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Causal discovery from i.i.d. observational data is known to be generally ill-posed. We demonstrate that if we have access to the distribution {induced} by a structural causal model, and additional data from (in the best case) \textit{only…

Machine Learning · Statistics 2026-05-15 Francesco Montagna

Cause-effect analysis is crucial to understand the underlying mechanism of a system. We propose to exploit model invariance through interventions on the predictors to infer causality in nonlinear multivariate systems of time series. We…

Machine Learning · Computer Science 2022-07-12 Wasim Ahmad , Maha Shadaydeh , Joachim Denzler

We study causal effect estimation in a setting where the data are not i.i.d. (independent and identically distributed). We focus on exchangeable data satisfying an assumption of independent causal mechanisms. Traditional causal effect…

Methodology · Statistics 2024-05-30 Siyuan Guo , Chi Zhang , Karthika Mohan , Ferenc Huszár , Bernhard Schölkopf

The technique of data augmentation (DA) is often used in machine learning for regularization purposes to better generalize under i.i.d. settings. In this work, we present a unifying framework with topics in causal inference to make a case…

Machine Learning · Computer Science 2026-02-02 Uzair Akbar , Niki Kilbertus , Hao Shen , Krikamol Muandet , Bo Dai

The goal of causal mediation analysis, often described within the potential outcomes framework, is to decompose the effect of an exposure on an outcome of interest along different causal pathways. Using the assumption of sequential…

Methodology · Statistics 2021-11-09 Lexi Rene , Antonio R. Linero , Elizabeth Slate

In some causal inference scenarios, the treatment variable is measured inaccurately, for instance in epidemiology or econometrics. Failure to correct for the effect of this measurement error can lead to biased causal effect estimates.…

Machine Learning · Computer Science 2024-09-13 Antti Pöllänen , Pekka Marttinen

Quantifying causal effects of exposures on outcomes, such as a treatment and a disease respectively, is a crucial issue in medical science for the administration of effective therapies. Importantly, any related causal analysis should…

Methodology · Statistics 2024-09-04 Federico Castelletti , Laura Ferrini

We provide a new flexible framework for inference with the instrumental variable model. Rather than using linear specifications, functions characterizing the effects of instruments and other explanatory variables are estimated using machine…

Machine Learning · Statistics 2021-02-03 Robert E. McCulloch , Rodney A. Sparapani , Brent R. Logan , Purushottam W. Laud

Causal inference is essential for data-driven decision making across domains such as business engagement, medical treatment and policy making. However, research on causal discovery has evolved separately from inference methods, preventing…

In todays age of data, discovering relationships between different variables is an interesting and a challenging problem. This problem becomes even more critical with regards to complex dynamical systems like weather forecasting and…

Data Analysis, Statistics and Probability · Physics 2021-02-01 Sachin Kasture

We consider graphical models based on a recursive system of linear structural equations. This implies that there is an ordering, $\sigma$, of the variables such that each observed variable $Y_v$ is a linear function of a variable specific…

Methodology · Statistics 2019-06-28 Y. Samuel Wang , Mathias Drton

Explainable AI (XAI) methods identify which features are relevant to a model's predictions but often fail to clarify why certain decisions are made. In this work, we present a novel method that integrates causality with argument-based…

Artificial Intelligence · Computer Science 2026-05-22 Henry Salgado , Meagan R. Kendall , Martine Ceberio

How does dynamic price information flow among Northern European electricity spot prices and prices of major electricity generation fuel sources? We use time series models combined with new advances in causal inference to answer these…

Applications · Statistics 2011-10-26 Egil Ferkingstad , Anders Løland , Mathilde Wilhelmsen

We use a deep Koopman operator-theoretic formalism to develop a novel causal discovery algorithm, Kausal. Causal discovery aims to identify cause-effect mechanisms for better scientific understanding, explainable decision-making, and more…

Machine Learning · Computer Science 2025-05-22 Juan Nathaniel , Carla Roesch , Jatan Buch , Derek DeSantis , Adam Rupe , Kara Lamb , Pierre Gentine

Causal models seek to unravel the cause-effect relationships among variables from observed data, as opposed to mere mappings among them, as traditional regression models do. This paper introduces a novel causal discovery algorithm designed…

Machine Learning · Computer Science 2024-10-03 Saeed Mohseni-Sehdeh , Walid Saad

Although nonstationary data are more common in the real world, most existing causal discovery methods do not take nonstationarity into consideration. In this letter, we propose a kernel embedding-based approach, ENCI, for nonstationary…

Machine Learning · Statistics 2018-09-25 Shoubo Hu , Zhitang Chen , Laiwan Chan

We introduce a non-parametric method to recover physical probability distributions of asset returns based on their European option prices and some other sparse parametric information. Thus the main problem is similar to the one considered…

Pricing of Securities · Quantitative Finance 2018-03-13 Jarno Talponen

A key challenge in estimating causal effects from observational data is handling confounding and is commonly achieved through weighting methods that balance distribution of covariates between treatment and control groups. Weighting…

Methodology · Statistics 2025-12-23 Simion De , Jared D. Huling

Inferring nonlinear and asymmetric causal relationships between multivariate longitudinal data is a challenging task with wide-ranging application areas including clinical medicine, mathematical biology, economics and environmental…

Methodology · Statistics 2021-08-25 Tom Edinburgh , Stephen J. Eglen , Ari Ercole

Spurred on by recent successes in causal inference competitions, Bayesian nonparametric (and high-dimensional) methods have recently seen increased attention in the causal inference literature. In this paper, we present a comprehensive…

Methodology · Statistics 2022-01-11 Antonio R. Linero , Joseph L. Antonelli