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Causal structure learning from observational data is central to many scientific and policy domains, but the time series setting common to many disciplines poses several challenges due to temporal dependence. In this paper we focus on…

Machine Learning · Computer Science 2026-03-06 Irene Gema Castillo Mansilla , Urmi Ninad

The past decade has seen an increasing body of literature devoted to the estimation of causal effects in network-dependent data. However, the validity of many classical statistical methods in such data is often questioned. There is an…

Computation · Statistics 2017-05-31 Oleg Sofrygin , Romain Neugebauer , Mark J. van der Laan

Causal discovery from time series is a fundamental task in machine learning. However, its widespread adoption is hindered by a reliance on untestable causal assumptions and by the lack of robustness-oriented evaluation in existing…

Machine Learning · Computer Science 2026-05-01 Huiyang Yi , Xiaojian Shen , Yonggang Wu , Duxin Chen , He Wang , Wenwu Yu

Causal discovery from time series is critical for many real-world applications, such as tracing the root causes of anomalies. Existing approaches typically rely on dataset-specific optimization, making it difficult to transfer their causal…

Machine Learning · Computer Science 2026-05-27 Biao Ouyang , Tengxue Zhang , Zhihao Zhuang , Yang Shu , Chenjuan Guo , Bin Yang

Learning causal graphs from multivariate time series is a ubiquitous challenge in all application domains dealing with time-dependent systems, such as in Earth sciences, biology, or engineering, to name a few. Recent developments for this…

Methodology · Statistics 2024-07-02 Kevin Debeire , Jakob Runge , Andreas Gerhardus , Veronika Eyring

A widely applied approach to causal inference from a non-experimental time series $X$, often referred to as "(linear) Granger causal analysis", is to regress present on past and interpret the regression matrix $\hat{B}$ causally. However,…

Machine Learning · Statistics 2015-12-23 Philipp Geiger , Kun Zhang , Mingming Gong , Dominik Janzing , Bernhard Schölkopf

We study the data-driven selection of causal graphical models using constraint-based algorithms, which determine the existence or non-existence of edges (causal connections) in a graph based on testing a series of conditional independence…

Methodology · Statistics 2026-04-29 Daniel Malinsky

In this paper we review an approach to estimating the causal effect of a time-varying treatment on time to some event of interest. This approach is designed for the situation where the treatment may have been repeatedly adapted to patient…

Statistics Theory · Mathematics 2007-06-13 J. J. Lok , R. D. Gill , A. W. van der Vaart , J. M. Robins

Causal decomposition depicts a cause-effect relationship that is not based on the concept of prediction, but based on the phase dependence of time series. It has been validated in both stochastic and deterministic systems and is now…

Signal Processing · Electrical Eng. & Systems 2020-08-18 Yi Zhang , Qin Yang , Lifu Zhang , Branko Celler , Steven Su , Peng Xu , Dezhong Yao

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

Estimating causal interactions in complex dynamical systems is an important problem encountered in many fields of current science. While a theoretical solution for detecting the causal interactions has been previously formulated in the…

Data Analysis, Statistics and Probability · Physics 2020-01-20 Jakub Kořenek , Jaroslav Hlinka

This paper provides a link between causal inference and machine learning techniques - specifically, Classification and Regression Trees (CART) - in observational studies where the receipt of the treatment is not randomized, but the…

Machine Learning · Computer Science 2019-05-23 Falco J. Bargagli-Stoffi , Giorgio Gnecco

Causal discovery methods seek to identify causal relations between random variables from purely observational data, as opposed to actively collected experimental data where an experimenter intervenes on a subset of correlates. One of the…

Machine Learning · Computer Science 2021-02-08 Samir Wadhwa , Roy Dong

An important problem in many domains is to predict how a system will respond to interventions. This task is inherently linked to estimating the system's underlying causal structure. To this end, Invariant Causal Prediction (ICP) (Peters et…

Methodology · Statistics 2018-09-21 Christina Heinze-Deml , Jonas Peters , Nicolai Meinshausen

Nonlinear causal discovery from observational data imposes strict identifiability assumptions on the formulation of structural equations utilized in the data generating process. The evaluation of structure learning methods under assumption…

Machine Learning · Statistics 2024-12-17 Georg Velev , Stefan Lessmann

Estimating causal effects from observational data requires identifying valid adjustment sets. This task is especially challenging in realistic settings where latent confounding and feedback loops are present. Existing approaches typically…

Machine Learning · Computer Science 2026-05-08 Ana Leticia Garcez Vicente , Gijs van Seeventer , Saber Salehkaleybar

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

Causal abstraction techniques such as Interchange Intervention Training (IIT) have been proposed to infuse neural network with expert knowledge encoded in causal models, but their application to real-world problems remains limited. This…

Machine Learning · Computer Science 2025-03-19 Ana Esponera , Giovanni Cinà

Causal discovery outputs a causal structure, represented by a graph, from observed data. For time series data, there is a variety of methods, however, it is difficult to evaluate these on real data as realistic use cases very rarely come…

Machine Learning · Statistics 2023-10-31 Søren Wengel Mogensen , Karin Rathsman , Per Nilsson

Longitudinal observational patient data can be used to investigate the causal effects of time-varying treatments on time-to-event outcomes. Several methods have been developed for controlling for the time-dependent confounding that…

Methodology · Statistics 2021-10-08 Ruth H. Keogh , Jon Michael Gran , Shaun R. Seaman , Gwyneth Davies , Stijn Vansteelandt