Related papers: Separation-based causal discovery for extremes
Directed acyclic graph (DAG) models, also called Bayesian networks, impose conditional independence constraints on a multivariate probability distribution, and are widely used in probabilistic reasoning, machine learning and causal…
This paper addresses a gap in the current state of the art by providing a solution for modeling causal relationships that evolve over time and occur at different time scales. Specifically, we introduce the multiscale non-stationary directed…
Understanding causal relations in dynamic systems is essential in epidemiology. While causal inference methods have been extensively studied, they often rely on fully specified causal graphs, which may not always be available in complex…
Bayesian networks are probabilistic graphical models widely employed to understand dependencies in high dimensional data, and even to facilitate causal discovery. Learning the underlying network structure, which is encoded as a directed…
An important task in data analysis is the discovery of causal relationships between observed variables. For continuous-valued data, linear acyclic causal models are commonly used to model the data-generating process, and the inference of…
Extreme events are often multivariate in nature. A compound extreme occurs when a combination of variables jointly produces a significant impact, even if individual components are not necessarily marginally extreme. Compound extremes have…
We propose a novel extremal dependence measure called the partial tail-correlation coefficient (PTCC), in analogy to the partial correlation coefficient in classical multivariate analysis. The construction of our new coefficient is based on…
Learning DAG structures from purely observational data remains a long-standing challenge across scientific domains. An emerging line of research leverages the score of the data distribution to initially identify a topological order of the…
The data drawn from biological, economic, and social systems are often confounded due to the presence of unmeasured variables. Prior work in causal discovery has focused on discrete search procedures for selecting acyclic directed mixed…
Local maxima and minima, or extremal events, in experimental time series can be used as a coarse summary to characterize data. However, the discrete sampling in recording experimental measurements suggests uncertainty on the true timing of…
The do-calculus is a sound and complete tool for identifying causal effects in acyclic directed mixed graphs (ADMGs) induced by structural causal models (SCMs). However, in many real-world applications, especially in high-dimensional…
When dealing with time series data, causal inference methods often employ structural vector autoregressive (SVAR) processes to model time-evolving random systems. In this work, we rephrase recursive SVAR processes with possible latent…
In recent years, causal modelling has been used widely to improve generalization and to provide interpretability in machine learning models. To determine cause-effect relationships in the absence of a randomized trial, we can model causal…
Discovering causal structure among a set of variables is a fundamental problem in many empirical sciences. Traditional score-based casual discovery methods rely on various local heuristics to search for a Directed Acyclic Graph (DAG)…
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…
In real-world phenomena which involve mutual influence or causal effects between interconnected units, equilibrium states are typically represented with cycles in graphical models. An expressive class of graphical models, relational causal…
This paper provides a comprehensive review of deep structural causal models (DSCMs), particularly focusing on their ability to answer counterfactual queries using observational data within known causal structures. It delves into the…
Discovery of causal relations is fundamental for understanding the dynamics of complex systems. While causal interactions are well defined for acyclic systems that can be separated into causally effective subsystems, a mathematical…
We develop estimation for potentially high-dimensional additive structural equation models. A key component of our approach is to decouple order search among the variables from feature or edge selection in a directed acyclic graph encoding…
Causal DAGs (also known as Bayesian networks) are a popular tool for encoding conditional dependencies between random variables. In a causal DAG, the random variables are modeled as vertices in the DAG, and it is stipulated that every…