Related papers: Using Time Structure to Estimate Causal Effects

Granger causality has been used for the investigation of the inter-dependence structure of the underlying systems of multi-variate time series. In particular, the direct causal effects are commonly estimated by the conditional Granger…

Estimating causal relations is vital in understanding the complex interactions in multivariate time series. Non-linear coupling of variables is one of the major challenges inaccurate estimation of cause-effect relations. In this paper, we…

We extend the definition of the marginal causal effect to the continuous treatment setting and develop a novel characterization of causal bias in the framework of structural causal models. We prove that our derived bias expression is zero…

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…

We give a selective review of some recent developments in causal inference, intended for researchers who are not familiar with graphical models and causality, and with a focus on methods that are applicable to large data sets. We mainly…

In this paper we review an approach to estimating the causal effect of a time-varying treatment on time to some event of interest. This approach is designed for the situation where the treatment may have been repeatedly adapted to patient…

This paper focuses on causal structure estimation from time series data in which measurements are obtained at a coarser timescale than the causal timescale of the underlying system. Previous work has shown that such subsampling can lead to…

When observational data is available from practical studies and a directed cyclic graph for how various variables affect each other is known based on substantive understanding of the process, we consider a problem in which a control plan of…

Causal discovery is a fundamental problem with applications spanning various areas in science and engineering. It is well understood that solely using observational data, one can only orient the causal graph up to its Markov equivalence…

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…

Causal graphs may inform covariate adjustment for estimating causal effects and improve estimation efficiency by exploiting the graphical structure. In many applications, however, the target causal parameter may not be point-identified due…

Computational analysis of time-course data with an underlying causal structure is needed in a variety of domains, including neural spike trains, stock price movements, and gene expression levels. However, it can be challenging to determine…

Inference of causality in time series has been principally based on the prediction paradigm. Nonetheless, the predictive causality approach may overlook the simultaneous and reciprocal nature of causal interactions observed in real world…

Predicting the effect of unseen interventions is a fundamental research question across the data sciences. It is well established that in general such questions cannot be answered definitively from observational data. This realization has…

Discovering the causal effect of a decision is critical to nearly all forms of decision-making. In particular, it is a key quantity in drug development, in crafting government policy, and when implementing a real-world machine learning…

Algorithms for constraint-based causal discovery select graphical causal models among a space of possible candidates (e.g., all directed acyclic graphs) by executing a sequence of conditional independence tests. These may be used to inform…

Classical causal and statistical inference methods typically assume the observed data consists of independent realizations. However, in many applications this assumption is inappropriate due to a network of dependences between units in the…

One of the most fundamental problems in causal inference is the estimation of a causal effect when variables are confounded. This is difficult in an observational study, because one has no direct evidence that all confounders have been…

The field of hypothesis generation promises to reduce costs in neuroscience by narrowing the range of interventional studies needed to study various phenomena. Existing machine learning methods can generate scientific hypotheses from…

Causal effect estimation from observational data is a challenging problem, especially with high dimensional data and in the presence of unobserved variables. The available data-driven methods for tackling the problem either provide an…