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Causal discovery algorithms aim at untangling complex causal relationships from data. Here, we study causal discovery and inference methods based on staged tree models, which can represent complex and asymmetric causal relationships between…
Computational analysis of time-course data with an underlying causal structure is needed in a variety of domains, including neural spike trains, stock price movements, and gene expression levels. However, it can be challenging to determine…
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…
Causality defines the relationship between cause and effect. In multivariate time series field, this notion allows to characterize the links between several time series considering temporal lags. These phenomena are particularly important…
Causal inference uses observations to infer the causal structure of the data generating system. We study a class of functional models that we call Time Series Models with Independent Noise (TiMINo). These models require independent residual…
Recent years have seen rapid progress at the intersection between causality and machine learning. Motivated by scientific applications involving high-dimensional data, in particular in biomedicine, we propose a deep neural architecture for…
We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple…
Machine learning models have had discernible achievements in a myriad of applications. However, most of these models are black-boxes, and it is obscure how the decisions are made by them. This makes the models unreliable and untrustworthy.…
Causal discovery from time series data encompasses many existing solutions, including those based on deep learning techniques. However, these methods typically do not endorse one of the most prevalent paradigms in deep learning: End-to-end…
Fairness for machine learning predictions is widely required in practice for legal, ethical, and societal reasons. Existing work typically focuses on settings without unobserved confounding, even though unobserved confounding can lead to…
If $X,Y,Z$ denote sets of random variables, two different data sources may contain samples from $P_{X,Y}$ and $P_{Y,Z}$, respectively. We argue that causal discovery can help inferring properties of the `unobserved joint distributions'…
Cause-effect analysis is crucial to understand the underlying mechanism of a system. We propose to exploit model invariance through interventions on the predictors to infer causality in nonlinear multivariate systems of time series. We…
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…
An increasing body of research focuses on using neural networks to model time series. A common assumption in training neural networks via maximum likelihood estimation on time series is that the errors across time steps are uncorrelated.…
We consider the problem of learning causal models from observational data generated by linear non-Gaussian acyclic causal models with latent variables. Without considering the effect of latent variables, one usually infers wrong causal…
Pursuing invariant prediction from heterogeneous environments opens the door to learning causality in a purely data-driven way and has several applications in causal discovery and robust transfer learning. However, existing methods such as…
Linear causal models are important tools for modeling causal dependencies and yet in practice, only a subset of the variables can be observed. In this paper, we examine the parameter identifiability of these models by investigating whether…
Causal relationships play a fundamental role in understanding the world around us. The ability to identify and understand cause-effect relationships is critical to making informed decisions, predicting outcomes, and developing effective…
We consider the problem of inferring causal relationships between two or more passively observed variables. While the problem of such causal discovery has been extensively studied especially in the bivariate setting, the majority of current…
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…