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Theoretical developments in sequential Bayesian analysis of multivariate dynamic models underlie new methodology for causal prediction. This extends the utility of existing models with computationally efficient methodology, enabling routine…

Methodology · Statistics 2024-06-05 Kevin Li , Graham Tierney , Christoph Hellmayr , Mike West

Temporally causal representation learning aims to identify the latent causal process from time series observations, but most methods require the assumption that the latent causal processes do not have instantaneous relations. Although some…

Machine Learning · Computer Science 2026-01-21 Zijian Li , Yifan Shen , Kaitao Zheng , Ruichu Cai , Xiangchen Song , Mingming Gong , Guangyi Chen , Kun Zhang

Finding effective representations for time series data is a useful but challenging task. Several works utilize self-supervised or unsupervised learning methods to address this. However, there still remains the open question of how to…

Machine Learning · Computer Science 2024-03-19 Yuansan Liu , Sudanthi Wijewickrema , Christofer Bester , Stephen O'Leary , James Bailey

Multi-horizon time series forecasting has many practical applications such as demand forecasting. Accurate demand prediction is critical to help make buying and inventory decisions for supply chain management of e-commerce and physical…

Probabilistic forecasting of high dimensional multivariate time series is a notoriously challenging task, both in terms of computational burden and distribution modeling. Most previous work either makes simple distribution assumptions or…

Machine Learning · Computer Science 2021-01-27 Nam Nguyen , Brian Quanz

Counterfactual estimation over time is important in various applications, such as personalized medicine. However, time-dependent confounding bias in observational data still poses a significant challenge in achieving accurate and efficient…

Machine Learning · Computer Science 2026-03-13 Nghia D. Nguyen , Pablo Robles-Granda , Lav R. Varshney

Multivariate time series forecasting plays a crucial role in various real-world applications. Significant efforts have been made to integrate advanced network architectures and training strategies that enhance the capture of temporal…

Machine Learning · Computer Science 2024-10-31 Zhiding Liu , Jiqian Yang , Qingyang Mao , Yuze Zhao , Mingyue Cheng , Zhi Li , Qi Liu , Enhong Chen

A new causal discovery method, Structural Agnostic Modeling (SAM), is presented in this paper. Leveraging both conditional independencies and distributional asymmetries, SAM aims to find the underlying causal structure from observational…

Machine Learning · Statistics 2022-07-26 Diviyan Kalainathan , Olivier Goudet , Isabelle Guyon , David Lopez-Paz , Michèle Sebag

Learning causal structure from observational data is a fundamental challenge in machine learning. However, the majority of commonly used differentiable causal discovery methods are non-identifiable, turning this problem into a continuous…

Machine Learning · Computer Science 2022-09-30 Yu Wang , An Zhang , Xiang Wang , Yancheng Yuan , Xiangnan He , Tat-Seng Chua

For a given causal question, it is important to efficiently decide which causal inference method to use for a given dataset. This is challenging because causal methods typically rely on complex and difficult-to-verify assumptions, and…

Machine Learning · Computer Science 2023-11-09 Shantanu Gupta , Cheng Zhang , Agrin Hilmkil

In many problems, the measured variables (e.g., image pixels) are just mathematical functions of the latent causal variables (e.g., the underlying concepts or objects). For the purpose of making predictions in changing environments or…

Machine Learning · Computer Science 2024-08-13 Kun Zhang , Shaoan Xie , Ignavier Ng , Yujia Zheng

The goal of causal representation learning is to find a representation of data that consists of causally related latent variables. We consider a setup where one has access to data from multiple domains that potentially share a causal…

Machine Learning · Statistics 2023-10-30 Nils Sturma , Chandler Squires , Mathias Drton , Caroline Uhler

Test-time adaptation aims to improve model robustness under distribution shifts by adapting models with access to unlabeled target samples. A primary cause of performance degradation under such shifts is the model's reliance on features…

Machine Learning · Computer Science 2025-10-14 Yingnan Liu , Rui Qiao , Mong Li Lee , Wynne Hsu

Reconstructing accurate causal models of dynamic systems from time-series of sensor data is a key problem in many real-world scenarios. In this paper, we present an overview based on our experience about practical challenges that the causal…

Robotics · Computer Science 2023-01-11 Luca Castri , Sariah Mghames , Nicola Bellotto

The inaccessibility of controlled randomized trials due to inherent constraints in many fields of science has been a fundamental issue in causal inference. In this paper, we focus on distinguishing the cause from effect in the bivariate…

Machine Learning · Statistics 2021-02-23 Jean-Francois Ton , Dino Sejdinovic , Kenji Fukumizu

Achieving reliable multidimensional Vehicle-to-Vehicle (V2V) channel state information (CSI) prediction is both challenging and crucial for optimizing downstream tasks that depend on instantaneous CSI. This work extends traditional…

Systems and Control · Electrical Eng. & Systems 2024-09-24 Lei Chu , Daoud Burghal , Rui Wang , Michael Neuman , Andreas F. Molisch

We propose a novel machine learning approach for inferring causal variables of a target variable from observations. Our focus is on directly inferring a set of causal factors without requiring full causal graph reconstruction, which is…

Machine Learning · Computer Science 2025-10-01 Jang-Hyun Kim , Claudia Skok Gibbs , Sangdoo Yun , Hyun Oh Song , Kyunghyun Cho

Causal knowledge is vital for effective reasoning in science, as causal relations, unlike correlations, allow one to reason about the outcomes of interventions. Algorithms that can discover causal relations from observational data are based…

Machine Learning · Statistics 2019-11-12 Anish Dhir , Ciarán M. Lee

We derive a set of causal deep neural networks whose architectures are a consequence of tensor (multilinear) factor analysis, a framework that facilitates causal inference. Forward causal questions are addressed with a neural network…

Machine Learning · Computer Science 2025-06-17 M. Alex O. Vasilescu

Accurate energy time-series forecasting is crucial for ensuring grid stability and promoting the integration of renewable energy, yet it faces significant challenges from complex temporal dependencies and the heterogeneity of multi-source…

Machine Learning · Computer Science 2026-01-13 Mingnan Zhu , Qixuan Zhang , Yixuan Cheng , Fangzhou Gu , Shiming Lin