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We present GO-CBED, a goal-oriented Bayesian framework for sequential causal experimental design. Unlike conventional approaches that select interventions aimed at inferring the full causal model, GO-CBED directly maximizes the expected…

Machine Learning · Computer Science 2025-07-11 Zheyu Zhang , Jiayuan Dong , Jie Liu , Xun Huan

We propose a novel approach for learning causal response representations. Our method aims to extract directions in which a multidimensional outcome is most directly caused by a treatment variable. By bridging conditional independence…

Machine Learning · Statistics 2025-03-07 Homer Durand , Gherardo Varando , Gustau Camps-Valls

In contrast to problems of interference in (exogenous) treatments, models of interference in unit-specific (endogenous) outcomes do not usually produce a reduced-form representation where outcomes depend on other units' treatment status…

Econometrics · Economics 2025-06-17 Konrad Menzel

Discovering the causality from observational data is a crucial task in various scientific domains. With increasing awareness of privacy, data are not allowed to be exposed, and it is very hard to learn causal graphs from dispersed data,…

Machine Learning · Computer Science 2023-12-12 Dezhi Yang , Xintong He , Jun Wang , Guoxian Yu , Carlotta Domeniconi , Jinglin Zhang

Distributed stochastic gradient descent (SGD) has attracted considerable recent attention due to its potential for scaling computational resources, reducing training time, and helping protect user privacy in machine learning. However, the…

Machine Learning · Computer Science 2025-02-27 Siyuan Yu , Wei Chen , H. Vincent Poor

Causality has been combined with machine learning to produce robust representations for domain generalization. Most existing methods of this type require massive data from multiple domains to identify causal features by cross-domain…

Machine Learning · Computer Science 2024-03-01 Yang Chen , Yitao Liang , Zhouchen Lin

We document regime-dependent predictive structure between equity factors using 35 years of Fama-French data (1990-2024). We find that Value (HML) Granger-causes Size (SMB) during crisis regimes (p < 1e-4, 9-day lag) but not during normal…

Risk Management · Quantitative Finance 2026-01-19 Chorok Lee

Learning a Bayesian network (BN) from data can be useful for decision-making or discovering causal relationships. However, traditional methods often fail in modern applications, which exhibit a larger number of observed variables than data…

Computation · Statistics 2018-06-26 Raj Agrawal , Tamara Broderick , Caroline Uhler

This paper considers joint learning of multiple sparse Granger graphical models to discover underlying common and differential Granger causality (GC) structures across multiple time series. This can be applied to drawing group-level brain…

Machine Learning · Computer Science 2021-05-25 Parinthorn Manomaisaowapak , Jitkomut Songsiri

Weighting methods are essential tools for estimating causal effects in observational studies, with the goal of balancing pre-treatment covariates across treatment groups. Traditional approaches pursue this objective indirectly, for example,…

Methodology · Statistics 2026-02-09 Diptanil Santra , Guanhua Chen , Chan Park

Vector autoregression is an essential tool in empirical macroeconomics and finance for understanding the dynamic interdependencies among multivariate time series. In this study, we expand the scope of vector autoregression by incorporating…

Econometrics · Economics 2023-03-21 Yunyun Wang , Tatsushi Oka , Dan Zhu

Synthetic data generation becomes prevalent as a solution to privacy leakage and data shortage. Generative models are designed to generate a realistic synthetic dataset, which can precisely express the data distribution for the real…

Machine Learning · Computer Science 2021-04-22 Bingyang Wen , Luis Oliveros Colon , K. P. Subbalakshmi , R. Chandramouli

We study causal discovery from observational data in linear Gaussian systems affected by \emph{mixed latent confounding}, where some unobserved factors act broadly across many variables while others influence only small subsets. This…

Machine Learning · Computer Science 2026-01-01 Amir Asiaee , Samhita Pal , James O'quinn , James P. Long

Causal discovery is a crucial initial step in establishing causality from empirical data and background knowledge. Numerous algorithms have been developed for this purpose. Among them, the score-matching method has demonstrated superior…

Machine Learning · Statistics 2026-04-14 Hao Chen , Kai Yi

Conventional machine learning and deep learning models typically rely on correlation-based learning, which often fails to distinguish genuine causal relationships from spurious associations, limiting their robustness, interpretability, and…

Machine Learning · Computer Science 2025-09-12 Emam Hossain , Md Osman Gani

We introduce a new approach to functional causal modeling from observational data, called Causal Generative Neural Networks (CGNN). CGNN leverages the power of neural networks to learn a generative model of the joint distribution of the…

Causal models bring many benefits to decision-making systems (or agents) by making them interpretable, sample-efficient, and robust to changes in the input distribution. However, spurious correlations can lead to wrong causal models and…

Machine Learning · Computer Science 2020-12-09 Sergei Volodin , Nevan Wichers , Jeremy Nixon

Classical causal models, such as Granger causality and structural equation modeling, are largely restricted to acyclic interactions and struggle to represent cyclic and higher-order dynamics in complex networks. We introduce a causal…

Neurons and Cognition · Quantitative Biology 2026-04-21 Moo K. Chung , D. Vijay Anand , Anass B El-Yaagoubi , Jae-Hun Jung , Anqi Qiu , Hernando Ombao

We study the problem of learning Granger causality between event types from asynchronous, interdependent, multi-type event sequences. Existing work suffers from either limited model flexibility or poor model explainability and thus fails to…

Machine Learning · Computer Science 2020-02-20 Wei Zhang , Thomas Kobber Panum , Somesh Jha , Prasad Chalasani , David Page

Observational studies in fields such as epidemiology often rely on covariate adjustment to estimate causal effects. Classical graphical criteria, like the back-door criterion and the generalized adjustment criterion, are powerful tools for…

Methodology · Statistics 2025-12-24 Isabela Belciug , Simon Ferreira , Charles K. Assaad
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