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Endogeneity poses significant challenges in causal inference across various research domains. This paper proposes a novel approach to identify and estimate causal effects in the presence of endogeneity. We consider a structural equation…

Methodology · Statistics 2025-08-26 Ruoyu Wang , Wang Miao

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

Extreme events over large spatial domains may exhibit highly heterogeneous tail dependence characteristics, yet most existing spatial extremes models yield only one dependence class over the entire spatial domain. To accurately characterize…

Methodology · Statistics 2025-11-14 Muyang Shi , Likun Zhang , Mark D. Risser , Benjamin A. Shaby

Extreme hydrological events in the Danube river basin may severely impact human populations, aquatic organisms, and economic activity. One often characterizes the joint structure of the extreme events using the theory of multivariate and…

Applications · Statistics 2020-04-02 Linda Mhalla , Valérie Chavez-Demoulin , Debbie J. Dupuis

We provide a comprehensive review of causal dependence through a max-linear structural equation model. Such models express each node variable as a max-linear function of its parental node variables in a directed acyclic graph and some…

Risk Management · Quantitative Finance 2025-09-29 Claudia Klüppelberg , Mario Krali

Causal discovery from data affected by unobserved variables is an important but difficult problem to solve. The effects that unobserved variables have on the relationships between observed variables are more complex in nonlinear cases than…

Machine Learning · Computer Science 2021-06-07 Takashi Nicholas Maeda , Shohei Shimizu

This article presents a novel method for causal discovery with generalized structural equation models suited for analyzing diverse types of outcomes, including discrete, continuous, and mixed data. Causal discovery often faces challenges…

Methodology · Statistics 2023-10-26 Minjie Wang , Xiaotong Shen , Wei Pan

Would-be practitioners of causal discovery face a dizzying array of algorithms without a clear best choice. This abundance of competitive methods makes ensembling a natural strategy for practical applications. At the same time, real-world…

Machine Learning · Computer Science 2026-05-08 Adrick Tench , Thomas Demeester

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

Causal phenomena associated with rare events occur across a wide range of engineering problems, such as risk-sensitive safety analysis, accident analysis and prevention, and extreme value theory. However, current methods for causal…

Machine Learning · Statistics 2023-07-19 Chih-Yuan Chiu , Kshitij Kulkarni , Shankar Sastry

Causal discovery aims to recover information about an unobserved causal graph from the observable data it generates. Layerings are orderings of the variables which place causes before effects. In this paper, we provide ways to recover…

We consider causal discovery in structural causal models driven by heavy-tailed noise, where extremes carry important information about causal direction. We introduce the Heavy-Tailed Homogeneous Structural Causal Model (HT-HSCM), a unified…

Statistics Theory · Mathematics 2026-04-07 Vishal Routh , Shuyang Bai

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

The study of multivariate extremes is dominated by multivariate regular variation, although it is well known that this approach does not provide adequate distinction between random vectors whose components are not always simultaneously…

Statistics Theory · Mathematics 2021-08-17 Natalia Nolde , Jennifer L. Wadsworth

Structured additive distributional regression models offer a versatile framework for estimating complete conditional distributions by relating all parameters of a parametric distribution to covariates. Although these models efficiently…

Methodology · Statistics 2023-11-14 Jana Kleinemeier , Nadja Klein

Extreme environmental events such as severe storms, drought, heat waves, flash floods, and abrupt species collapse have become more prevalent in the earth-atmosphere dynamic system in recent years. In order to fully understand the…

Methodology · Statistics 2025-08-05 Myungsoo Yoo , Likun Zhang , Christopher K. Wikle , Thomas Opitz

A fundamental challenge in causal inference with observational data is correct specification of a causal model. When there is model uncertainty, analysts may seek to use estimates from multiple candidate models that rely on distinct, and…

Methodology · Statistics 2026-03-03 Rohit Bhattacharya , Ina Ocelli , Ted Westling

We present a very general approach to learning the structure of causal models based on d-separation constraints, obtained from any given set of overlapping passive observational or experimental data sets. The procedure allows for both…

Artificial Intelligence · Computer Science 2013-09-27 Antti Hyttinen , Patrik O. Hoyer , Frederick Eberhardt , Matti Jarvisalo

Causal discovery is challenging in general dynamical systems because, without strong structural assumptions, the underlying causal graph may not be identifiable even from interventional data. However, many real-world systems exhibit…

Machine Learning · Computer Science 2026-04-07 Panayiotis Panayiotou , Özgür Şimşek

Structural causal models postulate noisy functional relations among a set of interacting variables. The causal structure underlying each such model is naturally represented by a directed graph whose edges indicate for each variable which…

Statistics Theory · Mathematics 2022-03-15 David Strieder , Tobias Freidling , Stefan Haffner , Mathias Drton