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We consider graphical models based on a recursive system of linear structural equations. This implies that there is an ordering, $\sigma$, of the variables such that each observed variable $Y_v$ is a linear function of a variable specific…

Methodology · Statistics 2019-06-28 Y. Samuel Wang , Mathias Drton

This work studies the distributionally robust evaluation of expected values over temporal data. A set of alternative measures is characterized by the causal optimal transport. We prove the strong duality and recast the causality constraint…

Mathematical Finance · Quantitative Finance 2025-06-18 Bingyan Han

Causal discovery is the subfield of causal inference concerned with estimating the structure of cause-and-effect relationships in a system of interrelated variables, as opposed to quantifying the strength or describing the form of causal…

Methodology · Statistics 2026-03-26 Rebecca F. Supple , Hannah Worthington , Ben Swallow

Directed acyclic graphs (DAGs) constitute a central modeling tool to enable principled reasoning about cause-effect interactions in complex systems. However, since the causal structure underlying a group of variables is often unknown and…

Machine Learning · Statistics 2026-05-25 Gonzalo Mateos , Samuel Rey , Hamed Ajorlou , Mariano Tepper

Discovering causal relationships from time series data is significant in fields such as finance, climate science, and neuroscience. However, contemporary techniques rely on the simplifying assumption that data originates from the same…

Machine Learning · Computer Science 2024-06-25 Sumanth Varambally , Yi-An Ma , Rose Yu

Causal analysis has become an essential component in understanding the underlying causes of phenomena across various fields. Despite its significance, existing literature on causal discovery algorithms is fragmented, with inconsistent…

Artificial Intelligence · Computer Science 2024-09-05 Wenjin Niu , Zijun Gao , Liyan Song , Lingbo Li

Exploring causal relationships in stochastic time series is a challenging yet crucial task with a vast range of applications, including finance, economics, neuroscience, and climate science. Many algorithms for Causal Discovery (CD) have…

Machine Learning · Computer Science 2026-02-19 Matteo Tusoni , Giuseppe Masi , Andrea Coletta , Aldo Glielmo , Viviana Arrigoni , Novella Bartolini

Graphical causal models are an important tool for knowledge discovery because they can represent both the causal relations between variables and the multivariate probability distributions over the data. Once learned, causal graphs can be…

Artificial Intelligence · Computer Science 2017-04-11 Andrew J Sedgewick , Joseph D. Ramsey , Peter Spirtes , Clark Glymour , Panayiotis V. Benos

Granger causality, commonly used for inferring causal structures from time series data, has been adopted in widespread applications across various fields due to its intuitive explainability and high compatibility with emerging deep neural…

Machine Learning · Computer Science 2024-06-18 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield

Most causal discovery procedures assume that there are no latent confounders in the system, which is often violated in real-world problems. In this paper, we consider a challenging scenario for causal structure identification, where some…

Machine Learning · Computer Science 2022-10-06 Biwei Huang , Charles Jia Han Low , Feng Xie , Clark Glymour , Kun Zhang

Temporal knowledge graph reasoning (TKGR) is increasingly gaining attention for its ability to extrapolate new events from historical data, thereby enriching the inherently incomplete temporal knowledge graphs. Existing graph-based…

Machine Learning · Computer Science 2025-01-27 Jinze Sun , Yongpan Sheng , Lirong He , Yongbin Qin , Ming Liu , Tao Jia

It is evidence that representation learning can improve model's performance over multiple downstream tasks in many real-world scenarios, such as image classification and recommender systems. Existing learning approaches rely on establishing…

Machine Learning · Computer Science 2022-02-18 Mengyue Yang , Xinyu Cai , Furui Liu , Xu Chen , Zhitang Chen , Jianye Hao , Jun Wang

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

Telling apart the cause and effect between two random variables with purely observational data is a challenging problem that finds applications in various scientific disciplines. A key principle utilized in this task is the algorithmic…

Machine Learning · Computer Science 2025-08-15 Quang-Duy Tran , Bao Duong , Phuoc Nguyen , Thin Nguyen

Identifying the effect of a treatment from observational data typically requires assuming a fully specified causal diagram. However, such diagrams are rarely known in practice, especially in complex or high-dimensional settings. To overcome…

Artificial Intelligence · Computer Science 2025-07-09 Clément Yvernes , Emilie Devijver , Marianne Clausel , Eric Gaussier

The goal of causal representation learning is to find a representation of data that consists of causally related latent variables. We consider a setup where one has access to data from multiple domains that potentially share a causal…

Machine Learning · Statistics 2023-10-30 Nils Sturma , Chandler Squires , Mathias Drton , Caroline Uhler

Causal disentanglement aims to uncover a representation of data using latent variables that are interrelated through a causal model. Such a representation is identifiable if the latent model that explains the data is unique. In this paper,…

Separation of the sources and analysis of their connectivity have been an important topic in EEG/MEG analysis. To solve this problem in an automatic manner, we propose a two-layer model, in which the sources are conditionally uncorrelated…

Machine Learning · Computer Science 2012-03-19 Kun Zhang , Aapo Hyvarinen

It is commonplace to encounter nonstationary data, of which the underlying generating process may change over time or across domains. The nonstationarity presents both challenges and opportunities for causal discovery. In this paper we…

Artificial Intelligence · Computer Science 2016-06-21 Kun Zhang , Biwei Huang , Jiji Zhang , Bernhard Schölkopf , Clark Glymour

Learning causality from observational data has received increasing interest across various scientific fields. However, most existing methods assume the absence of latent confounders and restrict the underlying causal graph to be acyclic,…

Methodology · Statistics 2025-11-18 Wei Jin , Lang Lang , Amanda B. Spence , Leah H. Rubin , Yanxun Xu