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A probabilistic model describes a system in its observational state. In many situations, however, we are interested in the system's response under interventions. The class of structural causal models provides a language that allows us to…

Methodology · Statistics 2020-01-20 Jonas Peters , Stefan Bauer , Niklas Pfister

This work extends causal inference with stochastic confounders. We propose a new approach to variational estimation for causal inference based on a representer theorem with a random input space. We estimate causal effects involving latent…

Machine Learning · Statistics 2021-01-26 Thanh Vinh Vo , Pengfei Wei , Wicher Bergsma , Tze-Yun Leong

Multiple metrics have been developed to detect causality relations between data describing the elements constituting complex systems, all of them considering their evolution through time. Here we propose a metric able to detect causality…

Data Analysis, Statistics and Probability · Physics 2016-05-20 Massimiliano Zanin

Estimating causal models from observational data is a crucial task in data analysis. For continuous-valued data, Shimizu et al. have proposed a linear acyclic non-Gaussian model to understand the data generating process, and have shown that…

Machine Learning · Computer Science 2018-02-19 Chao Li , Shohei Shimizu

Inferring causal relationships from observational data is rarely straightforward, but the problem is especially difficult in high dimensions. For these applications, causal discovery algorithms typically require parametric restrictions or…

Methodology · Statistics 2022-06-29 David S. Watson , Ricardo Silva

Deep learning vulnerability detection has shown promising results in recent years. However, an important challenge that still blocks it from being very useful in practice is that the model is not robust under perturbation and it cannot…

Software Engineering · Computer Science 2024-01-17 Md Mahbubur Rahman , Ira Ceka , Chengzhi Mao , Saikat Chakraborty , Baishakhi Ray , Wei Le

Risk assessment for rare events is essential for understanding systemic stability in complex systems. As rare events are typically highly correlated, it is important to study heavy-tailed multivariate distributions of the relevant…

Statistical Finance · Quantitative Finance 2025-12-02 Efstratios Manolakis , Anton J. Heckens , Benjamin Köhler , Thomas Guhr

Causal discovery methods seek to identify causal relations between random variables from purely observational data, as opposed to actively collected experimental data where an experimenter intervenes on a subset of correlates. One of the…

Machine Learning · Computer Science 2021-02-08 Samir Wadhwa , Roy Dong

In todays age of data, discovering relationships between different variables is an interesting and a challenging problem. This problem becomes even more critical with regards to complex dynamical systems like weather forecasting and…

Data Analysis, Statistics and Probability · Physics 2021-02-01 Sachin Kasture

Both marginal and dependence features must be described when modelling the extremes of a stationary time series. There are standard approaches to marginal modelling, but long- and short-range dependence of extremes may both appear. In…

Methodology · Statistics 2016-03-17 Thomas Lugrin , Anthony C. Davison , Jonathan A. Tawn

The use of simulated data in the field of causal discovery is ubiquitous due to the scarcity of annotated real data. Recently, Reisach et al., 2021 highlighted the emergence of patterns in simulated linear data, which displays increasing…

Methodology · Statistics 2023-10-24 Francesco Montagna , Nicoletta Noceti , Lorenzo Rosasco , Francesco Locatello

Causal inference in multivariate time series is challenging due to the fact that the sampling rate may not be as fast as the timescale of the causal interactions. In this context, we can view our observed series as a subsampled version of…

Methodology · Statistics 2017-04-11 Alex Tank , Emily B. Fox , Ali Shojaie

Causal emergence is the theory that macroscales can reduce the noise in causal relationships, leading to stronger causes at the macroscale. First identified using the effective information and later the integrated information in model…

Physics and Society · Physics 2022-02-07 Renzo Comolatti , Erik Hoel

Causal variables in Markov boundary (MB) have been widely applied in extensive single-label tasks. While few researches focus on the causal variable discovery in multi-label data due to the complex causal relationships. Since some variables…

Machine Learning · Computer Science 2020-11-10 Xingyu Wu , Bingbing Jiang , Yan Zhong , Huanhuan Chen

The task of inferring high-level causal variables from low-level observations, commonly referred to as causal representation learning, is fundamentally underconstrained. As such, recent works to address this problem focus on various…

Machine Learning · Statistics 2024-03-26 Simon Bing , Urmi Ninad , Jonas Wahl , Jakob Runge

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

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…

Machine Learning · Computer Science 2020-12-11 Max A. Little , Reham Badawy

Establishing causal relations between random variables from observational data is perhaps the most important challenge in today's \blue{science}. In remote sensing and geosciences this is of special relevance to better understand the…

Methodology · Statistics 2020-12-10 Adrián Pérez-Suay , Gustau Camps-Valls

The problem of inferring the direct causal parents of a response variable among a large set of explanatory variables is of high practical importance in many disciplines. Recent work exploits stability of regression coefficients or…

Machine Learning · Statistics 2020-07-07 Anant Raj , Luigi Gresele , Michel Besserve , Bernhard Schölkopf , Stefan Bauer

Accurate modelling of the joint extremal dependence structure within a stationary time series is a challenging problem that is important in many applications.\ Several previous approaches to this problem are only applicable to certain types…

Methodology · Statistics 2023-03-09 Graeme Auld , Ioannis Papastathopoulos