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Time series data is prevalent in a wide variety of real-world applications and it calls for trustworthy and explainable models for people to understand and fully trust decisions made by AI solutions. We consider the problem of building…

Machine Learning · Computer Science 2020-11-25 Tsung-Yu Hsieh , Suhang Wang , Yiwei Sun , Vasant Honavar

We aim to explicitly model the delayed Granger causal effects based on multivariate Hawkes processes. The idea is inspired by the fact that a causal event usually takes some time to exert an effect. Studying this time lag itself is of…

Machine Learning · Computer Science 2023-08-14 Chao Yang , Hengyuan Miao , Shuang Li

Objectives: We develop a framework for the analysis of synergy and redundancy in the pattern of information flow between subsystems of a complex network. Methods: The presence of redundancy and/or synergy in multivariate time series data…

Information Theory · Computer Science 2016-05-17 Sebastiano Stramaglia , Leonardo Angelini , Guorong Wu , Jesus M. Cortés , Luca Faes , Daniele Marinazzo

Deep learning implemented via neural networks, has revolutionized machine learning by providing methods for complex tasks such as object detection/classification and prediction. However, architectures based on deep neural networks have…

Machine Learning · Computer Science 2025-02-11 Nanjangud C. Narendra , Nithin Nagaraj

Granger causality is among the widely used data-driven approaches for causal analysis of time series data with applications in various areas including economics, molecular biology, and neuroscience. Two of the main challenges of this…

Methodology · Statistics 2023-07-19 Proloy Das , Behtash Babadi

We propose a novel framework for studying causal inference of gene interactions using a combination of compressive sensing and Granger causality techniques. The gist of the approach is to discover sparse linear dependencies between time…

Quantitative Methods · Quantitative Biology 2015-05-28 Mo Deng , Amin Emad , Olgica Milenkovic

Causal analysis and classification of injury severity applying non-parametric methods for traffic crashes has received limited attention. This study presents a methodological framework for causal inference, using Granger causality analysis,…

Machine Learning · Computer Science 2021-12-08 Meghna Chakraborty , Timothy Gates , Subhrajit Sinha

Simulating longitudinal data from specified marginal structural models is a crucial but challenging task for evaluating causal inference methods and informing study design. While data generation typically proceeds in a fully conditional…

Methodology · Statistics 2025-04-25 Xi Lin , Daniel de Vassimon Manela , Chase Mathis , Jens Magelund Tarp , Robin J. Evans

The description of the dynamics of complex systems, in particular the capture of the interaction structure and causal relationships between elements of the system, is one of the central questions of interdisciplinary research. While the…

Machine Learning · Statistics 2025-04-30 Jakub Kořenek , Pavel Sanda , Jaroslav Hlinka

Granger causality is a widely-used criterion for analyzing interactions in large-scale networks. As most physical interactions are inherently nonlinear, we consider the problem of inferring the existence of pairwise Granger causality…

Machine Learning · Computer Science 2020-01-15 Saurabh Khanna , Vincent Y. F. Tan

With the advancement of neural networks, diverse methods for neural Granger causality have emerged, which demonstrate proficiency in handling complex data, and nonlinear relationships. However, the existing framework of neural Granger…

Machine Learning · Computer Science 2024-05-15 Wanqi Zhou , Shuanghao Bai , Shujian Yu , Qibin Zhao , Badong Chen

It is known that from purely observational data, a causal DAG is identifiable only up to its Markov equivalence class, and for many ground truth DAGs, the direction of a large portion of the edges will be remained unidentified. The golden…

Machine Learning · Computer Science 2019-10-15 AmirEmad Ghassami , Saber Salehkaleybar , Negar Kiyavash

Identifying ``true causality'' is a fundamental challenge in complex systems research. Widely adopted methods, like the Granger causality test, capture statistical dependencies between variables rather than genuine driver-response…

Optimization and Control · Mathematics 2025-05-05 Yingzhu Liu , Shengyuan Huang , Zhongkui Li , Xiaoguang Yang , Wenjun Mei

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

We describe a new framework for causal inference and its application to return time series. In this system, causal relationships are represented as logical formulas, allowing us to test arbitrarily complex hypotheses in a computationally…

Statistical Finance · Quantitative Finance 2010-06-14 Samantha Kleinberg , Petter N. Kolm , Bud Mishra

We provide explicit, finite-sample guarantees for learning causal representations from data with a sublinear number of environments. Causal representation learning seeks to provide a rigourous foundation for the general representation…

Machine Learning · Statistics 2026-03-30 Inbeom Lee , Tongtong Jin , Bryon Aragam

Inferring causal effects of a treatment, intervention or policy from observational data is central to many applications. However, state-of-the-art methods for causal inference seldom consider the possibility that covariates have missing…

Methodology · Statistics 2020-02-26 Imke Mayer , Julie Josse , Félix Raimundo , Jean-Philippe Vert

We study causal representation learning, the task of inferring latent causal variables and their causal relations from high-dimensional mixtures of the variables. Prior work relies on weak supervision, in the form of counterfactual pre- and…

We study the problem of learning causal representations from unknown, latent interventions in a general setting, where the latent distribution is Gaussian but the mixing function is completely general. We prove strong identifiability…

Machine Learning · Computer Science 2023-12-19 Simon Buchholz , Goutham Rajendran , Elan Rosenfeld , Bryon Aragam , Bernhard Schölkopf , Pradeep Ravikumar

Graph-based causal discovery methods aim to capture conditional independencies consistent with the observed data and differentiate causal relationships from indirect or induced ones. Successful construction of graphical models of data…

Machine Learning · Statistics 2021-01-08 Boris Hayete , Fred Gruber , Anna Decker , Raymond Yan