Related papers: TTCD:Transformer Integrated Temporal Causal Discov…
Causal discovery (CD) from time-varying data is important in neuroscience, medicine, and machine learning. Techniques for CD encompass randomized experiments, which are generally unbiased but expensive, and algorithms such as Granger…
Constraint-based causal discovery is brittle in finite-sample regimes because erroneous conditional-independence (CI) decisions can cascade into substantial structural errors. We propose Quantitative Argumentation for Causal Discovery…
With the rapid development of machine learning applications on time-series data, accurately assessing the value of training samples has become essential for data selection, noise detection, and model optimization. However, traditional data…
This paper introduces a new framework for recovering causal graphs from observational data, leveraging the observation that the distribution of an effect, conditioned on its causes, remains invariant to changes in the prior distribution of…
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…
Fault diagnosis plays a crucial role in maintaining the operational integrity of mechanical systems, preventing significant losses due to unexpected failures. As intelligent manufacturing and data-driven approaches evolve, Deep Learning…
We propose to meta-learn causal structures based on how fast a learner adapts to new distributions arising from sparse distributional changes, e.g. due to interventions, actions of agents and other sources of non-stationarities. We show…
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…
Understanding causal relationships in multivariate time series is essential for predicting and controlling dynamic systems in fields like economics, neuroscience, and climate science. However, existing causal discovery methods often assume…
Many multivariate time series anomaly detection frameworks have been proposed and widely applied. However, most of these frameworks do not consider intrinsic relationships between variables in multivariate time series data, thus ignoring…
Current time series foundation models (TSFMs) primarily focus on learning prevalent and regular patterns within a predefined time or frequency domain to enable supervised downstream tasks (e.g., forecasting). Consequently, they are often…
Time series decomposition into trend, seasonal structure, and residual components is a core primitive for downstream analytics such as anomaly detection, change-point detection, and forecasting. However, most existing seasonal-trend…
We introduce the concept of Automated Causal Discovery (AutoCD), defined as any system that aims to fully automate the application of causal discovery and causal reasoning methods. AutoCD's goal is to deliver all causal information that an…
This PhD thesis contains several contributions to the field of statistical causal modeling. Statistical causal models are statistical models embedded with causal assumptions that allow for the inference and reasoning about the behavior of…
This paper focuses on causal structure estimation from time series data in which measurements are obtained at a coarser timescale than the causal timescale of the underlying system. Previous work has shown that such subsampling can lead to…
The early detection of potential failures in industrial machinery components is paramount for ensuring the reliability and safety of operations, thereby preserving Machine Condition Monitoring (MCM). This research addresses this imperative…
This thesis develops methods for causal inference and causal representation learning (CRL) in high-dimensional, time-varying data. The first contribution introduces the Causal Dynamic Variational Autoencoder (CDVAE), a model for estimating…
Dynamic graph modeling has recently attracted much attention due to its extensive applications in many real-world scenarios, such as recommendation systems, financial transactions, and social networks. Although many works have been proposed…
Multivariate time series anomaly detection has numerous real-world applications and is being extensively studied. Modeling pairwise correlations between variables is crucial. Existing methods employ learnable graph structures and graph…
One critical challenge of time-series modeling is how to learn and quickly correct the model under unknown distribution shifts. In this work, we propose a principled framework, called LiLY, to first recover time-delayed latent causal…