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In this paper, we analyze the applicability of the Causal Identification algorithm to causal time series graphs with latent confounders. Since these graphs extend over infinitely many time steps, deciding whether causal effects across…

Machine Learning · Computer Science 2025-04-30 Erik Jahn , Karthik Karnik , Leonard J. Schulman

Most causal benchmarks for language models score local answers or graph structure. We introduce ReplaySCM, a 1,300 item benchmark for executable causal mechanism induction from finite interventional evidence. Each item contains binary…

Machine Learning · Computer Science 2026-05-12 Serafim Batzoglou

Many real-world decision-making tasks require learning causal relationships between a set of variables. Traditional causal discovery methods, however, require that all variables are observed, which is often not feasible in practical…

Methodology · Statistics 2023-06-27 Raj Agrawal , Chandler Squires , Neha Prasad , Caroline Uhler

Vector autoregressions (VARs) are a widely used tool for modelling multivariate time-series. It is common to assume a VAR is stationary; this can be enforced by imposing the stationarity condition which restricts the parameter space of the…

It has become increasingly common nowadays to collect observations of feature and response pairs from different environments. As a consequence, one has to apply learned predictors to data with a different distribution due to distribution…

Methodology · Statistics 2023-10-31 Kang Du , Yu Xiang

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…

Artificial Intelligence · Computer Science 2016-07-14 Antti Hyttinen , Sergey Plis , Matti Järvisalo , Frederick Eberhardt , David Danks

Temporal causal discovery is a crucial task aimed at uncovering the causal relations within time series data. The latest temporal causal discovery methods usually train deep learning models on prediction tasks to uncover the causality…

Machine Learning · Computer Science 2024-06-25 Lingbai Kong , Wengen Li , Hanchen Yang , Yichao Zhang , Jihong Guan , Shuigeng Zhou

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…

Computational Finance · Quantitative Finance 2026-03-17 Lucas A. Souza

The problem of broad practical interest in spatiotemporal data analysis, i.e., discovering interpretable dynamic patterns from spatiotemporal data, is studied in this paper. Towards this end, we develop a time-varying reduced-rank vector…

Machine Learning · Computer Science 2022-11-29 Xinyu Chen , Chengyuan Zhang , Xiaoxu Chen , Nicolas Saunier , Lijun Sun

Learning causal relationships between variables from data is a fundamental research area with many applications across disciplines. Most existing causal discovery algorithms rely on the assumptions that (i) the underlying system is acyclic,…

Machine Learning · Computer Science 2026-05-19 Alpar Turkoglu , Muralikrishnna G. Sethuraman , Faramarz Fekri

Numerous approaches have been proposed to discover causal dependencies in machine learning and data mining; among them, the state-of-the-art VAR-LiNGAM (short for Vector Auto-Regressive Linear Non-Gaussian Acyclic Model) is a desirable…

Machine Learning · Computer Science 2022-11-28 Aref Einizade , Sepideh Hajipour Sardouie

Causal graph discovery is a significant problem with applications across various disciplines. However, with observational data alone, the underlying causal graph can only be recovered up to its Markov equivalence class, and further…

Machine Learning · Computer Science 2024-02-14 Davin Choo , Kirankumar Shiragur , Caroline Uhler

Causal discovery from observational data is an important tool in many branches of science. Under certain assumptions it allows scientists to explain phenomena, predict, and make decisions. In the large sample limit, sound and complete…

Machine Learning · Statistics 2021-07-13 Shami Nisimov , Yaniv Gurwicz , Raanan Y. Rohekar , Gal Novik

A major challenge in causal discovery from observational data is the absence of perfect interventions, making it difficult to distinguish causal features from spurious ones. We propose an innovative approach, Feature Matching Intervention…

Machine Learning · Statistics 2025-03-06 Haoze Li , Jun Xie

Deep learning models have made significant progress in automatic program repair. However, the black-box nature of these methods has restricted their practical applications. To address this challenge, this paper presents an interpretable…

Software Engineering · Computer Science 2022-06-07 Jianzong Wang , Shijing Si , Zhitao Zhu , Xiaoyang Qu , Zhenhou Hong , Jing Xiao

Complex dynamical systems are prevalent in many scientific disciplines. In the analysis of such systems two aspects are of particular interest: 1) the temporal patterns along which they evolve and 2) the underlying causal mechanisms.…

Methodology · Statistics 2022-05-31 Nicolas-Domenic Reiter , Andreas Gerhardus , Jakob Runge

Causal discovery is the subfield of causal inference concerned with estimating the structure of cause-and-effect relationships in a system of interrelated variables, as opposed to quantifying the strength or describing the form of causal…

Methodology · Statistics 2026-03-26 Rebecca F. Supple , Hannah Worthington , Ben Swallow

Selective conformal prediction can yield substantially tighter uncertainty sets when we can identify calibration examples that are exchangeable with the test example. In interventional settings, such as perturbation experiments in genomics,…

Machine Learning · Computer Science 2026-03-03 Amir Asiaee , Kavey Aryan , James P. Long

This paper analyzes Structural Vector Autoregressions (SVARs) where identification of structural parameters holds locally but not globally. In this case there exists a set of isolated structural parameter points that are observationally…

Econometrics · Economics 2026-03-10 Emanuele Bacchiocchi , Toru Kitagawa

Time series causal discovery is essential for understanding dynamic systems, yet many existing methods remain sensitive to noise, non-stationarity, and sampling variability. We propose the Validated Consensus-Driven Framework (VCDF), a…

Machine Learning · Computer Science 2026-02-26 Gene Yu , Ce Guo , Wayne Luk
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