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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…
Information technology (IT) systems are vital for modern businesses, handling data storage, communication, and process automation. Monitoring these systems is crucial for their proper functioning and efficiency, as it allows collecting…
Theoretical developments in sequential Bayesian analysis of multivariate dynamic models underlie new methodology for causal prediction. This extends the utility of existing models with computationally efficient methodology, enabling routine…
Causal inference from observational data following the restricted structural causal models (SCM) framework hinges largely on the asymmetry between cause and effect from the data generating mechanisms, such as non-Gaussianity or…
We consider the task of identifying the causal parents of a target variable among a set of candidates from observational data. Our main assumption is that the candidate variables are observed in different environments which may, under…
Modeling dynamic temporal dependencies is a critical challenge in time series pre-training, which evolve due to distribution shifts and multi-scale patterns. This temporal variability severely impairs the generalization of pre-trained…
Recent innovations in diffusion probabilistic models have paved the way for significant progress in image, text and audio generation, leading to their applications in generative time series forecasting. However, leveraging such abilities to…
Conformal prediction has been explored as a general and efficient way to provide uncertainty quantification for time series. However, current methods struggle to handle time series data with change points - sudden shifts in the underlying…
Detecting and localizing change points in sequential data is of interest in many areas of application. Various notions of change points have been proposed, such as changes in mean, variance, or the linear regression coefficient. In this…
Causal inference from observational data following the restricted structural causal model (SCM) framework hinges largely on the asymmetry between cause and effect from the data generating mechanisms, such as non-Gaussianity or nonlinearity.…
The SINDy algorithm has been successfully used to identify the governing equations of dynamical systems from time series data. In this paper, we argue that this makes SINDy a potentially useful tool for causal discovery and that existing…
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…
Querying causal effects from time-series data is important across various fields, including healthcare, economics, climate science, and epidemiology. However, this task becomes complex in the existence of time-varying latent confounders,…
This paper presents a distributed data-driven predictive control (DDPC) approach using the behavioral framework. It aims to design a network of controllers for an interconnected system with linear time-invariant (LTI) subsystems such that a…
Structural Causal Models (SCMs) offer a principled framework to reason about interventions and support out-of-distribution generalization, which are key goals in scientific discovery. However, the task of learning SCMs from observed data…
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…
The ability to understand causality from data is one of the major milestones of human-level intelligence. Causal Discovery (CD) algorithms can identify the cause-effect relationships among the variables of a system from related…
Causal inference is known to be very challenging when only observational data are available. Randomized experiments are often costly and impractical and in instrumental variable regression the number of instruments has to exceed the number…
Consider learning an imitation policy on the basis of demonstrated behavior from multiple environments, with an eye towards deployment in an unseen environment. Since the observable features from each setting may be different, directly…
Inferring causal relationships as directed acyclic graphs (DAGs) is an important but challenging problem. Differentiable Causal Discovery (DCD) is a promising approach to this problem, framing the search as a continuous optimization. But…