha Shadaydeh , Joachim Denzler

In randomized clinical trials, adjusting for baseline covariates can improve credibility and efficiency for demonstrating and quantifying treatment effects. This article studies the augmented inverse propensity weighted (AIPW) estimator,…

Methodology · Statistics 2024-03-27 Marlena S. Bannick , Jun Shao , Jingyi Liu , Yu Du , Yanyao Yi , Ting Ye

Explaining machine learning (ML) predictions has become crucial as ML models are increasingly deployed in high-stakes domains such as healthcare. While SHapley Additive exPlanations (SHAP) is widely used for model interpretability, it fails…

Machine Learning · Computer Science 2025-09-03 Woon Yee Ng , Li Rong Wang , Siyuan Liu , Xiuyi Fan

When dealing with time series data, causal inference methods often employ structural vector autoregressive (SVAR) processes to model time-evolving random systems. In this work, we rephrase recursive SVAR processes with possible latent…

Statistics Theory · Mathematics 2024-08-19 Nicolas-Domenic Reiter , Andreas Gerhardus , Jonas Wahl , Jakob Runge

Variable selection, also known as feature selection in machine learning, plays an important role in modeling high dimensional data and is key to data-driven scientific discoveries. We consider here the problem of detecting influential…

Methodology · Statistics 2014-09-24 Bo Jiang , Jun S. Liu

We consider the problem of learning causal directed acyclic graphs from an observational joint distribution. One can use these graphs to predict the outcome of interventional experiments, from which data are often not available. We show…

Machine Learning · Statistics 2016-08-18 Jonas Peters , Joris Mooij , Dominik Janzing , Bernhard Schölkopf

We extend Fisher's randomization test (FRT) to test conditional independence between observed outcomes and treatments given covariates in both randomized experiments and observational studies, with no restriction on the variable type of…

Methodology · Statistics 2025-06-12 Zhen Zhong

We consider linear non-Gaussian structural equation models that involve latent confounding. In this setting, the causal structure is identifiable, but, in general, it is not possible to identify the specific causal effects. Instead, a…

Machine Learning · Statistics 2024-08-12 Daniela Schkoda , Elina Robeva , Mathias Drton

Instrumental variable methods are among the most commonly used causal inference approaches to deal with unmeasured confounders in observational studies. The presence of invalid instruments is the primary concern for practical applications,…

Methodology · Statistics 2023-04-18 Zijian Guo

Causal phenomena associated with rare events occur across a wide range of engineering problems, such as risk-sensitive safety analysis, accident analysis and prevention, and extreme value theory. However, current methods for causal…

Machine Learning · Statistics 2023-07-19 Chih-Yuan Chiu , Kshitij Kulkarni , Shankar Sastry

We consider the problem of testing for differences in group-specific slopes between the selected groups in panel data identified via k-means clustering. In this setting, the classical Wald-type test statistic is problematic because it…

Methodology · Statistics 2025-11-07 Chuang Wan , Jiajun Sun , Xingbai Xu

Causal discovery from observational data is a fundamental task in artificial intelligence, with far-reaching implications for decision-making, predictions, and interventions. Despite significant advances, existing methods can be broadly…

Machine Learning · Computer Science 2026-02-06 Jincheng Zhou , Mengbo Wang , Anqi He , Yumeng Zhou , Hessam Olya , Murat Kocaoglu , Bruno Ribeiro

In-context reinforcement learning (ICRL) leverages the in-context learning capabilities of transformer models (TMs) to efficiently generalize to unseen sequential decision-making tasks without parameter updates. However, existing ICRL…

Machine Learning · Computer Science 2026-02-10 Juncheng Dong , Bowen He , Moyang Guo , Ethan X. Fang , Zhuoran Yang , Vahid Tarokh

Data attribution methods are used to measure the contribution of training data towards model outputs, and have several important applications in areas such as dataset curation and model interpretability. However, many standard data…

Computation and Language · Computer Science 2025-02-12 Cathy Jiao , Gary Gao , Aditi Raghunathan , Chenyan Xiong

In this paper, we address the problem of modeling data with periodic autoregressive (PAR) time series and additive noise. In most cases, the data are processed assuming a noise-free model (i.e., without additive noise), which is not a…

Graph contrastive learning (GCL), learning the node representation by contrasting two augmented graphs in a self-supervised way, has attracted considerable attention. GCL is usually believed to learn the invariant representation. However,…

Machine Learning · Computer Science 2024-03-08 Yanhu Mo , Xiao Wang , Shaohua Fan , Chuan Shi

A fundamental problem of causal discovery is cause-effect inference, learning the correct causal direction between two random variables. Significant progress has been made through modelling the effect as a function of its cause and a noise…

Machine Learning · Computer Science 2023-10-27 Xiangyu Sun , Oliver Schulte

We study categorical instrumental variable (IV) models with instrument, treatment, and outcome taking finitely many values. We derive a simple closed-form characterization of the set of joint distributions of potential outcomes that are…

Statistics Theory · Mathematics 2025-11-13 Yilin Song , F. Richard Guo , K. C. Gary Chan , Thomas S. Richardson

Instrumental variable methods provide a powerful approach to estimating causal effects in the presence of unobserved confounding. But a key challenge when applying them is the reliance on untestable "exclusion" assumptions that rule out any…

Methodology · Statistics 2020-06-23 Jason Hartford , Victor Veitch , Dhanya Sridhar , Kevin Leyton-Brown

Causal representation learning (CRL) aims at recovering latent causal variables from high-dimensional observations to solve causal downstream tasks, such as predicting the effect of new interventions or more robust classification. A…

Machine Learning · Computer Science 2025-03-06 Dingling Yao , Dario Rancati , Riccardo Cadei , Marco Fumero , Francesco Locatello