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A new causal discovery method, Structural Agnostic Modeling (SAM), is presented in this paper. Leveraging both conditional independencies and distributional asymmetries, SAM aims to find the underlying causal structure from observational…

Machine Learning · Statistics 2022-07-26 Diviyan Kalainathan , Olivier Goudet , Isabelle Guyon , David Lopez-Paz , Michèle Sebag

The energy transition is expected to significantly increase the share of renewable energy sources whose production is intermittent in the electricity mix. Apart from key benefits, this development has the major drawback of generating a…

Trading and Market Microstructure · Quantitative Finance 2023-01-30 Thibaut Théate , Antonio Sutera , Damien Ernst

We develop estimation for potentially high-dimensional additive structural equation models. A key component of our approach is to decouple order search among the variables from feature or edge selection in a directed acyclic graph encoding…

Methodology · Statistics 2014-12-02 Peter Bühlmann , Jonas Peters , Jan Ernest

The increasing integration of renewable energy sources (RESs) into modern power systems presents significant opportunities but also notable challenges, primarily due to the inherent variability of RES generation. Accurate forecasting of RES…

Machine Learning · Computer Science 2026-01-19 Farshid Kamrani , Kristen Schell

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

For decades, researchers in fields, such as the natural and social sciences, have been verifying causal relationships and investigating hypotheses that are now well-established or understood as truth. These causal mechanisms are properties…

Machine Learning · Computer Science 2019-12-02 Trent Kyono , Mihaela van der Schaar

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…

Machine Learning · Computer Science 2026-05-15 Yutong Xia , Chang Xu , Yuxuan Liang , Li Zhao , Qingsong Wen , Roger Zimmermann , Jiang Bian

We introduce a new formulation of structural causal models for extremes, called the extremal structural causal model (eSCM). Unlike conventional structural causal models, where randomness is governed by a probability distribution, eSCMs use…

Statistics Theory · Mathematics 2026-05-27 Shuyang Bai , Fei Fang , Tiandong Wang

Going beyond correlations, the understanding and identification of causal relationships in observational time series, an important subfield of Causal Discovery, poses a major challenge. The lack of access to a well-defined ground truth for…

Machine Learning · Statistics 2021-04-19 Andrew R. Lawrence , Marcus Kaiser , Rui Sampaio , Maksim Sipos

As load varies continuously over time, it is essential to provide continuous-time price signals that accurately reflect supply-demand balance. However, conventional discrete-time economic dispatch fails to capture the intra-temporal…

Systems and Control · Electrical Eng. & Systems 2026-01-28 Menghan Zhang , Caisheng Wang

The complexity of modern electro-mechanical systems require the development of sophisticated diagnostic methods like anomaly detection capable of detecting deviations. Conventional anomaly detection approaches like signal processing and…

Machine Learning · Computer Science 2025-01-07 Abhishek Srinivasan , Varun Singapuri Ravi , Juan Carlos Andresen , Anders Holst

Electronic devices exhibit changes in electrical resistance over time at varying rates, depending on the configuration of certain components. Since measuring overall electrical resistance requires partial disassembly, only a limited number…

Applications · Statistics 2025-06-24 Federico Mattia Stefanini , Nedka Dechkova Nikiforova , Rossella Berni

In evolving complex systems such as air traffic and social organizations, collective effects emerge from their many components' dynamic interactions. While the dynamic interactions can be represented by temporal networks with nodes and…

Social and Information Networks · Computer Science 2017-09-21 Tiago P. Peixoto , Martin Rosvall

Causal discovery, i.e., inferring underlying causal relationships from observational data, is highly challenging for AI systems. In a time series modeling context, traditional causal discovery methods mainly consider constrained scenarios…

Day Ahead Electricity Markets (DAMs) in India are thin but growing. Consistent price forecasts are important for their utilization in portfolio optimization models. Univariate or multivariate models with standard exogenous variables such as…

Applications · Statistics 2020-11-04 Sayani Gupta , Puneet Chitkara

Climate models are essential to understand and project climate change, yet long-standing biases and uncertainties in their projections remain. This is largely associated with the representation of subgrid-scale processes, particularly…

In many application areas---lending, education, and online recommenders, for example---fairness and equity concerns emerge when a machine learning system interacts with a dynamically changing environment to produce both immediate and…

Machine Learning · Computer Science 2020-07-07 Elliot Creager , David Madras , Toniann Pitassi , Richard Zemel

Inferring causal relationships from observational data is crucial when experiments are costly or infeasible. Additive noise models (ANMs) enable unique directed acyclic graph (DAG) identification, but existing sample-efficient ANM methods…

Machine Learning · Computer Science 2025-06-19 Sujai Hiremath , Promit Ghosal , Kyra Gan

Causal discovery from data affected by unobserved variables is an important but difficult problem to solve. The effects that unobserved variables have on the relationships between observed variables are more complex in nonlinear cases than…

Machine Learning · Computer Science 2021-06-07 Takashi Nicholas Maeda , Shohei Shimizu

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,…

Quantum Physics · Physics 2026-03-16 Carla Ferradini , Giulia Mazzola , V. Vilasini