Related papers: Efficient Causal Discovery for Autoregressive Time…
Causal discovery in time series is increasingly performed using nonlinear machine-learning models, yet the resulting causal relationships are almost always summarized by scalar edge scores. We argue that this practice obscures the true…
Causal inference on time series data is a challenging problem, especially in the presence of unobserved confounders. This work focuses on estimating the causal effect between two time series that are confounded by a third, unobserved time…
We study nonlinear regression of real valued data in an individual sequence manner, where we provide results that are guaranteed to hold without any statistical assumptions. We address the convergence and undertraining issues of…
Real world systems evolve in continuous-time according to their underlying causal relationships, yet their dynamics are often unknown. Existing approaches to learning such dynamics typically either discretize time -- leading to poor…
Constraint-based methods and noise-based methods are two distinct families of methods proposed for uncovering causal graphs from observational data. However, both operate under strong assumptions that may be challenging to validate or could…
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…
Multivariate time series in domains such as finance, climate science, and healthcare often exhibit long-term trends, seasonal patterns, and short-term fluctuations, complicating causal inference under non-stationarity and autocorrelation.…
Set-based transformer models for amortized probabilistic inference and meta-learning, such as neural processes, prior-fitted networks, and tabular foundation models, excel at single-pass marginal prediction. However, many applications…
Causal structure learning refers to a process of identifying causal structures from observational data, and it can have multiple applications in biomedicine and health care. This paper provides a practical review and tutorial on scalable…
Causal discovery for both cross-sectional and temporal data has traditionally followed a dataset-specific paradigm, where a new model is fitted for each individual dataset. Such an approach limits the potential of multi-dataset pretraining.…
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…
This paper proposes an efficient approach to learning disentangled representations with causal mechanisms based on the difference of conditional probabilities in original and new distributions. We approximate the difference with models'…
Many frameworks exist to infer cause and effect relations in complex nonlinear systems but a complete theory is lacking. A new framework is presented that is fully nonlinear, provides a complete information theoretic disentanglement of…
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…
We propose an approach for learning the causal structure in stochastic dynamical systems with a $1$-step functional dependency in the presence of latent variables. We propose an information-theoretic approach that allows us to recover the…
Existing causal inference (CI) models are often restricted to data with low-dimensional confounders and singleton actions. We propose an autoregressive (AR) CI framework capable of handling complex confounders and sequential actions…
Estimating causal interactions in complex dynamical systems is an important problem encountered in many fields of current science. While a theoretical solution for detecting the causal interactions has been previously formulated in the…
This article introduces a causal discovery method to learn nonlinear relationships in a directed acyclic graph with correlated Gaussian errors due to confounding. First, we derive model identifiability under the sublinear growth assumption.…
This paper introduces a new framework for recovering causal graphs from observational data, leveraging the observation that the distribution of an effect, conditioned on its causes, remains invariant to changes in the prior distribution of…
Estimating the unknown causal dependencies among graph-connected time series plays an important role in many applications, such as sensor network analysis, signal processing over cyber-physical systems, and finance engineering. Inference of…