arXiv AI

Prediction Bottlenecks Don't Discover Causal Structure (But Here's What They Actually Do)

arXiv:2605. 09169v2 Announce Type: replace-cross Abstract: A Mamba state-space model trained only for next-step prediction appears to recover Granger-causal structure through a simple readout $S = |W_{out} W_{in}|$, with early experiments suggesting the phenomenon generalized across architectures and benefited from interventional data at $p < 10^{-5}$.

arXiv Machine Learning
Jul 31

DoTime: A Synthetic Benchmark Generator for Interventional and Counterfactual Time Series

arXiv:2607. 27263v1 Announce Type: new Abstract: Most benchmarks for causal inference over time series are observational, small, or domain-specific, leaving interventional and counterfactual estimation under-served exactly where it matters most, such as in healthcare, policy evaluation, and climate science.

By Dennis Thumm, Billy Tim Anthony, Ying Chen
arXiv Machine Learning
Aug 5

Amortized Interventional Forecasting for Multivariate CIR Processes

arXiv:2608. 03715v1 Announce Type: new Abstract: Mean-reverting dynamics are pervasive in finance, and the Cox--Ingersoll--Ross (CIR) process is a standard model for the time series they produce, from short rates to credit default swap (CDS) spreads.

By Andreas Sauter, Sumit Sourabh, Drona Kandhai, Erman Acar