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Score-based diffusion models are a recently developed framework for posterior sampling in Bayesian inverse problems with a state-of-the-art performance for severely ill-posed problems by leveraging a powerful prior distribution learned from…
Causal discovery from time-series data aims to capture both intra-slice (contemporaneous) and inter-slice (time-lagged) causality between variables within the temporal chain, which is crucial for various scientific disciplines. Compared to…
A typical problem in causal modeling is the instability of model structure learning, i.e., small changes in finite data can result in completely different optimal models. The present work introduces a novel causal modeling algorithm for…
In the algorithm Intersort, Chevalley et al. (2024) proposed a score-based method to discover the causal order of variables in a Directed Acyclic Graph (DAG) model, leveraging interventional data to outperform existing methods. However, as…
This paper introduces a new causal structure learning method for nonstationary time series data, a common data type found in fields such as finance, economics, healthcare, and environmental science. Our work builds upon the constraint-based…
Causal inference is a fundamental research topic for discovering the cause-effect relationships in many disciplines. However, not all algorithms are equally well-suited for a given dataset. For instance, some approaches may only be able to…
This paper considers learning the hidden causal network of a linear networked dynamical system (NDS) from the time series data at some of its nodes -- partial observability. The dynamics of the NDS are driven by colored noise that generates…
Causal discovery from time series is critical for many real-world applications, such as tracing the root causes of anomalies. Existing approaches typically rely on dataset-specific optimization, making it difficult to transfer their causal…
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.…
Causal discovery outputs a causal structure, represented by a graph, from observed data. For time series data, there is a variety of methods, however, it is difficult to evaluate these on real data as realistic use cases very rarely come…
Change point detection in time series aims to identify moments when the probability distribution of time series changes. It is widely applied in many areas, such as human activity sensing and medical science. In the context of multivariate…
Time series generation (TSG) synthesizes realistic sequences and has achieved remarkable success. Among TSG, conditional models generate sequences given observed covariates, however, such models learn observational correlations without…
Learning the unique directed acyclic graph corresponding to an unknown causal model is a challenging task. Methods based on functional causal models can identify a unique graph, but either suffer from the curse of dimensionality or impose…
Temporal data, representing chronological observations of complex systems, has always been a typical data structure that can be widely generated by many domains, such as industry, medicine and finance. Analyzing this type of data is…
Causal discovery, the learning of causality in a data mining scenario, has been of strong scientific and theoretical interest as a starting point to identify "what causes what?" Contingent on assumptions and a proper learning algorithm, it…
Causal discovery algorithms based on probabilistic graphical models have emerged in geoscience applications for the identification and visualization of dynamical processes. The key idea is to learn the structure of a graphical model from…
The growing availability and importance of time series data across various domains, including environmental science, epidemiology, and economics, has led to an increasing need for time-series causal discovery methods that can identify the…
Detecting anomalies and the corresponding root causes in multivariate time series plays an important role in monitoring the behaviors of various real-world systems, e.g., IT system operations or manufacturing industry. Previous anomaly…
Can the direction of time and the causal structure of space-time be inferred from operational principles? Causal models and tensor networks offer complementary perspectives: the former encodes cause-effect relations via directed graphs,…
Causal structure discovery from observational data is fundamental to the causal understanding of autonomous systems such as medical decision support systems, advertising campaigns and self-driving cars. This is essential to solve well-known…