Related papers: Causal-INSIGHT: Probing Temporal Models to Extract…
How do we learn from biased data? Historical datasets often reflect historical prejudices; sensitive or protected attributes may affect the observed treatments and outcomes. Classification algorithms tasked with predicting outcomes…
Real world systems evolve in continuous-time according to their underlying causal relationships, yet their dynamics are often unknown. Existing approaches to learning such dynamics typically either discretize time -- leading to poor…
We introduce a performance-driven framework for constructing strictly causal forward-oriented observables in strongly non-stationary time series. The method combines a robustly normalized composite of heterogeneous indicators with a…
Causal Bayesian Networks (CBNs) are a powerful tool for reasoning under uncertainty about complex real-world problems. Such problems evolve over time, responding to external shocks as they occur. To support decision-making, CBNs require a…
Most existing multivariate time series forecasting methods adopt an all-to-all paradigm that feeds all variable histories into a unified model to predict their future values without distinguishing their individual roles. However, this…
This work extends causal inference with stochastic confounders. We propose a new approach to variational estimation for causal inference based on a representer theorem with a random input space. We estimate causal effects involving latent…
Temporal data, representing chronological observations of complex systems, has always been a typical data structure that can be widely generated by many domains, such as industry, medicine and finance. Analyzing this type of data is…
Causal inference is a critical research topic across many domains, such as statistics, computer science, education, public policy and economics, for decades. Nowadays, estimating causal effect from observational data has become an appealing…
Continuous-time dynamics models, such as neural ordinary differential equations, have enabled the modeling of underlying dynamics in time-series data and accurate forecasting. However, parameterization of dynamics using a neural network…
A widely applied approach to causal inference from a non-experimental time series $X$, often referred to as "(linear) Granger causal analysis", is to regress present on past and interpret the regression matrix $\hat{B}$ causally. However,…
Learning the dynamic causal structure of time series is a challenging problem. Most existing approaches rely on distributional or structural invariance to uncover underlying causal dynamics, assuming stationary or partially stationary…
In this paper we propose a new template for empirical studies intended to assess causal effects: the outcome-wide longitudinal design. The approach is an extension of what is often done to assess the causal effects of a treatment or…
Estimating causal effects from observational data requires identifying valid adjustment sets. This task is especially challenging in realistic settings where latent confounding and feedback loops are present. Existing approaches typically…
Causal discovery outputs a causal structure, represented by a graph, from observed data. For time series data, there is a variety of methods, however, it is difficult to evaluate these on real data as realistic use cases very rarely come…
The causal assumptions, the study design and the data are the elements required for scientific inference in empirical research. The research is adequately communicated only if all of these elements and their relations are described…
Time-varying causal models provide a powerful framework for studying dynamic scientific systems, yet most existing approaches assume that the underlying causal network is known a priori - an assumption rarely satisfied in real-world domains…
Causal effect moderation investigates how the effect of interventions (or treatments) on outcome variables changes based on observed characteristics of individuals, known as potential effect moderators. With advances in data collection,…
This tutorial provides a concise introduction to modern causal modeling by integrating potential outcomes and graphical methods. We motivate causal questions such as counterfactual reasoning under interventions and define binary treatments…
This paper develops a Bayesian framework for robust causal inference from longitudinal observational data. Many contemporary methods rely on structural assumptions, such as factor models, to adjust for unobserved confounding, but they can…
We consider a bivariate time series $(X_t,Y_t)$ that is given by a simple linear autoregressive model. Assuming that the equations describing each variable as a linear combination of past values are considered structural equations, there is…