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We propose a new causal inference framework to learn causal effects from multiple, decentralized data sources in a federated setting. We introduce an adaptive transfer algorithm that learns the similarities among the data sources by…

Machine Learning · Computer Science 2023-01-03 Thanh Vinh Vo , Arnab Bhattacharyya , Young Lee , Tze-Yun Leong

We merge computational mechanics' definition of causal states (predictively-equivalent histories) with reproducing-kernel Hilbert space (RKHS) representation inference. The result is a widely-applicable method that infers causal structure…

Machine Learning · Computer Science 2024-06-19 Nicolas Brodu , James P. Crutchfield

Depth measures are powerful tools for defining level sets in emerging, non--standard, and complex random objects such as high-dimensional multivariate data, functional data, and random graphs. Despite their favorable theoretical properties,…

Kernel-based methods are used in the context of Granger Causality to enable the identification of nonlinear causal relationships between time series variables. In this paper, we show that two state of the art kernel-based Granger Causality…

Machine Learning · Computer Science 2026-01-15 Fiona Murphy , Alessio Benavoli

Stochastic processes are random variables with values in some space of paths. However, reducing a stochastic process to a path-valued random variable ignores its filtration, i.e. the flow of information carried by the process through time.…

Machine Learning · Statistics 2021-11-05 Cristopher Salvi , Maud Lemercier , Chong Liu , Blanka Hovarth , Theodoros Damoulas , Terry Lyons

In this paper, we propose an invariant quantile regression (IQR) framework specifically designed for multi-environment datasets, which captures the invariance across different environments. This framework is closely related to transfer…

Methodology · Statistics 2026-05-28 Bo Fu , Dandan Jiang

The goal of Causal Discovery is to find automated search methods for learning causal structures from observational data. In some cases all variables of the interested causal mechanism are measured, and the task is to predict the effects one…

Machine Learning · Statistics 2024-01-11 Shuyan Wang

This paper studies causal discovery in irregularly sampled time series-a key challenge in risk-sensitive domains like finance, healthcare, and climate science, where missing data and inconsistent sampling frequencies distort causal…

Machine Learning · Computer Science 2026-05-12 Weihong Li , Baohong Li , Anpeng Wu , Zhihan Li , Ming Ma , Keting Yin , Kun Kuang

We consider the problem of causal discovery (structure learning) from heterogeneous observational data. Most existing methods assume a homogeneous sampling scheme, which leads to misleading conclusions when violated in many applications. To…

Methodology · Statistics 2022-02-01 Fangting Zhou , Kejun He , Yang Ni

Ascertaining causal direction from observational data is a fundamental challenge in scientific inquiry. Of particular interest is the problem of covariate-adjusted bivariate causal discovery, i.e., determining the causal direction between X…

Methodology · Statistics 2025-07-30 Soumik Purkayastha , Peter X. -K. Song

Online change detection involves monitoring a stream of data for changes in the statistical properties of incoming observations. A good change detector will detect any changes shortly after they occur, while raising few false alarms.…

Statistics Theory · Mathematics 2020-03-03 Thomas Flynn , Shinjae Yoo

It is commonplace to encounter heterogeneous or nonstationary data, of which the underlying generating process changes across domains or over time. Such a distribution shift feature presents both challenges and opportunities for causal…

Machine Learning · Computer Science 2020-06-26 Biwei Huang , Kun Zhang , Jiji Zhang , Joseph Ramsey , Ruben Sanchez-Romero , Clark Glymour , Bernhard Schölkopf

Transformer-based semantic retrieval is highly effective, yet in many deployments the dominant cost lies in online query encoding rather than corpus indexing. We study the fixed-teacher query-adaptation problem and ask whether repeated…

Machine Learning · Computer Science 2026-05-06 Mohit Kumar , Somayeh Kargaran , Bernhard A. Moser , Manuela Geiß

Kernel mean embeddings have recently attracted the attention of the machine learning community. They map measures $\mu$ from some set $M$ to functions in a reproducing kernel Hilbert space (RKHS) with kernel $k$. The RKHS distance of two…

Machine Learning · Statistics 2019-12-18 Carl-Johann Simon-Gabriel , Bernhard Schölkopf

Understanding treatment effect heterogeneity is vital for scientific and policy research. However, identifying and evaluating heterogeneous treatment effects pose significant challenges due to the typically unknown subgroup structure.…

Methodology · Statistics 2024-11-05 Kwangho Kim , Jisu Kim , Larry A. Wasserman , Edward H. Kennedy

Depth measures have gained popularity in the statistical literature for defining level sets in complex data structures like multivariate data, functional data, and graphs. Despite their versatility, integrating depth measures into…

The discovery of causal relationships is a fundamental problem in science and medicine. In recent years, many elegant approaches to discovering causal relationships between two variables from observational data have been proposed. However,…

Machine Learning · Statistics 2021-06-22 Ciarán M. Lee , Christopher Hart , Jonathan G. Richens , Saurabh Johri

Machine learning approaches commonly rely on the assumption of independent and identically distributed (i.i.d.) data. In reality, however, this assumption is almost always violated due to distribution shifts between environments. Although…

Machine Learning · Computer Science 2022-10-18 Ronan Perry , Julius von Kügelgen , Bernhard Schölkopf

Causal discovery methods aim to determine the causal direction between variables using observational data. Functional causal discovery methods, such as those based on the Linear Non-Gaussian Acyclic Model (LiNGAM), rely on structural and…

Methodology · Statistics 2024-09-27 Shreya Prakash , Fan Xia , Elena Erosheva

An important feature of kernel mean embeddings (KME) is that the rate of convergence of the empirical KME to the true distribution KME can be bounded independently of the dimension of the space, properties of the distribution and smoothness…

Statistics Theory · Mathematics 2025-04-17 Geoffrey Wolfer , Pierre Alquier