相关论文: Recurrences reveal shared causal drivers of comple…
On time-series data, most causal discovery methods fit a new model whenever they encounter samples from a new underlying causal graph. However, these samples often share relevant information which is lost when following this approach.…
This paper studies causal discovery in irregularly sampled time series-a key challenge in risk-sensitive domains like finance, healthcare, and climate science, where missing data and inconsistent sampling frequencies distort causal…
Determining hidden shared patterns behind dynamic phenomena can be a game-changer in multiple areas of research. Here we present the principles and show a method to identify hidden shared dynamics from time series by a two-module,…
We reveal that transformers trained in an autoregressive manner naturally encode time-delayed causal structures in their learned representations. When predicting future values in multivariate time series, the gradient sensitivities of…
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…
We present a constraint-based algorithm for learning causal structures from observational time-series data, in the presence of latent confounders. We assume a discrete-time, stationary structural vector autoregressive process, with both…
This paper presents a computational framework that generates ensemble predictive mechanics models with uncertainty quantification (UQ). We first develop a causal discovery algorithm to infer causal relations among time-history data measured…
Uncovering cause-effect relationships from observational time series is fundamental to understanding complex systems. While many methods infer static causal graphs, real-world systems often exhibit dynamic causality-where relationships…
Causal discovery from data affected by latent confounders is an important and difficult challenge. Causal functional model-based approaches have not been used to present variables whose relationships are affected by latent confounders,…
To uncover the city's fundamental functioning mechanisms, it is important to acquire a deep understanding of complicated relationships among citizens, location, and mobility behaviors. Previous research studies have applied direct…
We study the problem of graph structure identification, i.e., of recovering the graph of dependencies among time series. We model these time series data as components of the state of linear stochastic networked dynamical systems. We assume…
Visibility algorithms transform time series into graphs and encode dynamical information in their topology, paving the way for graph-theoretical time series analysis as well as building a bridge between nonlinear dynamics and network…
The dynamics of time-reversible systems are statistically indistinguishable when observed forward or backward in time. A rich literature of statistical methods to distinguish irreversible dynamics from the reversible dynamics of linear,…
Many applications collect a large number of time series, for example, the financial data of companies quoted in a stock exchange, the health care data of all patients that visit the emergency room of a hospital, or the temperature sequences…
Causal discovery, the task of inferring causal structure from data, has the potential to uncover mechanistic insights from biological experiments, especially those involving perturbations. However, causal discovery algorithms over larger…
Discovering the underlying dynamics of complex systems from data is an important practical topic. Constrained optimization algorithms are widely utilized and lead to many successes. Yet, such purely data-driven methods may bring about…
Interacting systems are prevalent in nature. It is challenging to accurately predict the dynamics of the system if its constituent components are analyzed independently. We develop a graph-based model that unveils the systemic interactions…
Can the direction of time and the causal structure of space-time be inferred from operational principles? Causal models and tensor networks offer complementary perspectives: the former encodes cause-effect relations via directed graphs,…
Revealing physical interactions in complex systems from observed collective dynamics constitutes a fundamental inverse problem in science. Current reconstruction methods require access to a system's model or dynamical data at a level of…
This article considers the problem of reconstructing unknown driving forces based on incomplete knowledge of the system and its state. This is studied in both a linear and nonlinear setting that is paradigmatic in geophysical fluid dynamics…