Related papers: Linear scaling causal discovery from high-dimensio…
Causal inference is a fundamental research topic for discovering the cause-effect relationships in many disciplines. However, not all algorithms are equally well-suited for a given dataset. For instance, some approaches may only be able to…
This study investigates the application of causal discovery algorithms in equity markets, with a focus on their potential to build investment strategies. An investment strategy was developed based on the causal structures identified by…
Learning causal relationships between variables is a well-studied problem in statistics, with many important applications in science. However, modeling real-world systems remain challenging, as most existing algorithms assume that the…
Inducing causal relationships from observations is a classic problem in machine learning. Most work in causality starts from the premise that the causal variables themselves are observed. However, for AI agents such as robots trying to make…
A structural causal model is made of endogenous (manifest) and exogenous (latent) variables. We show that endogenous observations induce linear constraints on the probabilities of the exogenous variables. This allows to exactly map a causal…
Many applications collect a large number of time series, for example, the financial data of companies quoted in a stock exchange, the health care data of all patients that visit the emergency room of a hospital, or the temperature sequences…
Graphical causal models are an important tool for knowledge discovery because they can represent both the causal relations between variables and the multivariate probability distributions over the data. Once learned, causal graphs can be…
Time-varying causal models provide a powerful framework for studying dynamic scientific systems, yet most existing approaches assume that the underlying causal network is known a priori - an assumption rarely satisfied in real-world domains…
To uncover the city's fundamental functioning mechanisms, it is important to acquire a deep understanding of complicated relationships among citizens, location, and mobility behaviors. Previous research studies have applied direct…
Causal discovery in time-series is a fundamental problem in the machine learning community, enabling causal reasoning and decision-making in complex scenarios. Recently, researchers successfully discover causality by combining neural…
Discovering causal relationships between different variables from time series data has been a long-standing challenge for many domains such as climate science, finance, and healthcare. Given the complexity of real-world relationships and…
Thanks to technological advances leading to near-continuous time observations, emerging multivariate point process data offer new opportunities for causal discovery. However, a key obstacle in achieving this goal is that many relevant…
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…
Causal processes in biomedicine may contain cycles, evolve over time or differ between populations. However, many graphical models cannot accommodate these conditions. We propose to model causation using a mixture of directed cyclic graphs…
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…
We present a method that allows for the discovery of communities within graphs of arbitrary size in times that scale linearly with their size. This method avoids edge cutting and is based on notions of voltage drops across networks that are…
Scientists often want to learn about cause and effect from hierarchical data, collected from subunits nested inside units. Consider students in schools, cells in patients, or cities in states. In such settings, unit-level variables (e.g.…
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…
Change point detection in time series aims to identify moments when the probability distribution of time series changes. It is widely applied in many areas, such as human activity sensing and medical science. In the context of multivariate…
In this study, we address causal inference when only observational data and a valid causal ordering from the causal graph are available. We introduce a set of flow models that can recover component-wise, invertible transformation of…