相关论文: Causal Temporal Regime Structure Learning

Bayesian networks are probabilistic graphical models widely employed to understand dependencies in high dimensional data, and even to facilitate causal discovery. Learning the underlying network structure, which is encoded as a directed…

Coupled dynamical systems are frequently observed in nature, but often not well understood in terms of their causal structure without additional domain knowledge about the system. Especially when analyzing observational time series data of…

Causal discovery algorithms aim at untangling complex causal relationships from data. Here, we study causal discovery and inference methods based on staged tree models, which can represent complex and asymmetric causal relationships between…

Causal structure learning with data from multiple contexts carries both opportunities and challenges. Opportunities arise from considering shared and context-specific causal graphs enabling to generalize and transfer causal knowledge across…

Multivariate time series are routinely encountered in real-world applications, and in many cases, these time series are strongly correlated. In this paper, we present a deep learning structural time series model which can (i) handle…

Learning DAG structures from purely observational data remains a long-standing challenge across scientific domains. An emerging line of research leverages the score of the data distribution to initially identify a topological order of the…

Computational analysis of time-course data with an underlying causal structure is needed in a variety of domains, including neural spike trains, stock price movements, and gene expression levels. However, it can be challenging to determine…

Time-series forecasting increasingly demands not only accurate observational predictions but also causal forecasting under interventional and counterfactual queries in multivariate systems. We present DoFlow, a flow-based generative model…

Heretofore, learning the directed acyclic graphs (DAGs) that encode the cause-effect relationships embedded in observational data is a computationally challenging problem. A recent trend of studies has shown that it is possible to recover…

In this paper we investigate forecasting coevolving time series that feature intricate dependencies and nonstationary dynamics by using an LLM Large Language Models approach We propose a novel modeling approach named ContextAware ARLLM…

The paper concerns the problem of predicting the effect of actions or interventions on a system from a combination of (i) statistical data on a set of observed variables, and (ii) qualitative causal knowledge encoded in the form of a…

Deep learning has been actively studied for time series forecasting, and the mainstream paradigm is based on the end-to-end training of neural network architectures, ranging from classical LSTM/RNNs to more recent TCNs and Transformers.…

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.…

Directed acyclic graph (DAG) learning is a central task in structure discovery and causal inference. Although the field has witnessed remarkable advances over the past few years, it remains statistically and computationally challenging to…

Recently there has been significant interest in using causal modelling techniques to understand the structure of physical theories. However, the notion of `causation' is limiting - insisting that a physical theory must involve causal…

Some temporal networks, most notably citation networks, are naturally represented as directed acyclic graphs (DAGs). To detect communities in DAGs, we propose a modularity for DAGs by defining an appropriate null model (i.e., randomized…

A directed acyclic graph (DAG) is the most common graphical model for representing causal relationships among a set of variables. When restricted to using only observational data, the structure of the ground truth DAG is identifiable only…

Consider two stationary time series with heavy-tailed marginal distributions. We aim to detect whether they have a causal relation, that is, if a change in one causes a change in the other. Usual methods for causal discovery are not well…

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…

Causal discovery is essential for understanding relationships among variables of interest in many scientific domains. In this paper, we focus on permutation-based methods for learning causal graphs in Linear Gaussian Acyclic Models…