Related papers: Amortized Inference of Causal Models via Condition…
A standard assumption for causal inference from observational data is that one has measured a sufficiently rich set of covariates to ensure that within covariate strata, subjects are exchangeable across observed treatment values. Skepticism…
Modelling partial differential equations (PDEs) is of crucial importance in science and engineering, and it includes tasks ranging from forecasting to inverse problems, such as data assimilation. However, most previous numerical and machine…
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…
Most neural models of causality assume static causal graphs, failing to capture the dynamic and sparse nature of physical interactions where causal relationships emerge and dissolve over time. We introduce the Causal Process Framework and…
Nonlinear causal discovery from observational data imposes strict identifiability assumptions on the formulation of structural equations utilized in the data generating process. The evaluation of structure learning methods under assumption…
Causal inference uses observations to infer the causal structure of the data generating system. We study a class of functional models that we call Time Series Models with Independent Noise (TiMINo). These models require independent residual…
Deep generative models have shown tremendous capability in data density estimation and data generation from finite samples. While these models have shown impressive performance by learning correlations among features in the data, some…
Causal inference is often portrayed as fundamentally distinct from predictive modeling, with its own terminology, goals, and intellectual challenges. But at its core, causal inference is simply a structured instance of prediction under…
The accuracy of simulation-based forecasting in chaotic systems is heavily dependent on high-quality estimates of the system state at the time the forecast is initialized. Data assimilation methods are used to infer these initial conditions…
Prior-data fitted networks (PFNs) have recently been proposed as a promising way to train tabular foundation models. PFNs are transformers that are pre-trained on synthetic data generated from a prespecified prior distribution and that…
Extensive empirical evidence demonstrates that conditional generative models are easier to train and perform better than unconditional ones by exploiting the labels of data. So do score-based diffusion models. In this paper, we analyze the…
Causal inference methods for observational data are highly regarded due to their wide applicability. While there are already numerous methods available for de-confounding bias, these methods generally assume that covariates consist solely…
To draw scientifically meaningful conclusions and build reliable models of quantitative phenomena, cause and effect must be taken into consideration (either implicitly or explicitly). This is particularly challenging when the measurements…
We develop estimation for potentially high-dimensional additive structural equation models. A key component of our approach is to decouple order search among the variables from feature or edge selection in a directed acyclic graph encoding…
Imitation Learning offers a promising approach to learn directly from data without requiring explicit models, simulations, or detailed task definitions. During inference, actions are sampled from the learned distribution and executed on the…
Modeling complex dynamical systems under varying conditions is computationally intensive, often rendering high-fidelity simulations intractable. Although reduced-order models (ROMs) offer a promising solution, current methods often struggle…
Inference of causal structures from observational data is a key component of causal machine learning; in practice, this data may be incompletely observed. Prior work has demonstrated that adversarial perturbations of completely observed…
We propose to meta-learn causal structures based on how fast a learner adapts to new distributions arising from sparse distributional changes, e.g. due to interventions, actions of agents and other sources of non-stationarities. We show…
Sequential latent-variable models with subject-specific random effects provide a flexible framework for modeling temporally structured data with both local latent dynamics and stable between-subject heterogeneity. In such models,…
Climate models, such as Earth system models (ESMs), are crucial for simulating future climate change based on projected Shared Socioeconomic Pathways (SSP) greenhouse gas emissions scenarios. While ESMs are sophisticated and invaluable,…