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The aim of sequential change-point detection is to issue an alarm when it is thought that certain probabilistic properties of the monitored observations have changed. This work is concerned with nonparametric, closed-end testing procedures…

Methodology · Statistics 2020-10-27 Ivan Kojadinovic , Ghislain Verdier

The goal of the change-point detection is to discover changes of time series distribution. One of the state of the art approaches of the change-point detection are based on direct density ratio estimation. In this work we show how existing…

Machine Learning · Computer Science 2022-06-22 Mikhail Hushchyn , Andrey Ustyuzhanin

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

Discovering causal relations from observational time series without making the stationary assumption is a significant challenge. In practice, this challenge is common in many areas, such as retail sales, transportation systems, and medical…

Machine Learning · Computer Science 2024-07-11 Shanyun Gao , Raghavendra Addanki , Tong Yu , Ryan A. Rossi , Murat Kocaoglu

If $X,Y,Z$ denote sets of random variables, two different data sources may contain samples from $P_{X,Y}$ and $P_{Y,Z}$, respectively. We argue that causal discovery can help inferring properties of the `unobserved joint distributions'…

Machine Learning · Statistics 2023-05-12 Dominik Janzing , Philipp M. Faller , Leena Chennuru Vankadara

This paper introduces a new framework for recovering causal graphs from observational data, leveraging the observation that the distribution of an effect, conditioned on its causes, remains invariant to changes in the prior distribution of…

Machine Learning · Computer Science 2026-02-04 Nang Hung Nguyen , Phi Le Nguyen , Thao Nguyen Truong , Trong Nghia Hoang , Masashi Sugiyama

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

Understanding causality is challenging and often complicated by changing causal relationships over time and across environments. Climate patterns, for example, shift over time with recurring seasonal trends, while also depending on…

Machine Learning · Computer Science 2025-01-20 Sarah Mameche , Lénaïg Cornanguer , Urmi Ninad , Jilles Vreeken

Causal discovery is the subfield of causal inference concerned with estimating the structure of cause-and-effect relationships in a system of interrelated variables, as opposed to quantifying the strength or describing the form of causal…

Methodology · Statistics 2026-03-26 Rebecca F. Supple , Hannah Worthington , Ben Swallow

Information technology (IT) systems are vital for modern businesses, handling data storage, communication, and process automation. Monitoring these systems is crucial for their proper functioning and efficiency, as it allows collecting…

Causal discovery from time series is critical for many real-world applications, such as tracing the root causes of anomalies. Existing approaches typically rely on dataset-specific optimization, making it difficult to transfer their causal…

Machine Learning · Computer Science 2026-05-27 Biao Ouyang , Tengxue Zhang , Zhihao Zhuang , Yang Shu , Chenjuan Guo , Bin Yang

The aim in many sciences is to understand the mechanisms that underlie the observed distribution of variables, starting from a set of initial hypotheses. Causal discovery allows us to infer mechanisms as sets of cause and effect…

Machine Learning · Computer Science 2025-03-05 Ashka Shah , Adela DePavia , Nathaniel Hudson , Ian Foster , Rick Stevens

Using observational data to learn causal relationships is essential when randomized experiments are not possible, such as in healthcare. Discovering causal relationships in time-series health data is even more challenging when relationships…

Artificial Intelligence · Computer Science 2023-05-08 Bharat Srikishan , Samantha Kleinberg

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

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

Classical machine learning techniques often struggle with overfitting and unreliable predictions when exposed to novel conditions. Introducing causality into the modelling process offers a promising way to mitigate these challenges by…

Computational Engineering, Finance, and Science · Computer Science 2025-05-28 David Zapata Gonzalez , Marcel Meyer , Oliver Mueller

Discovering causal relationships from observational data is a challenging task that relies on assumptions connecting statistical quantities to graphical or algebraic causal models. In this work, we focus on widely employed assumptions for…

Methodology · Statistics 2024-03-20 Jonas Wahl , Urmi Ninad , Jakob Runge

Much of the causal discovery literature prioritises guaranteeing the identifiability of causal direction in statistical models. For structures within a Markov equivalence class, this requires strong assumptions which may not hold in…

Machine Learning · Statistics 2024-05-29 Anish Dhir , Samuel Power , Mark van der Wilk

Causal discovery is at the core of human cognition. It enables us to reason about the environment and make counterfactual predictions about unseen scenarios that can vastly differ from our previous experiences. We consider the task of…

Machine Learning · Computer Science 2020-12-01 Yunzhu Li , Antonio Torralba , Animashree Anandkumar , Dieter Fox , Animesh Garg

Change point analysis has applications in a wide variety of fields. The general problem concerns the inference of a change in distribution for a set of time-ordered observations. Sequential detection is an online version in which new data…

Methodology · Statistics 2013-10-16 David S. Matteson , Nicholas A. James