Sofia Faltenbacher | Searcharxiv

arXiv2026

How PC-based Methods Err: Towards Better Reporting of Assumption Violations and Small Sample Errors

Causal discovery methods based on the PC algorithm are proven to be sound if all structural assumptions are fulfilled and all conditional independence tests are correct. This idealized setting is rarely given in real data. In this work, we first analyze how local errors can propagate throughout the output graph of a PC-based method, highlighting how consequential seemingly innocuous errors can become. Next, we introduce coherency scores to find assumption violations and small sample errors in the absence of a ground truth. These scores do not require statistical tests beyond those already executed by the causal discovery algorithm. Errors detected by our approach extend the set of errors that can be detected by comparable existing methods. We place our computationally cheap global error detection and quantification scores as a bridge between computationally expensive global answer-set-programming-based methods and less expensive local error detection methods. The scores are analyzed on simulated and real-world datasets.

stat.ML↗

arXiv2023

Projecting infinite time series graphs to finite marginal graphs using number theory

In recent years, a growing number of method and application works have adapted and applied the causal-graphical-model framework to time series data. Many of these works employ time-resolved causal graphs that extend infinitely into the past and future and whose edges are repetitive in time, thereby reflecting the assumption of stationary causal relationships. However, most results and algorithms from the causal-graphical-model framework are not designed for infinite graphs. In this work, we develop a method for projecting infinite time series graphs with repetitive edges to marginal graphical models on a finite time window. These finite marginal graphs provide the answers to $m$-separation queries with respect to the infinite graph, a task that was previously unresolved. Moreover, we argue that these marginal graphs are useful for causal discovery and causal effect estimation in time series, effectively enabling to apply results developed for finite graphs to the infinite graphs. The projection procedure relies on finding common ancestors in the to-be-projected graph and is, by itself, not new. However, the projection procedure has not yet been algorithmically implemented for time series graphs since in these infinite graphs there can be infinite sets of paths that might give rise to common ancestors. We solve the search over these possibly infinite sets of paths by an intriguing combination of path-finding techniques for finite directed graphs and solution theory for linear Diophantine equations. By providing an algorithm that carries out the projection, our paper makes an important step towards a theoretically-grounded and method-agnostic generalization of a range of causal inference methods and results to time series.

math.ST↗