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Claiming causal inferences in network settings necessitates careful consideration of the often complex dependency between outcomes for actors. Of particular importance are treatment spillover or outcome interference effects. We consider…

Methodology · Statistics 2022-07-18 Duncan A. Clark , Mark S. Handcock

There exist several approaches for estimating causal effects in time series when latent confounding is present. Many of these approaches rely on additional auxiliary observed variables or time series such as instruments, negative controls…

Methodology · Statistics 2025-05-27 Tom Hochsprung , Jakob Runge , Andreas Gerhardus

Small disturbances can trigger functional breakdowns in complex systems. A challenging task is to infer the structural cause of a disturbance in a networked system, soon enough to prevent a catastrophe. We present a graph neural network…

Physics and Society · Physics 2020-06-11 Edward Laurence , Charles Murphy , Guillaume St-Onge , Xavier Roy-Pomerleau , Vincent Thibeault

In the real world, the class of a time series is usually labeled at the final time, but many applications require to classify time series at every time point. e.g. the outcome of a critical patient is only determined at the end, but he…

Machine Learning · Computer Science 2022-08-16 Chenxi Sun , Moxian Song , Derun Can , Baofeng Zhang , Shenda Hong , Hongyan Li

Causal inference is a critical research topic across many domains, such as statistics, computer science, education, public policy and economics, for decades. Nowadays, estimating causal effect from observational data has become an appealing…

Methodology · Statistics 2020-02-10 Liuyi Yao , Zhixuan Chu , Sheng Li , Yaliang Li , Jing Gao , Aidong Zhang

A data science task can be deemed as making sense of the data or testing a hypothesis about it. The conclusions inferred from data can greatly guide us to make informative decisions. Big data has enabled us to carry out countless prediction…

Machine Learning · Computer Science 2022-01-12 Wenhao Zhang , Ramin Ramezani , Arash Naeim

While correlation measures are used to discern statistical relationships between observed variables in almost all branches of data-driven scientific inquiry, what we are really interested in is the existence of causal dependence. Designing…

Machine Learning · Computer Science 2014-06-26 Ishanu Chattopadhyay

We study causal inference in a multi-environment setting, in which the functional relations for producing the variables from their direct causes remain the same across environments, while the distribution of exogenous noises may vary. We…

Machine Learning · Computer Science 2017-05-29 AmirEmad Ghassami , Saber Salehkaleybar , Negar Kiyavash , Kun Zhang

The estimation of causal network architectures in the brain is fundamental for understanding cognitive information processes. However, access to the dynamic processes underlying cognition is limited to indirect measurements of the hidden…

Neurons and Cognition · Quantitative Biology 2020-08-17 H. C. Ruiz-Euler , H. J. Kappen

This PhD thesis contains several contributions to the field of statistical causal modeling. Statistical causal models are statistical models embedded with causal assumptions that allow for the inference and reasoning about the behavior of…

Machine Learning · Statistics 2021-10-05 Martin Emil Jakobsen

Spatiotemporal time series are usually collected via monitoring sensors placed at different locations, which usually contain missing values due to various failures, such as mechanical damages and Internet outages. Imputing the missing…

Machine Learning · Computer Science 2024-10-24 Baoyu Jing , Dawei Zhou , Kan Ren , Carl Yang

We propose a nonparametric and time-varying directed information graph (TV-DIG) framework to estimate the evolving causal structure in time series networks, thereby addressing the limitations of traditional econometric models in capturing…

Econometrics · Economics 2023-12-29 Jalal Etesami , Ali Habibnia , Negar Kiyavash

The potential system is a nonparametric time series model for assessing the causal impact of moving an assignment at time $t$ on an outcome at future time $t+h$, accounting for the presence of features. The potential system provides…

Econometrics · Economics 2026-03-24 Jacob Carlson , Neil Shephard

Learning causal relationships among a set of variables, as encoded by a directed acyclic graph, from observational data is complicated by the presence of unobserved confounders. Instrumental variables (IVs) are a popular remedy for this…

Methodology · Statistics 2025-04-17 Jing Zou , Wei Li , Wei Lin

We examine the prospect of learning ice sheet damage models from observational data. Our approach, implemented in CRIKit (the Constitutive Relation Inference Toolkit), is to model the material time derivative of damage as a frame-invariant…

Computational Engineering, Finance, and Science · Computer Science 2022-04-22 Grant Bruer , Tobin Isaac

Time series are widely used as signals in many classification/regression tasks. It is ubiquitous that time series contains many missing values. Given multiple correlated time series data, how to fill in missing values and to predict their…

Machine Learning · Computer Science 2018-05-29 Wei Cao , Dong Wang , Jian Li , Hao Zhou , Lei Li , Yitan Li

Estimating causal relations is vital in understanding the complex interactions in multivariate time series. Non-linear coupling of variables is one of the major challenges inaccurate estimation of cause-effect relations. In this paper, we…

Machine Learning · Computer Science 2021-10-19 Wasim Ahmad , Maha Shadaydeh , Joachim Denzler

Learning the causes of time-series data is a fundamental task in many applications, spanning from finance to earth sciences or bio-medical applications. Common approaches for this task are based on vector auto-regression, and they do not…

Machine Learning · Computer Science 2025-09-30 Emmanouil Angelis , Francesco Quinzan , Ashkan Soleymani , Patrick Jaillet , Stefan Bauer

Granger causality is widely used for causal structure discovery in complex systems from multivariate time series data. Traditional Granger causality tests based on linear models often fail to detect even mild non-linear causal…

Machine Learning · Computer Science 2025-10-23 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield

In this note we explore a fully unsupervised deep-learning framework for simulating non-linear structural equation models from observational training data. The main contribution of this note is an architecture for applying moment-matching…

Machine Learning · Statistics 2020-07-28 Michael Park