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While generative modeling on time series facilitates more capable and flexible probabilistic forecasting, existing generative time series models do not address the multi-dimensional properties of time series data well. The prevalent…

Machine Learning · Computer Science 2026-02-09 Haoran Zhang , Haixuan Liu , Yong Liu , Yunzhong Qiu , Yuxuan Wang , Jianmin Wang , Mingsheng Long

A methodology for high dimensional causal inference in a time series context is introduced. It is assumed that there is a monotonic transformation of the data such that the dynamics of the transformed variables are described by a Gaussian…

Methodology · Statistics 2023-07-07 Francesco Cordoni , Alessio Sancetta

Ordering-based approaches to causal discovery identify topological orders of causal graphs, providing scalable alternatives to combinatorial search methods. Under the Additive Noise Model (ANM) assumption, recent causal ordering methods…

Machine Learning · Computer Science 2025-10-28 Jiyeon Kang , Songseong Kim , Chanhui Lee , Doyeong Hwang , Joanie Hayoun Chung , Yunkyung Ko , Sumin Lee , Sungwoong Kim , Sungbin Lim

In many scientific fields, such as economics and neuroscience, we are often faced with nonstationary time series, and concerned with both finding causal relations and forecasting the values of variables of interest, both of which are…

Machine Learning · Computer Science 2019-08-01 Biwei Huang , Kun Zhang , Mingming Gong , Clark Glymour

Understanding directed temporal interactions in multivariate time series is essential for interpreting complex dynamical systems and the predictive models trained on them. We present Causal-INSIGHT, a model-agnostic, post-hoc interpretation…

Machine Learning · Computer Science 2026-03-27 Benjamin Redden , Hui Wang , Shuyan Li

While current generative models have achieved promising performances in time-series synthesis, they either make strong assumptions on the data format (e.g., regularities) or rely on pre-processing approaches (e.g., interpolations) to…

Machine Learning · Computer Science 2023-11-07 Yangming Li

The science of causality explains/determines 'cause-effect' relationship between the entities of a system by providing mathematical tools for the purpose. In spite of all the success and widespread applications of machine-learning (ML)…

Machine Learning · Computer Science 2021-12-07 Aditi Kathpalia , Keerti P. Charantimath , Nithin Nagaraj

Causal relationships among a set of variables are commonly represented by a directed acyclic graph. The orientations of some edges in the causal DAG can be discovered from observational/interventional data. Further edges can be oriented by…

Machine Learning · Computer Science 2022-05-30 Ramin Safaeian , Saber Salehkaleybar , Mahmoud Tabandeh

Graphs are commonly used to represent and visualize causal relations. For a small number of variables, this approach provides a succinct and clear view of the scenario at hand. As the number of variables under study increases, the graphical…

Machine Learning · Statistics 2023-08-16 Santtu Tikka , Jouni Helske , Juha Karvanen

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 present a boosting-based method to learn additive Structural Equation Models (SEMs) from observational data, with a focus on the theoretical aspects of determining the causal order among variables. We introduce a family of score…

Machine Learning · Statistics 2024-01-15 Maximilian Kertel , Nadja Klein

Deep learning (DL) has recently drawn much attention in image analysis, natural language process, and high-dimensional medical data analysis. Under the causal direct acyclic graph (DAG) interpretation, the input variables without incoming…

Applications · Statistics 2022-03-22 Jong-Hyeon Jeong , Yichen Jia

The key of sequential recommendation lies in the accurate item correlation modeling. Previous models infer such information based on item co-occurrences, which may fail to capture the real causal relations, and impact the recommendation…

Information Retrieval · Computer Science 2022-12-14 Zhenlei Wang , Xu Chen , Rui Zhou , Quanyu Dai , Zhenhua Dong , Ji-Rong Wen

We propose a novel formalism for describing Structural Causal Models (SCMs) as fixed-point problems on causally ordered variables, eliminating the need for Directed Acyclic Graphs (DAGs), and establish the weakest known conditions for their…

Machine Learning · Computer Science 2024-12-16 Meyer Scetbon , Joel Jennings , Agrin Hilmkil , Cheng Zhang , Chao Ma

Leveraging deep learning for causal discovery in time series remains challenging because existing neural methods predominantly rely on component-wise architectures that fail to capture shared system dynamics or employ decoupled post-hoc…

Machine Learning · Computer Science 2026-05-11 Omar Muhammad , Pasupuleti Dhruv Shivkant , Deepak N. Subramani

Estimating the causal structure of observational data is a challenging combinatorial search problem that scales super-exponentially with graph size. Existing methods use continuous relaxations to make this problem computationally tractable…

Machine Learning · Computer Science 2024-02-20 Hamidreza Kamkari , Vahid Balazadeh , Vahid Zehtab , Rahul G. Krishnan

We consider distributions arising from a mixture of causal models, where each model is represented by a directed acyclic graph (DAG). We provide a graphical representation of such mixture distributions and prove that this representation…

Machine Learning · Statistics 2020-08-11 Basil Saeed , Snigdha Panigrahi , Caroline Uhler

Recent research has highlighted limitations of studying complex systems with time-varying topologies from the perspective of static, time-aggregated networks. Non-Markovian characteristics resulting from the ordering of interactions in…

Discovering causal relationships between different variables from time series data has been a long-standing challenge for many domains such as climate science, finance, and healthcare. Given the complexity of real-world relationships and…

Machine Learning · Computer Science 2022-10-27 Wenbo Gong , Joel Jennings , Cheng Zhang , Nick Pawlowski

Causal discovery (CD) from time-varying data is important in neuroscience, medicine, and machine learning. Techniques for CD encompass randomized experiments, which are generally unbiased but expensive, and algorithms such as Granger…

Machine Learning · Computer Science 2023-10-11 Xinyue Wang , Konrad Paul Kording