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Related papers: Causal Change Point Detection and Localization

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Causal inference from observational data following the restricted structural causal models (SCM) framework hinges largely on the asymmetry between cause and effect from the data generating mechanisms, such as non-Gaussianity or…

Machine Learning · Computer Science 2024-05-30 Kang Du , Yu Xiang

Causal inference from observational data following the restricted structural causal model (SCM) framework hinges largely on the asymmetry between cause and effect from the data generating mechanisms, such as non-Gaussianity or nonlinearity.…

Methodology · Statistics 2021-09-06 Kang Du , Yu Xiang

We study the problem of detecting change points (CPs) that are characterized by a subset of dimensions in a multi-dimensional sequence. A method for detecting those CPs can be formulated as a two-stage method: one for selecting relevant…

Machine Learning · Statistics 2018-03-05 Yuta Umezu , Ichiro Takeuchi

We investigate the problem of inferring the causal predictors of a response $Y$ from a set of $d$ explanatory variables $(X^1,\dots,X^d)$. Classical ordinary least squares regression includes all predictors that reduce the variance of $Y$.…

Statistics Theory · Mathematics 2018-05-29 Niklas Pfister , Peter Bühlmann , Jonas Peters

Inferring causal relationships from observed data is an important task, yet it becomes challenging when the data is subject to various external interferences. Most of these interferences are the additional effects of external factors on…

Machine Learning · Computer Science 2025-11-14 Ruichu Cai , Xiaokai Huang , Wei Chen , Zijian Li , Zhifeng Hao

Causal structure learning with data from multiple contexts carries both opportunities and challenges. Opportunities arise from considering shared and context-specific causal graphs enabling to generalize and transfer causal knowledge across…

Machine Learning · Computer Science 2024-10-29 Martin Rabel , Wiebke Günther , Jakob Runge , Andreas Gerhardus

Unobserved confounding is one of the main challenges when estimating causal effects. We propose a causal reduction method that, given a causal model, replaces an arbitrary number of possibly high-dimensional latent confounders with a single…

Machine Learning · Statistics 2023-02-24 Maximilian Ilse , Patrick Forré , Max Welling , Joris M. Mooij

We present a sample path dependent measure of causal influence between two time series. The proposed measure is a random variable whose expected sum is the directed information. A realization of the proposed measure may be used to identify…

Information Theory · Computer Science 2018-10-15 Gabriel Schamberg , Todd P. Coleman

Change points in real-world systems mark significant regime shifts in system dynamics, possibly triggered by exogenous or endogenous factors. These points define regimes for the time evolution of the system and are crucial for understanding…

Machine Learning · Statistics 2025-09-30 Ioanna-Yvonni Tsaknaki , Fabrizio Lillo , Piero Mazzarisi

Detecting when the underlying distribution changes for the observed time series is a fundamental problem arising in a broad spectrum of applications. In this paper, we study multiple change-point localization in the high-dimensional…

Statistics Theory · Mathematics 2021-10-12 Daren Wang , Zifeng Zhao , Kevin Lin , Rebecca Willett

In social sciences and economics, causal inference traditionally focuses on assessing the impact of predefined treatments (or interventions) on predefined outcomes, such as the effect of education programs on earnings. Causal discovery, in…

Econometrics · Economics 2024-07-12 Martin Huber

In this work, we propose a novel generative method to identify the causal impact and apply it to prediction tasks. We conduct causal impact analysis using interventional and counterfactual perspectives. First, applying interventions, we…

Machine Learning · Computer Science 2025-09-03 Soma Bandyopadhyay , Sudeshna Sarkar

Linear structural causal models (SCMs) -- in which each observed variable is generated by a subset of the other observed variables as well as a subset of the exogenous sources -- are pervasive in causal inference and casual discovery.…

Machine Learning · Computer Science 2022-11-09 Yuqin Yang , Mohamed Nafea , AmirEmad Ghassami , Negar Kiyavash

We study sequential change-point detection for spatio-temporal point processes, where actionable detection requires not only identifying when a distributional change occurs but also localizing where it manifests in space. While classical…

Methodology · Statistics 2026-02-05 Wenbin Zhou , Liyan Xie , Shixiang Zhu

Large volumes of spatiotemporal data, characterized by high spatial and temporal variability, may experience structural changes over time. Unlike traditional change-point problems, each sequence in this context consists of function-valued…

Methodology · Statistics 2025-06-12 Fengyi Song , Decai Liang , Changliang Zou

In distributed systems where strong consistency is costly when not impossible, causal consistency provides a valuable abstraction to represent program executions as partial orders. In addition to the sequential program order of each…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-03-15 Matthieu Perrin , Achour Mostefaoui , Claude Jard

The era of big data has witnessed an increasing availability of observational data from mobile and social networking, online advertising, web mining, healthcare, education, public policy, marketing campaigns, and so on, which facilitates…

Machine Learning · Computer Science 2023-03-06 Zhixuan Chu , Ruopeng Li , Stephen Rathbun , Sheng Li

Causal representation learning aims to unveil latent high-level causal representations from observed low-level data. One of its primary tasks is to provide reliable assurance of identifying these latent causal models, known as…

Machine Learning · Computer Science 2024-12-02 Yuhang Liu , Zhen Zhang , Dong Gong , Mingming Gong , Biwei Huang , Anton van den Hengel , Kun Zhang , Javen Qinfeng Shi

It is commonplace to encounter nonstationary data, of which the underlying generating process may change over time or across domains. The nonstationarity presents both challenges and opportunities for causal discovery. In this paper we…

Artificial Intelligence · Computer Science 2016-06-21 Kun Zhang , Biwei Huang , Jiji Zhang , Bernhard Schölkopf , Clark Glymour

Real-world problems, for example in climate applications, often require causal reasoning on spatially gridded time series data or data with comparable structure. While the underlying system is often believed to behave similarly at different…

Machine Learning · Computer Science 2026-02-16 Martin Rabel , Jakob Runge