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Traditional economic models typically treat private information, or signals, as generated from some underlying state. Recent work has explicated alternative models, where signals correspond to interpretations of available information. We…

Computer Science and Game Theory · Computer Science 2012-02-20 Michael P. Wellman , Lu Hong , Scott E. Page

Estimating treatment effects from observational data requires choosing an adjustment set, but valid adjustment depends on an unknown causal graph. Graph misspecification can cause under-coverage, while graph-agnostic conformal wrappers may…

Conditional Density Estimation (CDE) models deal with estimating conditional distributions. The conditions imposed on the distribution are the inputs of the model. CDE is a challenging task as there is a fundamental trade-off between model…

Machine Learning · Statistics 2018-10-31 Vincent Dutordoir , Hugh Salimbeni , Marc Deisenroth , James Hensman

Inferring the causal structure underlying stochastic dynamical systems from observational data holds great promise in domains ranging from science and health to finance. Such processes can often be accurately modeled via stochastic…

Machine Learning · Computer Science 2025-03-04 Georg Manten , Cecilia Casolo , Emilio Ferrucci , Søren Wengel Mogensen , Cristopher Salvi , Niki Kilbertus

Proximal causal inference (PCI) has emerged as a promising framework for identifying and estimating causal effects in the presence of unobserved confounders. While many traditional causal inference methods rely on the assumption of no…

Inferring causal links or subgraphs corresponding to a specific phenotype or label based solely on measured data is an important yet challenging task, which is also different from inferring causal nodes. While Graph Neural Network (GNN)…

Computational Engineering, Finance, and Science · Computer Science 2024-07-30 Qibin Zhang , Chengshang Lyu , Lingxi Chen , Qiqi Jin , Luonan Chen

Causal discovery aims to learn causal relationships between variables from targeted data, making it a fundamental task in machine learning. However, causal discovery algorithms often rely on unverifiable causal assumptions, which are…

Machine Learning · Computer Science 2025-10-15 Huiyang Yi , Yanyan He , Duxin Chen , Mingyu Kang , He Wang , Wenwu Yu

We present a sound and complete algorithm for recovering causal graphs from observed, non-interventional data, in the possible presence of latent confounders and selection bias. We rely on the causal Markov and faithfulness assumptions and…

Artificial Intelligence · Computer Science 2020-12-25 Raanan Y. Rohekar , Yaniv Gurwicz , Shami Nisimov , Gal Novik

This paper is concerned with test of the conditional independence. We first establish an equivalence between the conditional independence and the mutual independence. Based on the equivalence, we propose an index to measure the conditional…

Methodology · Statistics 2021-05-18 Zhanrui Cai , Runze Li , Yaowu Zhang

Probabilities of causation are fundamental to individual-level explanation and decision making, yet they are inherently counterfactual and not point-identifiable from data in general. Existing bounds either disregard available covariates,…

Artificial Intelligence · Computer Science 2026-02-17 Yuxuan Xie , Ang Li

In this paper, we introduce a new directed graphical model from Gaussian data: the Gaussian graphical interaction model (GGIM). The development of this model comes from considering stationary Gaussian processes on graphs, and leveraging the…

Machine Learning · Computer Science 2020-11-19 Katherine Fitch

Causal graphs may inform covariate adjustment for estimating causal effects and improve estimation efficiency by exploiting the graphical structure. In many applications, however, the target causal parameter may not be point-identified due…

Existing approaches to causal discovery often rely on restrictive modeling assumptions that limit their applicability in real-world settings, particularly when data are heavy-tailed or contain a mixture of discrete and continuous variables.…

Methodology · Statistics 2025-11-25 Juraj Bodik , Valérie Chavez-Demoulin

Gaussian mixture models are widely used to model data generated from multiple latent sources. Despite its popularity, most theoretical research assumes that the labels are either independent and identically distributed, or follows a Markov…

Statistics Theory · Mathematics 2025-10-09 Seunghyun Lee , Rajarshi Mukherjee , Sumit Mukherjee

Assessing the magnitude of cause-and-effect relations is one of the central challenges found throughout the empirical sciences. The problem of identification of causal effects is concerned with determining whether a causal effect can be…

Artificial Intelligence · Computer Science 2018-12-18 Amin Jaber , Jiji Zhang , Elias Bareinboim

The article presents a systematic study of the problem of conditioning a Gaussian random variable $\xi$ on nonlinear observations of the form $F \circ \phi(\xi)$ where $\phi: \mathcal{X} \to \mathbb{R}^N$ is a bounded linear operator and…

Machine Learning · Statistics 2024-05-24 Yifan Chen , Bamdad Hosseini , Houman Owhadi , Andrew M Stuart

Conformal prediction (CP) transforms any model's output into prediction sets guaranteed to include (cover) the true label. CP requires exchangeability, a relaxation of the i.i.d. assumption, to obtain a valid distribution-free coverage…

Machine Learning · Computer Science 2024-07-15 Soroush H. Zargarbashi , Aleksandar Bojchevski

While dynamic graph neural networks have shown promise in various applications, explaining their predictions on continuous-time dynamic graphs (CTDGs) is difficult. This paper investigates a new research task: self-interpretable GNNs for…

Machine Learning · Computer Science 2024-05-30 Lanting Fang , Yulian Yang , Kai Wang , Shanshan Feng , Kaiyu Feng , Jie Gui , Shuliang Wang , Yew-Soon Ong

We formulate and analyze a graphical model selection method for inferring the conditional independence graph of a high-dimensional nonstationary Gaussian random process (time series) from a finite-length observation. The observed process…

Machine Learning · Statistics 2016-09-14 Nguyen Tran Quang , Alexander Jung

We consider continuous-time survival or more general event-history settings, where the aim is to infer the causal effect of a time-dependent treatment process. This is formalised as the effect on the outcome event of a (possibly…

Methodology · Statistics 2024-04-23 Kjetil Røysland , Pål Ryalen , Mari Nygård , Vanessa Didelez