Complete Characterization for Adjustment in Summary Causal Graphs of Time Series
- URL: http://arxiv.org/abs/2506.14534v1
- Date: Tue, 17 Jun 2025 14:00:31 GMT
- Title: Complete Characterization for Adjustment in Summary Causal Graphs of Time Series
- Authors: Clément Yvernes, Emilie Devijver, Eric Gaussier,
- Abstract summary: identifiability problem for interventions aims at assessing whether the total causal effect can be written with a do-free formula, and thus be estimated from observational data only.<n>We study this problem, considering multiple interventions, in the context of time series when only an abstraction of the true causal graph, in the form of a summary causal graph, is available.<n>We propose in particular both necessary and sufficient conditions for the adjustment criterion, which we show is complete in this setting, and provide a pseudo-linear algorithm to decide whether the query is identifiable or not.
- Score: 2.1711205684359243
- License: http://creativecommons.org/licenses/by-nc-sa/4.0/
- Abstract: The identifiability problem for interventions aims at assessing whether the total causal effect can be written with a do-free formula, and thus be estimated from observational data only. We study this problem, considering multiple interventions, in the context of time series when only an abstraction of the true causal graph, in the form of a summary causal graph, is available. We propose in particular both necessary and sufficient conditions for the adjustment criterion, which we show is complete in this setting, and provide a pseudo-linear algorithm to decide whether the query is identifiable or not.
Related papers
- Identifiability by common backdoor in summary causal graphs of time series [2.737398629157413]
The identifiability problem for interventions aims at assessing whether the total effect of some given interventions can be written with a do-free formula, and thus be computed from observational data only.<n>We study this problem, considering multiple interventions and multiple effects, in the context of time series when only abstractions of the true causal graph in the form of summary causal graphs are available.<n>We focus in this study on identifiability by a common backdoor set, and establish, for time series with and without consistency throughout time, conditions under which such a set exists.
arXiv Detail & Related papers (2025-06-17T17:37:27Z) - Towards identifiability of micro total effects in summary causal graphs with latent confounding: extension of the front-door criterion [1.0878040851638]
Researchers often rely on causal graphs to determine whether these effects can be identified from observational data.<n>This paper addresses the challenge of identifying total effects using a specific and well-known partially specified graph in dynamic systems.
arXiv Detail & Related papers (2024-06-09T14:43:06Z) - Towards Self-Interpretable Graph-Level Anomaly Detection [73.1152604947837]
Graph-level anomaly detection (GLAD) aims to identify graphs that exhibit notable dissimilarity compared to the majority in a collection.
We propose a Self-Interpretable Graph aNomaly dETection model ( SIGNET) that detects anomalous graphs as well as generates informative explanations simultaneously.
arXiv Detail & Related papers (2023-10-25T10:10:07Z) - Identifiability of total effects from abstractions of time series causal graphs [2.5515299924109858]
We study the problem of identifiability of the total effect of an intervention from observational time series.<n>We consider two abstractions: the extended summary causal graph and the summary causal graph.
arXiv Detail & Related papers (2023-10-23T08:31:26Z) - Approximating Counterfactual Bounds while Fusing Observational, Biased
and Randomised Data Sources [64.96984404868411]
We address the problem of integrating data from multiple, possibly biased, observational and interventional studies.
We show that the likelihood of the available data has no local maxima.
We then show how the same approach can address the general case of multiple datasets.
arXiv Detail & Related papers (2023-07-31T11:28:24Z) - Predictive Coding beyond Correlations [59.47245250412873]
We show how one of such algorithms, called predictive coding, is able to perform causal inference tasks.
First, we show how a simple change in the inference process of predictive coding enables to compute interventions without the need to mutilate or redefine a causal graph.
arXiv Detail & Related papers (2023-06-27T13:57:16Z) - Nonparametric Identifiability of Causal Representations from Unknown
Interventions [63.1354734978244]
We study causal representation learning, the task of inferring latent causal variables and their causal relations from mixtures of the variables.
Our goal is to identify both the ground truth latents and their causal graph up to a set of ambiguities which we show to be irresolvable from interventional data.
arXiv Detail & Related papers (2023-06-01T10:51:58Z) - Inferring extended summary causal graphs from observational time series [4.263043028086137]
We make use of information-theoretic measures to determine (in)dependencies between time series.
The behavior of our methods is illustrated through several experiments run on simulated and real datasets.
arXiv Detail & Related papers (2022-05-19T09:39:57Z) - Effect Identification in Cluster Causal Diagrams [51.42809552422494]
We introduce a new type of graphical model called cluster causal diagrams (for short, C-DAGs)
C-DAGs allow for the partial specification of relationships among variables based on limited prior knowledge.
We develop the foundations and machinery for valid causal inferences over C-DAGs.
arXiv Detail & Related papers (2022-02-22T21:27:31Z) - Entropy-based Discovery of Summary Causal Graphs in Time Series [3.360922672565234]
We first propose a new causal temporal mutual information measure for time series.
We then show how this measure relates to an entropy reduction principle.
We combine these two ingredients in PC-like and FCI-like algorithms to construct the summary causal graph.
arXiv Detail & Related papers (2021-05-21T14:47:18Z) - Deconfounded Score Method: Scoring DAGs with Dense Unobserved
Confounding [101.35070661471124]
We show that unobserved confounding leaves a characteristic footprint in the observed data distribution that allows for disentangling spurious and causal effects.
We propose an adjusted score-based causal discovery algorithm that may be implemented with general-purpose solvers and scales to high-dimensional problems.
arXiv Detail & Related papers (2021-03-28T11:07:59Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.