Related papers: Causal Identification in Time Series Models

Causality is essential for understanding complex systems, such as the economy, the brain, and the climate. Constructing causal graphs often relies on either data-driven or expert-driven approaches, both fraught with challenges. The former…

When causal quantities cannot be point identified, researchers often pursue partial identification to quantify the range of possible values. However, the peculiarities of applied research conditions can make this analytically intractable.…

Causal discovery is essential for advancing data-driven fields such as scientific AI and data analysis, yet existing approaches face significant time- and space-efficiency bottlenecks when scaling to large graphs. To address this challenge,…

Discovering the complete set of causal relations among a group of variables is a challenging unsupervised learning problem. Often, this challenge is compounded by the fact that there are latent or hidden confounders. When only observational…

This paper investigates causal effect identification in latent variable Linear Non-Gaussian Acyclic Models (lvLiNGAM) using higher-order cumulants, addressing two prominent setups that are challenging in the presence of latent confounding:…

The identifiability analysis of linear Ordinary Differential Equation (ODE) systems is a necessary prerequisite for making reliable causal inferences about these systems. While identifiability has been well studied in scenarios where the…

This paper studies causal inference with observational data from a single large network. We consider a nonparametric model with interference in both potential outcomes and selection into treatment. Specifically, both stages may be the…

Understanding directed temporal interactions in multivariate time series is essential for interpreting complex dynamical systems and the predictive models trained on them. We present Causal-INSIGHT, a model-agnostic, post-hoc interpretation…

Causal inference, estimating causal effects from observational data, is a fundamental tool in many disciplines. Of particular importance across a variety of domains is the continuous treatment setting, where the variable of intervention has…

Causal inference is a science with multi-disciplinary evolution and applications. On the one hand, it measures effects of treatments in observational data based on experimental designs and rigorous statistical inference to draw causal…

Several causal discovery algorithms have been proposed. However, when the sample size is small relative to the number of variables, the accuracy of estimating causal graphs using existing methods decreases. And some methods are not feasible…

Unobserved confounding is one of the main challenges when estimating causal effects. We propose a causal reduction method that, given a causal model, replaces an arbitrary number of possibly high-dimensional latent confounders with a single…

Most causal discovery procedures assume that there are no latent confounders in the system, which is often violated in real-world problems. In this paper, we consider a challenging scenario for causal structure identification, where some…

Causality graphs are routinely estimated in social sciences, natural sciences, and engineering due to their capacity to efficiently represent the spatiotemporal structure of multivariate data sets in a format amenable for human…

We consider the problem of learning causal models from observational data generated by linear non-Gaussian acyclic causal models with latent variables. Without considering the effect of latent variables, one usually infers wrong causal…

Unobserved confounding is the main obstacle to causal effect estimation from observational data. Instrumental variables (IVs) are widely used for causal effect estimation when there exist latent confounders. With the standard IV method,…

This paper investigates causal influences between agents linked by a social graph and interacting over time. In particular, the work examines the dynamics of social learning models and distributed decision-making protocols, and derives…

Proximal causal inference is a recently proposed framework for evaluating causal effects in the presence of unmeasured confounding. For point identification of causal effects, it leverages a pair of so-called treatment and outcome…

Time series domain adaptation aims to transfer the complex temporal dependence from the labeled source domain to the unlabeled target domain. Recent advances leverage the stable causal mechanism over observed variables to model the…

Traditionally, statistical and causal inference on human subjects rely on the assumption that individuals are independently affected by treatments or exposures. However, recently there has been increasing interest in settings, such as…