Causal Discovery in High-Dimensional Point Process Networks with Hidden Nodes
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Abstract (arXiv)
Thanks to technological advances leading to near-continuous time observations, emerging multivariate point process data offer new opportunities for causal discovery. However, a key obstacle in achieving this goal is that many relevant processes may not be observed in practice. Naive estimation approaches that ignore these hidden variables can generate misleading results because of the unadjusted confounding. To plug this gap, we propose a deconfounding procedure to estimate high-dimensional point process networks with only a subset of the nodes being observed. Our method allows flexible connections between the observed and unobserved processes. It also allows the number of unobserved processes to be unknown and potentially larger than the number of observed nodes. Theoretical analyses and numerical studies highlight the advantages of the proposed method in identifying causal interactions among the observed processes.
Key facts. Cited by 1 paper in the map (data through 7 Oct 2026). Builds on 16 of its 61 references that are in the map. First posted on arXiv 22 Sep 2021.
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16 of 61 references.
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4 more
- 2021Causal Structural Learning Via Local Graphscited by 7
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