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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…

Statistics Theory · Mathematics 2022-12-20 Robin J. Evans

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…

Machine Learning · Computer Science 2023-11-21 Gabriele D'Acunto , Gianmarco De Francisci Morales , Paolo Bajardi , Francesco Bonchi

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…

Methodology · Statistics 2024-12-23 Simon Ferreira , Charles K. Assaad

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…

Machine Learning · Statistics 2022-02-03 Jack Kuipers , Polina Suter , Giusi Moffa

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…

Methodology · Statistics 2025-09-24 Cathy Yin , Adam M. Sykulski , Almut E. D. Veraart

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…

Methodology · Statistics 2022-11-23 Yan Gong , Peng Zhong , Thomas Opitz , Raphaël Huser

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…

Machine Learning · Computer Science 2026-01-27 Vy Vo , He Zhao , Trung Le , Edwin V. Bonilla , Dinh Phung

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…

Machine Learning · Computer Science 2021-02-26 Rohit Bhattacharya , Tushar Nagarajan , Daniel Malinsky , Ilya Shpitser

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…

Data Structures and Algorithms · Computer Science 2022-08-25 Robin Belton , Bree Cummins , Brittany Terese Fasy , Tomáš Gedeon

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…

Artificial Intelligence · Computer Science 2025-06-25 Simon Ferreira , Charles K. Assaad

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…

Statistics Theory · Mathematics 2024-08-19 Nicolas-Domenic Reiter , Andreas Gerhardus , Jonas Wahl , Jakob Runge

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…

Machine Learning · Computer Science 2021-06-03 Rohan Giriraj , Sinnu Susan Thomas

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)…

Machine Learning · Computer Science 2020-06-09 Shengyu Zhu , Ignavier Ng , Zhitang Chen

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

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…

Artificial Intelligence · Computer Science 2023-03-20 Ragib Ahsan , David Arbour , Elena Zheleva

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…

Machine Learning · Statistics 2025-02-04 Audrey Poinsot , Alessandro Leite , Nicolas Chesneau , Michèle Sébag , Marc Schoenauer

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…

Data Analysis, Statistics and Probability · Physics 2017-10-11 Daniel Harnack , Erik Laminski , Klaus Richard Pawelzik

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…

Methodology · Statistics 2014-12-02 Peter Bühlmann , Jonas Peters , Jan Ernest

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…

Data Structures and Algorithms · Computer Science 2024-07-04 Vidya Sagar Sharma