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We consider the problem of estimating the expected causal effect $E[Y|do(X)]$ for a target variable $Y$ when treatment $X$ is set by intervention, focusing on continuous random variables. In settings without selection bias or confounding,…

Machine Learning · Statistics 2025-03-27 Marlies Hafer , Alexander Marx

This paper concerns the probabilistic evaluation of the effects of actions in the presence of unmeasured variables. We show that the identification of causal effect between a singleton variable X and a set of variables Y can be accomplished…

Artificial Intelligence · Computer Science 2013-02-21 David Galles , Judea Pearl

Algorithms for constraint-based causal discovery select graphical causal models among a space of possible candidates (e.g., all directed acyclic graphs) by executing a sequence of conditional independence tests. These may be used to inform…

Methodology · Statistics 2025-09-19 Ting-Hsuan Chang , Zijian Guo , Daniel Malinsky

Whether a variable is the cause of another, or simply associated with it, is often an important scientific question. Causal Inference is the name associated with the body of techniques for addressing that question in a statistical setting.…

Applications · Statistics 2025-06-25 Caren Marzban , Yikun Zhang , Nicholas Bond , Michael Richman

A methodology for high dimensional causal inference in a time series context is introduced. It is assumed that there is a monotonic transformation of the data such that the dynamics of the transformed variables are described by a Gaussian…

Methodology · Statistics 2023-07-07 Francesco Cordoni , Alessio Sancetta

Causality graphs are routinely estimated in social sciences, natural sciences, and engineering due to their capacity to efficiently represent the spatiotemporal structure of multivariate data sets in a format amenable for human…

Signal Processing · Electrical Eng. & Systems 2020-11-16 Bakht Zaman , Luis Miguel Lopez Ramos , Daniel Romero , Baltasar Beferull-Lozano

Many statistical problems in causal inference involve a probability distribution other than the one from which data are actually observed; as an additional complication, the object of interest is often a marginal quantity of this other…

Methodology · Statistics 2023-10-24 Robin J. Evans , Vanessa Didelez

Causal inference from observational data plays critical role in many applications in trustworthy machine learning. While sound and complete algorithms exist to compute causal effects, many of them assume access to conditional likelihoods,…

Machine Learning · Computer Science 2024-11-04 Md Musfiqur Rahman , Matt Jordan , Murat Kocaoglu

People organize in groups and contagions spread across them. A simple stochastic process, yet complex to model due to dynamical correlations within and between groups. Moreover, groups can evolve if agents join or leave in response to…

Physics and Society · Physics 2025-05-22 Giulio Burgio , Guillaume St-Onge , Laurent Hébert-Dufresne

Predictions about people, such as their expected educational achievement or their credit risk, can be performative and shape the outcome that they aim to predict. Understanding the causal effect of these predictions on the eventual outcomes…

Machine Learning · Statistics 2022-10-19 Celestine Mendler-Dünner , Frances Ding , Yixin Wang

The basic statistical methods of data representation did not change since their emergence. Their simplicity was dictated by the intricacies of computations in the before computers epoch. It turns out that such approach is not uniquely…

Mathematical Software · Computer Science 2007-05-23 Yefim Bakman

We consider one of the most basic multiple testing problems that compares expectations of multivariate data among several groups. As a test statistic, a conventional (approximate) $t$-statistic is considered, and we determine its rejection…

Methodology · Statistics 2016-12-20 Yoshiyuki Ninomiya , Satoshi Kuriki , Toshihiko Shiroishi , Toyoyuki Takada

Adaptive experiments use preliminary analyses of the data to inform further course of action and are commonly used in many disciplines including medical and social sciences. Because the null hypothesis and experimental design are…

Methodology · Statistics 2026-05-26 Tobias Freidling , Qingyuan Zhao , Zijun Gao

Instrumental variable approaches have gained popularity for estimating causal effects in the presence of unmeasured confounders. However, the availability of instrumental variables in the primary dataset is often challenged due to stringent…

Methodology · Statistics 2026-03-31 Kang Shuai , Shanshan Luo , Wei Li , Yangbo He

Causal inference is central to many areas of artificial intelligence, including complex reasoning, planning, knowledge-base construction, robotics, explanation, and fairness. An active community of researchers develops and enhances…

Artificial Intelligence · Computer Science 2019-11-05 Amanda Gentzel , Dan Garant , David Jensen

Variable selection for Gaussian process models is often done using automatic relevance determination, which uses the inverse length-scale parameter of each input variable as a proxy for variable relevance. This implicitly determined…

Methodology · Statistics 2019-04-24 Topi Paananen , Juho Piironen , Michael Riis Andersen , Aki Vehtari

Robust and reliable covariance estimates play a decisive role in financial and many other applications. An important class of estimators is based on Factor models. Here, we show by extensive Monte Carlo simulations that covariance matrices…

Portfolio Management · Quantitative Finance 2015-03-19 Daniel Bartz , Kerr Hatrick , Christian W. Hesse , Klaus-Robert Müller , Steven Lemm

The statistical matching problem is a data integration problem with structured missing data. The general form involves the analysis of multiple datasets that only have a strict subset of variables jointly observed across all datasets. The…

Methodology · Statistics 2019-04-01 Daniel Ahfock , Saumyadipta Pyne , Geoffrey J. McLachlan

Variable selection is an important statistical problem. This problem becomes more challenging when the candidate predictors are of mixed type (e.g. continuous and binary) and impact the response variable in nonlinear and/or non-additive…

Methodology · Statistics 2021-12-30 Chuji Luo , Michael J. Daniels

Recent critiques of Physics Education Research (PER) studies have revoiced the critical issues when drawing causal inferences from observational data where no intervention is present. In response to a call for a "causal reasoning primer",…

Methodology · Statistics 2023-05-25 Vidushi Adlakha , Eric Kuo
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