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Latent variables pose a fundamental challenge to causal discovery and inference. Conventional local methods focus on direct neighbors but fail to provide macro level insights. Cluster level methods enable macro causal reasoning but either…

Machine Learning · Computer Science 2026-04-27 Zongyu Li

Thanks to technological advances leading to near-continuous time observations, emerging multivariate point process data offer new opportunities for causal discovery. However, a key obstacle in achieving this goal is that many relevant…

Machine Learning · Statistics 2021-12-15 Xu Wang , Ali Shojaie

Causal discovery methods such as LiNGAM identify causal structure from observational data by assuming mutually independent disturbances. This assumption is fragile: shared volatility, common scale effects, or other forms of dependence can…

Methodology · Statistics 2026-05-07 Geert Mesters , Alvaro Ribot , Anna Seigal , Piotr Zwiernik

We introduce an approach which allows detecting causal relationships between variables for which the time evolution is available. Causality is assessed by a variational scheme based on the Information Imbalance of distance ranks, a…

Methodology · Statistics 2024-05-07 Vittorio Del Tatto , Gianfranco Fortunato , Domenica Bueti , Alessandro Laio

In this guide, we present how to perform constraint-based causal discovery using three popular software packages: pcalg (with add-ons tpc and micd), bnlearn, and TETRAD. We focus on how these packages can be used with observational data and…

Applications · Statistics 2023-12-20 Ryan M. Andrews , Ronja Foraita , Vanessa Didelez , Janine Witte

Causal discovery algorithms estimate causal graphs from observational data. This can provide a valuable complement to analyses focussing on the causal relation between individual treatment-outcome pairs. Constraint-based causal discovery…

Methodology · Statistics 2021-08-31 Janine Witte , Ronja Foraita , Vanessa Didelez

We present a constraint-based algorithm for learning causal structures from observational time-series data, in the presence of latent confounders. We assume a discrete-time, stationary structural vector autoregressive process, with both…

Artificial Intelligence · Computer Science 2023-06-02 Raanan Y. Rohekar , Shami Nisimov , Yaniv Gurwicz , Gal Novik

Learning a causal directed acyclic graph from data is a challenging task that involves solving a combinatorial problem for which the solution is not always identifiable. A new line of work reformulates this problem as a continuous…

Machine Learning · Computer Science 2020-11-05 Philippe Brouillard , Sébastien Lachapelle , Alexandre Lacoste , Simon Lacoste-Julien , Alexandre Drouin

This paper proposes a novel fault detection and isolation (FDI) scheme for distributed parameter systems modeled by a class of parabolic partial differential equations (PDEs) with nonlinear uncertain dynamics. A key feature of the proposed…

Systems and Control · Electrical Eng. & Systems 2022-03-31 Jingting Zhang , Chengzhi Yuan , Wei Zeng , Cong Wang

The identification of deterministic finite automata (DFAs) from labeled examples is a cornerstone of automata learning, yet traditional methods focus on learning monolithic DFAs, which often yield a large DFA lacking simplicity and…

Software Engineering · Computer Science 2025-10-14 Junjie Meng , Jie An , Yong Li , Andrea Turrini , Fanjiang Xu , Naijun Zhan , Miaomiao Zhang

Probabilistic Circuits (PCs) are a unified framework for tractable probabilistic models that support efficient computation of various probabilistic queries (e.g., marginal probabilities). One key challenge is to scale PCs to model large and…

Machine Learning · Computer Science 2024-12-12 Anji Liu , Honghua Zhang , Guy Van den Broeck

Classical portfolio models degrade under structural breaks, whereas flexible machine-learning allocation methods often lack arbitrage consistency and interpretability. We propose Causal PDE-Control Models (CPCMs), a framework that…

Portfolio Management · Quantitative Finance 2026-04-10 Alejandro Rodriguez Dominguez

Inferring causal relationships in the decision-making processes of machine learning algorithms is a crucial step toward achieving explainable Artificial Intelligence (AI). In this research, we introduce a novel causality measure and a…

Machine Learning · Computer Science 2024-11-15 Dhruthi , Nithin Nagaraj , Harikrishnan N B

This paper proposes a novel dynamic forecasting method using a new supervised Principal Component Analysis (PCA) when a large number of predictors are available. The new supervised PCA provides an effective way to bridge the gap between…

Econometrics · Economics 2024-06-14 Zhaoxing Gao , Ruey S. Tsay

Based on the extension of the behavioral theory and the Fundamental Lemma for Linear Parameter-Varying (LPV) systems, this paper introduces a Data-driven Predictive Control (DPC) scheme capable to ensure reference tracking and satisfaction…

Systems and Control · Electrical Eng. & Systems 2022-01-25 Chris Verhoek , Hossam S. Abbas , Roland Tóth , Sofie Haesaert

Disentangled representation learning aims to learn low-dimensional representations where each dimension corresponds to an underlying generative factor. While the Variational Auto-Encoder (VAE) is widely used for this purpose, most existing…

Machine Learning · Computer Science 2024-12-31 Di Fan , Yannian Kou , Chuanhou Gao

Estimating and detecting faults is crucial in ensuring safe and efficient automated systems. In the presence of disturbances, noise or varying system dynamics, such estimation is even more challenging. To address this challenge, this…

Optimization and Control · Mathematics 2021-12-13 Chris van der Ploeg , Emilia Silvas , Nathan van de Wouw , Peyman Mohajerin Esfahani

Data-Driven Response Regime Exploration and Identification (DR$^2$EI) is a novel and fully data-driven method for identifying and classifying response regimes of a dynamical system without requiring human intervention. This approach is a…

Systems and Control · Electrical Eng. & Systems 2023-04-13 Maor Farid

Causal reasoning can be considered a cornerstone of intelligent systems. Having access to an underlying causal graph comes with the promise of cause-effect estimation and the identification of efficient and safe interventions. However,…

Machine Learning · Computer Science 2023-11-10 Amir Mohammad Karimi Mamaghan , Andrea Dittadi , Stefan Bauer , Karl Henrik Johansson , Francesco Quinzan

In this paper we introduce an iterative Jacobi algorithm for solving distributed model predictive control (DMPC) problems, with linear coupled dynamics and convex coupled constraints. The algorithm guarantees stability and persistent…

Optimization and Control · Mathematics 2008-09-23 Dang Doan , Tamas Keviczky , Ion Necoara , Moritz Diehl