arXiv Machine Learning By Roel Hulsman, Carles Balsells-Rodas, Sara Magliacane

Identifiable Markov Switching Models with Instantaneous Effects and Exponential Families

Read the original on arXiv Machine Learning →

arXiv:2606. 02231v1 Announce Type: cross Abstract: Temporal systems often exhibit non-stationary behaviour, such as seasonal climate variation or glucose fluctuations in patients with type-1 diabetes.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.

arXiv Machine Learning
Jul 21

Causal Discovery on Irregular Time Series

arXiv:2607. 18226v1 Announce Type: new Abstract: Causal discovery methods have shown strong performance in temporal systems, but they typically rely on regular and discrete lag structures, limiting their applicability to regularly sampled data.

By Martim Penim, Ricardo Ribeiro Pereira, Jacopo Bono, Hugo Ferreira, M\'ario A. T. Figueiredo, Pedro Bizarro
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
Hugging Face Trending Papers
Jul 20

Causal Discovery on Irregular Time Series

Causal discovery methods have shown strong performance in temporal systems, but they typically rely on regular and discrete lag structures, limiting their applicability to regularly sampled data. However, many real-world tasks require dealing with irregularly sampled streams of events, such as sensor streams, healthcare data, and financial transactions.

arXiv Machine Learning
Jun 29

Disentangling Continuous-Time Latent Dynamics: Identifiability of Latent SDEs via Diffusion Shifts

arXiv:2606. 28228v1 Announce Type: new Abstract: Causal representation learning for time series has developed strong identifiability results in discrete-time latent causal models, but identifiability in continuous-time latent stochastic differential equation (SDE) models remains largely open.

By Yuanyuan Wang, Wenjie Wang, Haoxuan Li, Mingming Gong, Kun Zhang