Related papers: Methodological Insights into Structural Causal Mod…

Dynamic conditional correlation (DCC) is a method that estimates the correlation between two time series across time. Although used primarily in finance so far, DCC has been proposed recently as a model-based estimation method for…

Using Chronos-2, an open-source time-series foundation model, we evaluate pretrained time-series models for economic and financial forecasting with an emphasis on whether multivariate (MV) inputs improve accuracy relative to univariate (UV)…

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

Anomaly detection in multivariate time series is a central challenge in industrial monitoring, as failures frequently arise from complex temporal dynamics and cross-sensor interactions. While recent deep learning models, including graph…

Small disturbances can trigger functional breakdowns in complex systems. A challenging task is to infer the structural cause of a disturbance in a networked system, soon enough to prevent a catastrophe. We present a graph neural network…

Causal discovery for dynamical systems poses a major challenge in fields where active interventions are infeasible. Most methods used to investigate these systems and their associated benchmarks are tailored to deterministic,…

Financial markets are characterized by extreme non-stationarity, low signal-to-noise ratios, and strong dependence on external information such as news, company fundamentals, and macroeconomic signals. Yet, existing approaches either…

We consider continuous-time models with a large panel of moment conditions, where the structural parameter depends on a set of characteristics, whose effects are of interest. The leading example is the linear factor model in financial…

Linear causal models are important tools for modeling causal dependencies and yet in practice, only a subset of the variables can be observed. In this paper, we examine the parameter identifiability of these models by investigating whether…

Large amounts of training data are one of the major reasons for the high performance of state-of-the-art NLP models. But what exactly in the training data causes a model to make a certain prediction? We seek to answer this question by…

The goal of Causal Discovery is to find automated search methods for learning causal structures from observational data. In some cases all variables of the interested causal mechanism are measured, and the task is to predict the effects one…

Structural Causal Models (SCMs) offer a principled framework to reason about interventions and support out-of-distribution generalization, which are key goals in scientific discovery. However, the task of learning SCMs from observed data…

The dynamics of time-reversible systems are statistically indistinguishable when observed forward or backward in time. A rich literature of statistical methods to distinguish irreversible dynamics from the reversible dynamics of linear,…

We focus on causal discovery in the presence of measurement error in linear systems where the mixing matrix, i.e., the matrix indicating the independent exogenous noise terms pertaining to the observed variables, is identified up to…

As reasoning modules, such as the chain-of-thought mechanism, are applied to large language models, they achieve strong performance on various tasks such as answering common-sense questions and solving math problems. The main challenge now…

Graph-based causal discovery methods aim to capture conditional independencies consistent with the observed data and differentiate causal relationships from indirect or induced ones. Successful construction of graphical models of data…

Causal discovery from time series data is a typical problem setting across the sciences. Often, multiple datasets of the same system variables are available, for instance, time series of river runoff from different catchments. The local…

Causal discovery between collections of time-series data can help diagnose causes of symptoms and hopefully prevent faults before they occur. However, reliable causal discovery can be very challenging, especially when the data acquisition…

This research develops a socioeconomic health index for nations through a model-based approach which incorporates spatial dependence and examines the impact of a policy through a causal modeling framework. As the gross domestic product…

Understanding causal relations in dynamic systems is essential in epidemiology. While causal inference methods have been extensively studied, they often rely on fully specified causal graphs, which may not always be available in complex…