Related papers: Methodological Insights into Structural Causal Mod…

Latent confounders---unobserved variables that influence both treatment and outcome---can bias estimates of causal effects. In some cases, these confounders are shared across observations, e.g. all students taking a course are influenced by…

Probabilistic forecasts are essential for various downstream applications such as business development, traffic planning, and electrical grid balancing. Many of these probabilistic forecasts are performed on time series data that contain…

In this paper, we focus on estimating the causal effect of an intervention over time on a dynamical system. To that end, we formally define causal interventions and their effects over time on discrete-time stochastic processes (DSPs). Then,…

This paper presents a practical architecture for after-sales demand forecasting and monitoring that unifies a revenue- and cluster-aware ensemble of statistical, machine-learning, and deep-learning models with a role-driven analytics layer…

A major limitation of machine learning (ML) prediction models is that they recover associational, rather than causal, predictive relationships between variables. In high-stakes automation applications of ML this is problematic, as the model…

The field of hypothesis generation promises to reduce costs in neuroscience by narrowing the range of interventional studies needed to study various phenomena. Existing machine learning methods can generate scientific hypotheses from…

This paper studies macroeconomic forecasting and variable selection using a folded-concave penalized regression with a very large number of predictors. The penalized regression approach leads to sparse estimates of the regression…

Faced with data-driven policies, individuals will manipulate their features to obtain favorable decisions. While earlier works cast these manipulations as undesirable gaming, recent works have adopted a more nuanced causal framing in which…

Policy targets are being set increasingly for social and economic variables in the UK. This approach requires that reasonably successful ex ante forecasts can be made. We propose a general methodology for assessing the extent to which this…

The quest for accurate economic forecasting has traditionally been dominated by econometric models, which most of the times rely on the assumptions of linear relationships and stationarity in of the data. However, the complex and often…

In this paper, we explore the application of Gaussian Processes (GPs) for predicting mean-reverting time series with an underlying structure, using relatively unexplored functional and augmented data structures. While many conventional…

Local causal discovery is of great practical significance, as there are often situations where the discovery of the global causal structure is unnecessary, and the interest lies solely on a single target variable. Most existing local…

Inferring causal relationships from observed data is an important task, yet it becomes challenging when the data is subject to various external interferences. Most of these interferences are the additional effects of external factors on…

We propose a nonparametric and time-varying directed information graph (TV-DIG) framework to estimate the evolving causal structure in time series networks, thereby addressing the limitations of traditional econometric models in capturing…

Estimating causal effects from high-dimensional, structured exposures is a fundamental challenge in modern applications ranging from neuroscience and finance to environmental science. While the literature has addressed high-dimensional…

Instruction tuning on a mixture of tasks has improved zero-shot capabilities in natural language processing (NLP). Nevertheless, existing methods often learn features that exhibit correlations between instruction-formatted samples and…

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…

The assumption of independence between observations (units) in a dataset is prevalent across various methodologies for learning causal graphical models. However, this assumption often finds itself in conflict with real-world data, posing…

Uncovering cause-effect relationships from observational time series is fundamental to understanding complex systems. While many methods infer static causal graphs, real-world systems often exhibit dynamic causality-where relationships…

This paper develops a new model of business cycles. The model is economical in that it is solved with an aggregate demand-aggregate supply diagram, and the effects of shocks and policies are obtained by comparative statics. The model builds…