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Testing the Validity of Instrumental Variable Sets in Causal Additive Models with Non-Constant Effects

非恒定效应因果加性模型中的工具变量集合有效性检验

Instrumental variable (IV) methods are powerful for causal effect estimation with unmeasured confounding, but in practice researchers often face a set of candidate IVs whose validity is difficult to determine from observational data. This paper studies the problem of testing the validity of IV sets under Causal Additive Models with Non-Constant Effects (CAM-NCE). To address this problem, we propose a testable condition, termed the Cross Auxiliary-based independence Test…

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Learning General Causal Structures with Hidden Dynamic Process for Climate Analysis

气候分析中含隐藏动态过程的一般因果结构学习

Understanding climate dynamics requires going beyond correlations in observational data to uncover the underlying causal process. Latent drivers such as atmospheric processes play a central role in temporal dynamics, while direct causal influences also exist among geographically proximate observed variables. Traditional Causal Representation Learning (CRL) typically focuses on latent factors but overlooks such observable-to-observable causal relations, which limits its…

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Characterization and Learning of Causal Graphs with Latent Confounders and Post-treatment Selection from Interventional Data

利用干预数据刻画并学习含潜在混杂与处理后选择的因果图

Interventional causal discovery seeks to identify causal relations by leveraging distributional changes introduced by interventions, even in the presence of latent confounders. Beyond the spurious dependencies induced by latent confounders, we highlight a common yet often overlooked challenge in the problem due to post-treatment selection, in which samples are selectively included in datasets after interventions. This fundamental challenge widely exists in biological…

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Nonparametric Identification and Inference for Counterfactual Distributions with Confounding

存在混杂时反事实分布的非参数识别与推断

We propose nonparametric identification and semiparametric estimation of joint potential outcome distributions in the presence of confounding. First, in settings with observed confounding, we derive tighter, covariate-informed bounds on the joint distribution by leveraging conditional copulas. To overcome the non-differentiability of bounding min/max operators, we establish the asymptotic properties for both a direct estimator with polynomial margin condition and a smooth…

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Towards Identifiable Latent Additive Noise Models

迈向可识别的潜在加性噪声模型

Causal representation learning (CRL) offers the promise of uncovering the underlying causal model by which observed data was generated, but the practical applicability of existing methods remains limited by the strong assumptions required for identifiability and by challenges in applying them to real-world settings. Most current approaches are applicable only to relatively restrictive model classes, such as linear or polynomial models, which limits their flexibility and…

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Higher-Order Causal Structure Learning with Additive Models

含高阶交互的加性模型因果结构学习

Causal structure learning has long been the central task of inferring causal insights from data. Despite the abundance of real-world processes exhibiting higher-order mechanisms, however, an explicit treatment of interactions in causal discovery has received little attention. In this work, we focus on extending the causal additive model (CAM) to additive models with higher-order interactions. This second level of modularity we introduce to the structure learning problem is…

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Towards Identifiability of Hierarchical Temporal Causal Representation Learning

分层时间因果表征学习的可识别性

Modeling hierarchical latent dynamics behind time series data is critical for capturing temporal dependencies across multiple levels of abstraction in real-world tasks. However, existing temporal causal representation learning methods fail to capture such dynamics, as they fail to recover the joint distribution of hierarchical latent variables from \textit{single-timestep observed variables}. Interestingly, we find that the joint distribution of hierarchical latent variables…

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Discovering and Reasoning of Causality in the Hidden World with Large Language Models

借助大语言模型发现隐含变量并开展因果发现与推理

Revealing hidden causal variables alongside the underlying causal mechanisms is essential to the development of science. Despite the progress in the past decades, existing practice in causal discovery (CD) heavily relies on high-quality measured variables, which are usually given by human experts. In fact, the lack of well-defined high-level variables behind unstructured data has been a longstanding roadblock to a broader real-world application of CD. This procedure can…

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A Skewness-Based Criterion for Addressing Heteroscedastic Noise in Causal Discovery

利用偏度准则处理因果发现中的异方差噪声

Real-world data often violates the equal-variance assumption (homoscedasticity), making it essential to account for heteroscedastic noise in causal discovery. In this work, we explore heteroscedastic symmetric noise models (HSNMs), where the effect $Y$ is modeled as $Y = f(X) + σ(X)N$, with $X$ as the cause and $N$ as independent noise following a symmetric distribution. We introduce a novel criterion for identifying HSNMs based on the skewness of the score (i.e., the…

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Nonparametric Factor Analysis and Beyond

非参数因子分析及其拓展

Nearly all identifiability results in unsupervised representation learning inspired by, e.g., independent component analysis, factor analysis, and causal representation learning, rely on assumptions of additive independent noise or noiseless regimes. In contrast, we study the more general case where noise can take arbitrary forms, depend on latent variables, and be non-invertibly entangled within a nonlinear function. We propose a general framework for identifying latent…

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Causal Representation Learning from Multimodal Biomedical Observations

从多模态生物医学观测中学习因果表征

Prevalent in biomedical applications (e.g., human phenotype research), multimodal datasets can provide valuable insights into the underlying physiological mechanisms. However, current machine learning (ML) models designed to analyze these datasets often lack interpretability and identifiability guarantees, which are essential for biomedical research. Recent advances in causal representation learning have shown promise in identifying interpretable latent causal variables with…

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Can Large Language Models Help Experimental Design for Causal Discovery?

大语言模型能否辅助因果发现的实验设计?

