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We improve upon the two-stage sparse vector autoregression (sVAR) method in Davis et al. (2016) by proposing an alternative two-stage modified sVAR method which relies on time series graphical lasso to estimate sparse inverse spectral…

Computation · Statistics 2021-07-06 Aramayis Dallakyan , Rakheon Kim , Mohsen Pourahmadi

Causality graphs are routinely estimated in social sciences, natural sciences, and engineering due to their capacity to efficiently represent the spatiotemporal structure of multivariate data sets in a format amenable for human…

Signal Processing · Electrical Eng. & Systems 2020-11-16 Bakht Zaman , Luis Miguel Lopez Ramos , Daniel Romero , Baltasar Beferull-Lozano

We develop a principled framework for discovering causal structure in partial differential equations (PDEs) using physics-informed neural networks and counterfactual perturbations. Unlike classical residual minimization or sparse regression…

Machine Learning · Computer Science 2025-06-26 Ronald Katende

Nonlinear causal discovery from observational data imposes strict identifiability assumptions on the formulation of structural equations utilized in the data generating process. The evaluation of structure learning methods under assumption…

Machine Learning · Statistics 2024-12-17 Georg Velev , Stefan Lessmann

Causal learning has long concerned itself with the accurate recovery of underlying causal mechanisms. Such causal modelling enables better explanations of out-of-distribution data. Prior works on causal learning assume that the high-level…

Causal inference from longitudinal observational data is a challenging problem due to the difficulty in correctly identifying the time-dependent confounders, especially in the presence of latent time-dependent confounders. Instrumental…

Machine Learning · Computer Science 2023-12-13 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Jixue Liu , Wentao Gao , Thuc Duy Le

Causal Inference offers a fundamental approach for advancing empirical software engineering (ESE) beyond traditional statistical association, enabling researchers to rigorously identify and quantify causal relationships in software…

Software Engineering · Computer Science 2026-05-28 Daniel Rodriguez-Cardenas , Aya Garryyeva , David Nader Palacio , Antonio Mastropaolo , Denys Poshyvanyk

Vector autoregressive (VAR) models are widely used for causal discovery and forecasting in multivariate time series analysis. In the high-dimensional setting, which is increasingly common in fields such as neuroscience and econometrics,…

Causal discovery is challenging in general dynamical systems because, without strong structural assumptions, the underlying causal graph may not be identifiable even from interventional data. However, many real-world systems exhibit…

Machine Learning · Computer Science 2026-04-07 Panayiotis Panayiotou , Özgür Şimşek

Causal discovery is a fundamental problem with applications spanning various areas in science and engineering. It is well understood that solely using observational data, one can only orient the causal graph up to its Markov equivalence…

Machine Learning · Computer Science 2024-10-29 Zihan Zhou , Muhammad Qasim Elahi , Murat Kocaoglu

We provide some basic and sensible definitions of different types of digital twins and recommendations on when and how to use them. Following up on our recent publication of the Learning Causal Digital Twin, this article reports on a…

Machine Learning · Computer Science 2021-05-12 PG Madhavan

Discovering causal relations from observational time series without making the stationary assumption is a significant challenge. In practice, this challenge is common in many areas, such as retail sales, transportation systems, and medical…

Machine Learning · Computer Science 2024-07-11 Shanyun Gao , Raghavendra Addanki , Tong Yu , Ryan A. Rossi , Murat Kocaoglu

Instruction tuning on a mixture of tasks has improved zero-shot capabilities in natural language processing (NLP). Nevertheless, existing methods often learn features that exhibit correlations between instruction-formatted samples and…

Computation and Language · Computer Science 2024-02-12 Lu Chen , Wei Huang , Ruqing Zhang , Wei Chen , Jiafeng Guo , Xueqi Cheng

We develop a framework for causal inference with continuous spatiotemporal point-process outcomes under cell-level interventions and outcome spillover. Potential outcomes are indexed by full treatment allocations, and the observed…

Methodology · Statistics 2026-04-15 Conor Kresin , Duncan A. Clark , Louis Davis , Martin Hazelton

This paper considers the problem of estimating the unknown intervention targets in a causal directed acyclic graph from observational and interventional data. The focus is on soft interventions in linear structural equation models (SEMs).…

Methodology · Statistics 2021-11-16 Burak Varici , Karthikeyan Shanmugam , Prasanna Sattigeri , Ali Tajer

Heterogeneity in medical data, e.g., from data collected at different sites and with different protocols in a clinical study, is a fundamental hurdle for accurate prediction using machine learning models, as such models often fail to…

Machine Learning · Computer Science 2021-07-13 Rongguang Wang , Pratik Chaudhari , Christos Davatzikos

Missing data are ubiquitous in many domains including healthcare. When these data entries are not missing completely at random, the (conditional) independence relations in the observed data may be different from those in the complete data…

Machine Learning · Computer Science 2020-07-14 Ruibo Tu , Kun Zhang , Paul Ackermann , Bo Christer Bertilson , Clark Glymour , Hedvig Kjellström , Cheng Zhang

Spatiotemporal time series are usually collected via monitoring sensors placed at different locations, which usually contain missing values due to various failures, such as mechanical damages and Internet outages. Imputing the missing…

Machine Learning · Computer Science 2024-10-24 Baoyu Jing , Dawei Zhou , Kan Ren , Carl Yang

We consider statistical inference for impulse responses in sparse, structural high-dimensional vector autoregressive (SVAR) systems. We introduce consistent estimators of impulse responses in the high-dimensional setting and suggest valid…

Methodology · Statistics 2021-06-03 Jonas Krampe , Efstathios Paparoditis , Carsten Trenkler

We study identifiability in continuous-time linear stationary stochastic differential equations with known causal structure. Unlike existing approaches, we relax the assumption of a known diffusion matrix, thereby respecting the model's…

Statistics Theory · Mathematics 2026-03-10 Gijs van Seeventer , Saber Salehkaleybar