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Discovering causal structures with latent variables from observational data is a fundamental challenge in causal discovery. Existing methods often rely on constraint-based, iterative discrete searches, limiting their scalability to large…

Machine Learning · Computer Science 2024-12-02 Parjanya Prashant , Ignavier Ng , Kun Zhang , Biwei Huang

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

Understanding causal relationships among features is fundamental for explaining machine learning model decisions. However, traditional causal discovery methods face challenges with categorical variables due to numerical instability in…

Artificial Intelligence · Computer Science 2026-01-30 Henry Salgado , Meagan R. Kendall , Martine Ceberio

Assessing causal effects in the presence of unmeasured confounding is challenging. Although auxiliary variables, such as instrumental variables, are commonly used to identify causal effects, they are often unavailable in practice due to…

Methodology · Statistics 2026-03-31 Kang Shuai , Shanshan Luo , Yue Zhang , Feng Xie , Yangbo He

Explainable artificial intelligence (XAI) has helped elucidate the internal mechanisms of machine learning algorithms, bolstering their reliability by demonstrating the basis of their predictions. Several XAI models consider causal…

Machine Learning · Computer Science 2024-04-30 Daisuke Takahashi , Shohei Shimizu , Takuma Tanaka

How should researchers conduct causal inference when the outcome of interest is latent and measured imperfectly by multiple indicators? We develop a general nonparametric framework for identifying and estimating average treatment effects on…

Methodology · Statistics 2026-04-22 Jiawei Fu , Donald P. Green

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

We provide theoretical and empirical evidence for a type of asymmetry between causes and effects that is present when these are related via linear models contaminated with additive non-Gaussian noise. Assuming that the causes and the…

Machine Learning · Statistics 2016-02-23 Daniel Hernández-Lobato , Pablo Morales-Mombiela , David Lopez-Paz , Alberto Suárez

This article investigates the causality structure of financial time series. We concentrate on three main approaches to measuring causality: linear Granger causality, kernel generalisations of Granger causality (based on ridge regression and…

Computational Finance · Quantitative Finance 2014-06-17 Anna Zaremba , Tomaso Aste

Detecting and quantifying causality is a focal topic in the fields of science, engineering, and interdisciplinary studies. However, causal studies on non-intervention systems attract much attention but remain extremely challenging.…

Machine Learning · Computer Science 2026-04-23 Jifan Shi , Yang Li , Juan Zhao , Siyang Leng , Rui Bao , Kazuyuki Aihara , Luonan Chen , Wei Lin

We develop a data-driven information-theoretic framework for sharp partial identification of causal effects under unmeasured confounding. Existing approaches often rely on restrictive assumptions, such as bounded or discrete outcomes;…

Machine Learning · Statistics 2026-02-24 Yonghan Jung , Bogyeong Kang

Estimating the causal effect of a treatment on the entire response distribution is an important yet challenging task. For instance, one might be interested in how a pension plan affects not only the average savings among all individuals but…

Methodology · Statistics 2024-08-07 Lucas Kook , Niklas Pfister

Mining genuine mechanisms underlying the complex data generation process in real-world systems is a fundamental step in promoting interpretability of, and thus trust in, data-driven models. Therefore, we propose a variation-based cause…

Artificial Intelligence · Computer Science 2022-11-23 Mohamed Amine ben Salem , Karim Said Barsim , Bin Yang

Information Extraction (IE) aims to extract structural information from unstructured texts. In practice, long-tailed distributions caused by the selection bias of a dataset, may lead to incorrect correlations, also known as spurious…

Computation and Language · Computer Science 2021-09-14 Guoshun Nan , Jiaqi Zeng , Rui Qiao , Zhijiang Guo , Wei Lu

The shocks which hit macroeconomic models such as Vector Autoregressions (VARs) have the potential to be non-Gaussian, exhibiting asymmetries and fat tails. This consideration motivates the VAR developed in this paper which uses a Dirichlet…

Econometrics · Economics 2023-05-29 Florian Huber , Gary Koop

Adjusting for latent covariates is crucial for estimating causal effects from observational textual data. Most existing methods only account for confounding covariates that affect both treatment and outcome, potentially leading to biased…

Computation and Language · Computer Science 2023-11-27 Yuxiang Zhou , Yulan He

This paper investigates new ways of estimating and identifying causal, noncausal, and mixed causal-noncausal autoregressive models driven by a non-Gaussian error sequence. We do not assume any parametric distribution function for the…

Econometrics · Economics 2022-11-28 Alain Hecq , Daniel Velasquez-Gaviria

Human nonverbal emotional communication in dyadic dialogs is a process of mutual influence and adaptation. Identifying the direction of influence, or cause-effect relation between participants is a challenging task, due to two main…

Computer Vision and Pattern Recognition · Computer Science 2018-10-30 Lea Müller , Maha Shadaydeh , Martin Thümmel , Thomas Kessler , Dana Schneider , Joachim Denzler

We study the sensitivity of infinite-dimensional Bayesian linear inverse problems governed by partial differential equations (PDEs) with respect to modeling uncertainties. In particular, we consider derivative-based sensitivity analysis of…

Numerical Analysis · Mathematics 2024-05-17 Abhijit Chowdhary , Shanyin Tong , Georg Stadler , Alen Alexanderian

One critical challenge of time-series modeling is how to learn and quickly correct the model under unknown distribution shifts. In this work, we propose a principled framework, called LiLY, to first recover time-delayed latent causal…

Machine Learning · Statistics 2022-02-25 Weiran Yao , Guangyi Chen , Kun Zhang
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