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A methodology for high dimensional causal inference in a time series context is introduced. It is assumed that there is a monotonic transformation of the data such that the dynamics of the transformed variables are described by a Gaussian…

Methodology · Statistics 2023-07-07 Francesco Cordoni , Alessio Sancetta

Linear causal disentanglement is a recent method in causal representation learning to describe a collection of observed variables via latent variables with causal dependencies between them. It can be viewed as a generalization of both…

Machine Learning · Statistics 2024-07-08 Paula Leyes Carreno , Chiara Meroni , Anna Seigal

There exist several approaches for estimating causal effects in time series when latent confounding is present. Many of these approaches rely on additional auxiliary observed variables or time series such as instruments, negative controls…

Methodology · Statistics 2025-05-27 Tom Hochsprung , Jakob Runge , Andreas Gerhardus

Causal inference from observational data following the restricted structural causal model (SCM) framework hinges largely on the asymmetry between cause and effect from the data generating mechanisms, such as non-Gaussianity or nonlinearity.…

Methodology · Statistics 2021-09-06 Kang Du , Yu Xiang

Our goal is to estimate causal interactions in multivariate time series. Using vector autoregressive (VAR) models, these can be defined based on non-vanishing coefficients belonging to respective time-lagged instances. As in most cases a…

Methodology · Statistics 2010-08-13 Stefan Haufe , Guido Nolte , Klaus-Robert Mueller , Nicole Kraemer

Starting from a semiclassical approach recently developed for spectral correlation functions of quantum systems whose classical dynamics is chaotic, we focus on the case of broken time-reversal symmetry, the so-called unitary class. We…

Chaotic Dynamics · Physics 2018-11-14 Sebastian Müller , Marcel Novaes

The use of simulated data in the field of causal discovery is ubiquitous due to the scarcity of annotated real data. Recently, Reisach et al., 2021 highlighted the emergence of patterns in simulated linear data, which displays increasing…

Methodology · Statistics 2023-10-24 Francesco Montagna , Nicoletta Noceti , Lorenzo Rosasco , Francesco Locatello

The growing availability and importance of time series data across various domains, including environmental science, epidemiology, and economics, has led to an increasing need for time-series causal discovery methods that can identify the…

Machine Learning · Computer Science 2024-04-03 Omar Faruque , Sahara Ali , Xue Zheng , Jianwu Wang

In spite of the (correct) common-wisdom statement correlation does not imply causation, a proper employ of time correlations and of fluctuation-response theory allows to understand the causal relations between the variables of a…

Statistical Mechanics · Physics 2021-01-04 Marco Baldovin , Fabio Cecconi , Angelo Vulpiani

The past years have seen a revived interest in the diagrammatic Monte Carlo (DiagMC) methods for interacting fermions on a lattice. A promising recent development allows one to now circumvent the analytical continuation of dynamic…

Strongly Correlated Electrons · Physics 2021-05-05 J. Vucicevic , P. Stipsic , M. Ferrero

We construct a sequence that converges to a solution of the Cauchy problem for a singularly perturbed linear inhomogeneous differential equation of an arbitrary order. This sequence is also an asymptotic sequence in the following sense: the…

Classical Analysis and ODEs · Mathematics 2017-11-23 Evgeny E. Bukzhalev , Alexey V. Ovchinnikov

Causality analysis is an important problem lying at the heart of science, and is of particular importance in data science and machine learning. An endeavor during the past 16 years viewing causality as real physical notion so as to…

Artificial Intelligence · Computer Science 2021-04-26 X. San Liang

Mendelian randomization (MR) is widely used to uncover causal relationships in the presence of unmeasured confounders. However, most existing MR methods presuppose linear causality, risking bias when the true relationships are nonlinear,…

Methodology · Statistics 2025-08-05 Xinpei Wang , Tao Huang , Jinzhu Jia

Nonlinear response occurs naturally when a strong perturbation takes a system far from equilibrium. Despite of its omnipresence in nanoscale systems, it is difficult to predict in a general and efficient way. Here we introduce a way to…

Statistical Mechanics · Physics 2019-07-24 Chloe Ya Gao , David T. Limmer

Causal inference from observational data is an ambitious but highly relevant task, with diverse applications ranging from natural to social sciences. Within the scope of nonparametric time series, causal inference defined through…

Methodology · Statistics 2016-12-22 Shu Li , Jan Ernest , Peter Bühlmann

We present a technique, {\em the uniform asymptotic approximation}, to construct accurate analytical solutions of the linear perturbations of inflation after quantum effects of the early universe are taken into account, for which the…

Cosmology and Nongalactic Astrophysics · Physics 2014-02-19 Tao Zhu , Anzhong Wang , Gerald Cleaver , Klaus Kirsten , Qin Sheng

Higher order conformal perturbation theory is studied for theories with and without boundaries. We identify systematically the universal quantities in the beta function equations, and we give explicit formulae for the universal coefficients…

High Energy Physics - Theory · Physics 2009-02-27 Matthias R. Gaberdiel , Anatoly Konechny , Cornelius Schmidt-Colinet

We combine the fixed-order evaluation of the $b\bar{b}$ sum rules with a non-relativistic effective-theory approach. The combined result for the $n$-th moment includes all terms suppressed with respect to the leading-order result by ${\cal…

High Energy Physics - Phenomenology · Physics 2008-11-26 Adrian Signer

We present a general setting in which the formula describing the linear response of the physical measure of a perturbed system can be obtained. In this general setting we obtain an algorithm to rigorously compute the linear response. We…

Dynamical Systems · Mathematics 2017-08-30 Wael Bahsoun , Stefano Galatolo , Isaia Nisoli , Xiaolong Niu

We describe a new framework for causal inference and its application to return time series. In this system, causal relationships are represented as logical formulas, allowing us to test arbitrarily complex hypotheses in a computationally…

Statistical Finance · Quantitative Finance 2010-06-14 Samantha Kleinberg , Petter N. Kolm , Bud Mishra