Designing proper experiments and selecting optimal intervention targets is a longstanding problem in scientific or causal discovery. Identifying the underlying causal structure from observational data alone is inherently difficult. Obtaining interventional data, on the other hand, is crucial to causal discovery, yet it is usually expensive and time-consuming to gather sufficient interventional data to facilitate causal discovery. Previous approaches commonly utilize…

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On the Parameter Identifiability of Partially Observed Linear Causal Models

部分观测线性因果模型的参数可识别性

Linear causal models are important tools for modeling causal dependencies and yet in practice, only a subset of the variables can be observed. In this paper, we examine the parameter identifiability of these models by investigating whether the edge coefficients can be recovered given the causal structure and partially observed data. Our setting is more general than that of prior research - we allow all variables, including both observed and latent ones, to be flexibly…

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Generalized Encouragement-Based Instrumental Variables for Counterfactual Regression

用于反事实回归的广义鼓励型工具变量方法

In causal inference, encouragement designs (EDs) are widely used to analyze causal effects, when randomized controlled trials (RCTs) are impractical or compliance to treatment cannot be perfectly enforced. Unlike RCTs, which directly allocate treatments, EDs randomly assign encouragement policies that positively motivate individuals to engage in a specific treatment. These random encouragements act as instrumental variables (IVs), facilitating the identification of causal…

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Optimal Kernel Choice for Score Function-based Causal Discovery

基于评分函数的因果发现中的最优核选择

Score-based methods have demonstrated their effectiveness in discovering causal relationships by scoring different causal structures based on their goodness of fit to the data. Recently, Huang et al. proposed a generalized score function that can handle general data distributions and causal relationships by modeling the relations in reproducing kernel Hilbert space (RKHS). The selection of an appropriate kernel within this score function is crucial for accurately…

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Detecting and Identifying Selection Structure in Sequential Data

序列数据中选择结构的检测与识别

We argue that the selective inclusion of data points based on latent objectives is common in practical situations, such as music sequences. Since this selection process often distorts statistical analysis, previous work primarily views it as a bias to be corrected and proposes various methods to mitigate its effect. However, while controlling this bias is crucial, selection also offers an opportunity to provide a deeper insight into the hidden generation process, as it is a…

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Generalized Independent Noise Condition for Estimating Causal Structure with Latent Variables

用于估计含潜变量因果结构的广义独立噪声条件

We investigate the task of learning causal structure in the presence of latent variables, including locating latent variables and determining their quantity, and identifying causal relationships among both latent and observed variables. To this end, we propose a Generalized Independent Noise (GIN) condition for linear non-Gaussian acyclic causal models that incorporate latent variables, which establishes the independence between a linear combination of certain measured…

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CaRiNG: Learning Temporal Causal Representation under Non-Invertible Generation Process

CaRiNG:非可逆生成过程下的时序因果表征学习

Identifying the underlying time-delayed latent causal processes in sequential data is vital for grasping temporal dynamics and making downstream reasoning. While some recent methods can robustly identify these latent causal variables, they rely on strict assumptions about the invertible generation process from latent variables to observed data. However, these assumptions are often hard to satisfy in real-world applications containing information loss. For instance, the…

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Advancing Counterfactual Inference through Nonlinear Quantile Regression

通过非线性分位数回归推进反事实推断

The capacity to address counterfactual "what if" inquiries is crucial for understanding and making use of causal influences. Traditional counterfactual inference, under Pearls' counterfactual framework, typically depends on having access to or estimating a structural causal model. Yet, in practice, this causal model is often unknown and might be challenging to identify. Hence, this paper aims to perform reliable counterfactual inference based solely on observational data and…

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Functional Linear Non-Gaussian Acyclic Model for Causal Discovery

用于因果发现的函数型线性非高斯无环模型

In causal discovery, non-Gaussianity has been used to characterize the complete configuration of a Linear Non-Gaussian Acyclic Model (LiNGAM), encompassing both the causal ordering of variables and their respective connection strengths. However, LiNGAM can only deal with the finite-dimensional case. To expand this concept, we extend the notion of variables to encompass vectors and even functions, leading to the Functional Linear Non-Gaussian Acyclic Model (Func-LiNGAM). Our…

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On the Three Demons in Causality in Finance: Time Resolution, Nonstationarity, and Latent Factors

金融因果分析的三重难题:时间分辨率、非平稳性与潜在因素

Financial data is generally time series in essence and thus suffers from three fundamental issues: the mismatch in time resolution, the time-varying property of the distribution - nonstationarity, and causal factors that are important but unknown/unobserved. In this paper, we follow a causal perspective to systematically look into these three demons in finance. Specifically, we reexamine these issues in the context of causality, which gives rise to a novel and inspiring…

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Identification of Causal Structure with Latent Variables Based on Higher Order Cumulants

基于高阶累积量识别含隐变量的因果结构

Causal discovery with latent variables is a crucial but challenging task. Despite the emergence of numerous methods aimed at addressing this challenge, they are not fully identified to the structure that two observed variables are influenced by one latent variable and there might be a directed edge in between. Interestingly, we notice that this structure can be identified through the utilization of higher-order cumulants. By leveraging the higher-order cumulants of…

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A Versatile Causal Discovery Framework to Allow Causally-Related Hidden Variables

允许隐变量间因果关联的因果发现框架

Most existing causal discovery methods rely on the assumption of no latent confounders, limiting their applicability in solving real-life problems. In this paper, we introduce a novel, versatile framework for causal discovery that accommodates the presence of causally-related hidden variables almost everywhere in the causal network (for instance, they can be effects of observed variables), based on rank information of covariance matrix over observed variables. We start by…

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Causal-learn: Causal Discovery in Python

Causal-learn:Python 因果发现库

Causal discovery aims at revealing causal relations from observational data, which is a fundamental task in science and engineering. We describe $\textit{causal-learn}$, an open-source Python library for causal discovery. This library focuses on bringing a comprehensive collection of causal discovery methods to both practitioners and researchers. It provides easy-to-use APIs for non-specialists, modular building blocks for developers, detailed documentation for learners, and…

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