# CausalMMM: Learning Causal Structure for Marketing Mix Modeling

arXiv: https://arxiv.org/abs/2406.16728 · HTML: https://mlsanity.com/paper/2406.16728/

## Key facts

- Cited by 5 papers in the map (data through 14 Oct 2026).
- Builds on 15 of its 46 references that are in the map.
- First posted on arXiv 24 Jun 2024.

## Builds on (most cited first, 15 of 15)

- [Wide & Deep Learning for Recommender Systems](https://mlsanity.com/paper/1606.07792/) (2016)
- [D'ya like DAGs? A Survey on Structure Learning and Causal Discovery](https://mlsanity.com/paper/2103.02582/) (2021)
- [DYNOTEARS: Structure Learning from Time-Series Data](https://mlsanity.com/paper/2002.00498/) (2020)
- [High-recall causal discovery for autocorrelated time series with latent confounders](https://mlsanity.com/paper/2007.01884/) (2020)
- [Granger Causality: A Review and Recent Advances](https://mlsanity.com/paper/2105.02675/) (2021)
- [Economy Statistical Recurrent Units For Inferring Nonlinear Granger Causality](https://mlsanity.com/paper/1911.09879/) (2019)
- [Interpretable Models for Granger Causality Using Self-explaining Neural Networks](https://mlsanity.com/paper/2101.07600/) (2021)
- [Causal Inference for Time series Analysis: Problems, Methods and Evaluation](https://mlsanity.com/paper/2102.05829/) (2021)
- [A Unified Framework for Marketing Budget Allocation](https://mlsanity.com/paper/1902.01128/) (2019)
- [Causal structure learning from time series: Large regression coefficients may predict causal links better in practice than small p-values](https://mlsanity.com/paper/2002.09573/) (2020)
- [Discovering Nonlinear Relations with Minimum Predictive Information Regularization](https://mlsanity.com/paper/2001.01885/) (2020)
- [CausalMTA: Eliminating the User Confounding Bias for Causal Multi-touch Attribution](https://mlsanity.com/paper/2201.00689/) (2021)
- [Inductive Granger Causal Modeling for Multivariate Time Series](https://mlsanity.com/paper/2102.05298/) (2021)
- [Hierarchical Marketing Mix Models with Sign Constraints](https://mlsanity.com/paper/2008.12802/) (2020)
- [Estimating Causal Effects of Multi-Aspect Online Reviews with Multi-Modal Proxies](https://mlsanity.com/paper/2112.10274/) (2021)

## Built on by (most cited first, 5 of 5)

- [TranSUN: A Preemptive Paradigm to Eradicate Retransformation Bias Intrinsically from Regression Models in Recommender Systems](https://mlsanity.com/paper/2505.13881/) (2025)
- [LOCAL: Learning with Orientation Matrix to Infer Causal Structure from Time Series Data](https://mlsanity.com/paper/2410.19464/) (2024)
- [NNN: Next-Generation Neural Networks for Marketing Measurement](https://mlsanity.com/paper/2504.06212/) (2025)
- [DeepCausalMMM: A Deep Learning Framework for Marketing Mix Modeling with Causal Structure Learning](https://mlsanity.com/paper/2510.13087/) (2025)
- [Forecasting Is Not Attribution: Localizing Decoder Bypass in Graph-Based Neural Marketing Mix Models](https://mlsanity.com/paper/2606.12687/) (2026)

## Abstract (arXiv)

In online advertising, marketing mix modeling (MMM) is employed to predict the gross merchandise volume (GMV) of brand shops and help decision-makers to adjust the budget allocation of various advertising channels. Traditional MMM methods leveraging regression techniques can fail in handling the complexity of marketing. Although some efforts try to encode the causal structures for better prediction, they have the strict restriction that causal structures are prior-known and unchangeable. In this paper, we define a new causal MMM problem that automatically discovers the interpretable causal structures from data and yields better GMV predictions. To achieve causal MMM, two essential challenges should be addressed: (1) Causal Heterogeneity. The causal structures of different kinds of shops vary a lot. (2) Marketing Response Patterns. Various marketing response patterns i.e., carryover effect and shape effect, have been validated in practice. We argue that causal MMM needs dynamically discover specific causal structures for different shops and the predictions should comply with the prior known marketing response patterns. Thus, we propose CausalMMM that integrates Granger causality in a variational inference framework to measure the causal relationships between different channels and predict the GMV with the regularization of both temporal and saturation marketing response patterns. Extensive experiments show that CausalMMM can not only achieve superior performance of causal structure learning on synthetic datasets with improvements of 5.7%~ 7.1%, but also enhance the GMV prediction results on a representative E-commerce platform.
