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Confounding seriously impairs our ability to learn about causal relations from observational data. Confounding can be defined as a statistical association between two variables due to inputs from a common source (the confounder). For…

Methodology · Statistics 2018-05-17 Anders Ledberg

Given a set $X$ of "empirical" points, whose coordinates are perturbed by errors, we analyze whether it contains redundant information, that is whether some of its elements could be represented by a single equivalent point. If this is the…

Algebraic Geometry · Mathematics 2008-11-17 John Abbott , Claudia Fassino , Maria-Laura Torrente

We propose a method to distinguish causal influence from hidden confounding in the following scenario: given a target variable Y, potential causal drivers X, and a large number of background features, we propose a novel criterion for…

Machine Learning · Statistics 2022-02-07 You-Lin Chen , Lenon Minorics , Dominik Janzing

Results in epidemiology and social science often require the removal of confounding effects from measurements of the pairwise correlation of variables in survey data. This is typically accomplished by some variant of linear regression…

Methodology · Statistics 2025-12-02 William H. Press

In information theory, the link between continuous information and discrete information is established through well-known sampling theorems. Sampling theory explains, for example, how frequency-filtered music signals are reconstructible…

General Relativity and Quantum Cosmology · Physics 2009-11-10 Achim Kempf

In data science, it is often required to estimate dependencies between different data sources. These dependencies are typically calculated using Pearson's correlation, distance correlation, and/or mutual information. However, none of these…

Statistics Theory · Mathematics 2015-06-03 Rahul Agarwal , Pierre Sacre , Sridevi V. Sarma

When evaluating causal influence from one time series to another in a multivariate dataset it is necessary to take into account the conditioning effect of the other variables. In the presence of many variables, and possibly of a reduced…

Data Analysis, Statistics and Probability · Physics 2012-03-26 Daniele Marinazzo , Mario Pellicoro , Sebastiano Stramaglia

Recommender systems aim to recommend new items to users by learning user and item representations. In practice, these representations are highly entangled as they consist of information about multiple factors, including user's interests,…

Information Retrieval · Computer Science 2022-04-18 Paras Sheth , Ruocheng Guo , Lu Cheng , Huan Liu , K. Selçuk Candan

Multi-electrode neurophysiological recordings produce massive quantities of data. Multivariate time series analysis provides the basic framework for analyzing the patterns of neural interactions in these data. It has long been recognized…

Quantitative Methods · Quantitative Biology 2007-05-23 Mingzhou Ding , Yonghong Chen , Steven L. Bressler

Interaction information is one of the multivariate generalizations of mutual information, which expresses the amount information shared among a set of variables, beyond the information, which is shared in any proper subset of those…

Artificial Intelligence · Computer Science 2017-02-01 AmirEmad Ghassami , Negar Kiyavash

To effectively study complex causal systems, it is often useful to construct abstractions of parts of the system by discarding irrelevant details while preserving key features. The Information Bottleneck (IB) method is a widely used…

Machine Learning · Computer Science 2025-06-12 Francisco N. F. Q. Simoes , Mehdi Dastani , Thijs van Ommen

A central challenge in analyzing multivariate interactions within complex systems is to decompose how multiple inputs jointly determine an output. Existing approaches generally operate on observed probability distributions and can conflate…

Information Theory · Computer Science 2026-03-19 Clifford Bohm , Vincent R. Ragusa , Arend Hintze , Charles Ofria , Emily Dolson , Christoph Adami

A challenging problem when studying a dynamical system is to find the interdependencies among its individual components. Several algorithms have been proposed to detect directed dynamical influences between time series. Two of the most used…

Data Analysis, Statistics and Probability · Physics 2015-09-09 Alessandro Montalto , Sebastiano Stramaglia , Luca Faes , Giovanni Tessitore , Roberto Prevete , Daniele Marinazzo

We introduce an approach which allows detecting causal relationships between variables for which the time evolution is available. Causality is assessed by a variational scheme based on the Information Imbalance of distance ranks, a…

Methodology · Statistics 2024-05-07 Vittorio Del Tatto , Gianfranco Fortunato , Domenica Bueti , Alessandro Laio

We propose a new method of discovering causal relationships in temporal data based on the notion of causal compression. To this end, we adopt the Pearlian graph setting and the directed information as an information theoretic tool for…

Machine Learning · Statistics 2016-11-02 Aleksander Wieczorek , Volker Roth

Causal disentanglement seeks a representation of data involving latent variables that relate to one another via a causal model. A representation is identifiable if both the latent model and the transformation from latent to observed…

Machine Learning · Statistics 2023-06-13 Chandler Squires , Anna Seigal , Salil Bhate , Caroline Uhler

An individualized treatment rule (ITR) is a decision rule that aims to improve individual patients health outcomes by recommending optimal treatments according to patients specific information. In observational studies, collected data may…

Methodology · Statistics 2023-10-03 Zeyu Bian , Erica EM Moodie , Susan M Shortreed , Sylvie D Lambert , Sahir Bhatnagar

It has been postulated that a good representation is one that disentangles the underlying explanatory factors of variation. However, it remains an open question what kind of training framework could potentially achieve that. Whereas most…

Mutual information between two random variables is a well-studied notion, whose understanding is fairly complete. Mutual information between one random variable and a pair of other random variables, however, is a far more involved notion.…

Information Theory · Computer Science 2026-05-05 Aobo Lyu , Andrew Clark , Netanel Raviv

We propose new measures of shared information, unique information and synergistic information that can be used to decompose the multi-information of a pair of random variables $(Y,Z)$ with a third random variable $X$. Our measures are…

Information Theory · Computer Science 2014-06-18 Nils Bertschinger , Johannes Rauh , Eckehard Olbrich , Jürgen Jost , Nihat Ay