English
Related papers

Related papers: Causal Inference from Slowly Varying Nonstationary…

200 papers

This work extends causal inference with stochastic confounders. We propose a new approach to variational estimation for causal inference based on a representer theorem with a random input space. We estimate causal effects involving latent…

Machine Learning · Statistics 2021-01-26 Thanh Vinh Vo , Pengfei Wei , Wicher Bergsma , Tze-Yun Leong

We introduce an approach to counterfactual inference based on merging information from multiple datasets. We consider a causal reformulation of the statistical marginal problem: given a collection of marginal structural causal models (SCMs)…

Artificial Intelligence · Computer Science 2022-07-18 Luigi Gresele , Julius von Kügelgen , Jonas M. Kübler , Elke Kirschbaum , Bernhard Schölkopf , Dominik Janzing

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

Causal inference in a nonlinear system of multivariate timeseries is instrumental in disentangling the intricate web of relationships among variables, enabling us to make more accurate predictions and gain deeper insights into real-world…

Machine Learning · Computer Science 2024-01-17 Wasim Ahmad , Maha Shadaydeh , Joachim Denzler

Causal inference from observational data is crucial for many disciplines such as medicine and economics. However, sharp bounds for causal effects under relaxations of the unconfoundedness assumption (causal sensitivity analysis) are subject…

Machine Learning · Computer Science 2023-10-17 Dennis Frauen , Valentyn Melnychuk , Stefan Feuerriegel

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

In this work, we present sequence-driven structural causal models (SD-SCMs), a framework for specifying causal models with user-defined structure and language-model-defined mechanisms. We characterize how an SD-SCM enables sampling from…

Computation and Language · Computer Science 2025-09-24 Lucius E. J. Bynum , Kyunghyun Cho

We address the problem of causal discovery from data, making use of the recently proposed causal modeling framework of modular structural causal models (mSCM) to handle cycles, latent confounders and non-linearities. We introduce…

Machine Learning · Statistics 2022-08-31 Patrick Forré , Joris M. Mooij

We study causal inference for time-to-event outcomes under right censoring in the presence of unmeasured confounding. Focusing on structural accelerated failure time models, we develop an identification and inference framework that exploits…

Methodology · Statistics 2026-05-29 Qiushi Bu , Wen Su , Xinyu Zhang , Xingqiu Zhao , Zhonghua Liu

Causal effect moderation investigates how the effect of interventions (or treatments) on outcome variables changes based on observed characteristics of individuals, known as potential effect moderators. With advances in data collection,…

Methodology · Statistics 2024-11-26 Soham Bakshi , Walter Dempsey , Snigdha Panigrahi

We formulate a general framework for building structural causal models (SCMs) with deep learning components. The proposed approach employs normalising flows and variational inference to enable tractable inference of exogenous noise…

Machine Learning · Statistics 2020-10-26 Nick Pawlowski , Daniel C. Castro , Ben Glocker

Our goal is to estimate causal interactions in multivariate time series. Using vector autoregressive (VAR) models, these can be defined based on non-vanishing coefficients belonging to respective time-lagged instances. As in most cases a…

Methodology · Statistics 2010-08-13 Stefan Haufe , Guido Nolte , Klaus-Robert Mueller , Nicole Kraemer

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 introduce a performance-driven framework for constructing strictly causal forward-oriented observables in strongly non-stationary time series. The method combines a robustly normalized composite of heterogeneous indicators with a…

Computational Finance · Quantitative Finance 2026-03-17 Lucas A. Souza

Inferring causal directions on discrete and categorical data is an important yet challenging problem. Even though the additive noise models (ANMs) approach can be adapted to the discrete data, the functional structure assumptions make it…

Machine Learning · Statistics 2021-09-02 Austin Goddard , Yu Xiang

Heterogeneity in medical data, e.g., from data collected at different sites and with different protocols in a clinical study, is a fundamental hurdle for accurate prediction using machine learning models, as such models often fail to…

Machine Learning · Computer Science 2021-07-13 Rongguang Wang , Pratik Chaudhari , Christos Davatzikos

Causal discovery from observational and interventional data is challenging due to limited data and non-identifiability: factors that introduce uncertainty in estimating the underlying structural causal model (SCM). Selecting experiments…

Machine Learning · Computer Science 2022-10-24 Panagiotis Tigas , Yashas Annadani , Andrew Jesson , Bernhard Schölkopf , Yarin Gal , Stefan Bauer

Synthetic datasets generated by structural causal models (SCMs) are commonly used for benchmarking causal structure learning algorithms. However, the variances and pairwise correlations in SCM data tend to increase along the causal…

Machine Learning · Computer Science 2025-03-18 Weronika Ormaniec , Scott Sussex , Lars Lorch , Bernhard Schölkopf , Andreas Krause

Causality defines the relationship between cause and effect. In multivariate time series field, this notion allows to characterize the links between several time series considering temporal lags. These phenomena are particularly important…

Methodology · Statistics 2023-06-01 Antonin Arsac , Aurore Lomet , Jean-Philippe Poli

A standard assumption for causal inference about the joint effects of time-varying treatment is that one has measured sufficient covariates to ensure that within covariate strata, subjects are exchangeable across observed treatment values,…

Methodology · Statistics 2022-08-04 Andrew Ying , Wang Miao , Xu Shi , Eric J. Tchetgen Tchetgen