Related papers: Function-Valued Causal Influence in Nonlinear Time…
Nonlinear machine-learning models are increasingly used to discover causal relationships in time-series data, yet the interpretation of their outputs remains poorly understood. In particular, causal scores produced by regularized neural…
Structural causal models postulate noisy functional relations among a set of interacting variables. The causal structure underlying each such model is naturally represented by a directed graph whose edges indicate for each variable which…
Causal discovery from data affected by unobserved variables is an important but difficult problem to solve. The effects that unobserved variables have on the relationships between observed variables are more complex in nonlinear cases than…
Causal modeling provides us with powerful counterfactual reasoning and interventional mechanism to generate predictions and reason under various what-if scenarios. However, causal discovery using observation data remains a nontrivial task…
The use of simulated data in the field of causal discovery is ubiquitous due to the scarcity of annotated real data. Recently, Reisach et al., 2021 highlighted the emergence of patterns in simulated linear data, which displays increasing…
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…
Despite the excelling performance of machine learning models, understanding their decisions remains a long-standing goal. Although commonly used attribution methods from explainable AI attempt to address this issue, they typically rely on…
Given data sampled from a number of variables, one is often interested in the underlying causal relationships in the form of a directed acyclic graph. In the general case, without interventions on some of the variables it is only possible…
Causal inference in multivariate time series is challenging due to the fact that the sampling rate may not be as fast as the timescale of the causal interactions. In this context, we can view our observed series as a subsampled version of…
Inferring cause-effect relationships from observational data has gained significant attention in recent years, but most methods are limited to scalar random variables. In many important domains, including neuroscience, psychology, social…
Inferring the effect of interventions within complex systems is a fundamental problem of statistics. A widely studied approach employs structural causal models that postulate noisy functional relations among a set of interacting variables.…
An important problem in econometrics and marketing is to infer the causal impact that a designed market intervention has exerted on an outcome metric over time. This paper proposes to infer causal impact on the basis of a…
Identifying latent variables and the causal structure involving them is essential across various scientific fields. While many existing works fall under the category of constraint-based methods (with e.g. conditional independence or rank…
This paper studies the causal representation learning problem when the latent causal variables are observed indirectly through an unknown linear transformation. The objectives are: (i) recovering the unknown linear transformation (up to…
Causal inference in a nonlinear system of multivariate timeseries is instrumental in disentangling the intricate web of relationships among variables, enabling us to make more accurate predictions and gain deeper insights into real-world…
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…
We propose a counterfactual approach to train ``causality-aware" predictive models that are able to leverage causal information in static anticausal machine learning tasks (i.e., prediction tasks where the outcome influences the features).…
Causal structure discovery in complex dynamical systems is an important challenge for many scientific domains. Although data from (interventional) experiments is usually limited, large amounts of observational time series data sets are…
Identification of causal direction between a causal-effect pair from observed data has recently attracted much attention. Various methods based on functional causal models have been proposed to solve this problem, by assuming the causal…
Inferring causal relationships from observed data is an important task, yet it becomes challenging when the data is subject to various external interferences. Most of these interferences are the additional effects of external factors on…